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Swiss Finance Institute Research Paper Series / Swiss Finance Institute

Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
30
Impact Factor (IF)
0.42
5 Years IF
0.55
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2000 0 0.54 0 0 1 1 0 0 0 0 0 0 0.25
2002 0 0.54 0 0 1 2 5 0 1 1 0 0 0.31
2006 0 0.59 0.41 0 39 41 325 15 28 0 1 0 15 0.38 0.34
2007 0.69 0.52 0.39 0.68 38 79 275 31 59 39 27 40 27 0 3 0.08 0.29
2008 0.64 0.59 0.47 0.64 46 125 173 56 118 77 49 77 49 1 1.8 4 0.09 0.29
2009 0.51 0.58 0.6 0.64 52 177 347 105 224 84 43 123 79 0 18 0.35 0.33
2010 0.55 0.52 0.53 0.57 46 223 155 116 342 98 54 175 99 3 2.6 8 0.17 0.3
2011 0.53 0.62 0.51 0.55 64 287 198 147 489 98 52 221 122 0 15 0.23 0.37
2012 0.43 0.68 0.46 0.48 44 331 292 153 642 110 47 246 117 0 13 0.3 0.36
2013 0.56 0.66 0.4 0.42 56 387 184 156 798 108 60 252 106 1 0.6 12 0.21 0.35
2014 0.52 0.67 0.38 0.4 58 445 232 169 967 100 52 262 104 6 3.6 8 0.14 0.34
2015 0.57 0.65 0.43 0.48 79 524 536 226 1194 114 65 268 128 1 0.4 17 0.22 0.36
2016 0.65 0.64 0.43 0.48 97 621 280 262 1461 137 89 301 145 1 0.4 16 0.16 0.35
2017 0.59 0.62 0.44 0.52 63 684 215 294 1763 176 103 334 174 5 1.7 11 0.17 0.35
2018 0.66 0.61 0.5 0.62 96 780 497 382 2150 160 106 353 219 1 0.3 29 0.3 0.34
2019 0.73 0.62 0.45 0.6 79 859 364 383 2535 159 116 393 234 5 1.3 22 0.28 0.36
2020 1.01 0.69 0.58 0.76 98 957 717 554 3093 175 177 414 313 3 0.5 98 1 0.73
2021 1.6 0.94 0.65 1.03 97 1054 273 684 3778 177 284 433 444 0 20 0.21 0.39
2022 1.31 0.69 0.52 0.95 94 1148 117 594 4379 195 256 433 410 0 14 0.15 0.22
2023 0.84 0.55 0.46 0.88 127 1275 78 585 4964 191 161 464 406 1 0.2 19 0.15 0.17
2024 0.42 0.51 0.32 0.55 110 1385 4 437 5401 221 93 495 270 0 5 0.05 0.23
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12020Feverish Stock Price Reactions to COVID-19. (2020). Wagner, Alexander F ; Ramelli, Stefano. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2012.

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491
22015Do Prices Reveal the Presence of Informed Trading?. (2015). Fos, Vyacheslav ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1369.

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120
32006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

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110
42015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

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101
52007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

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92
62009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

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

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82
82018Quantile-Based Risk Sharing with Heterogeneous Beliefs. (2018). Embrechts, Paul ; Wang, Ruodu ; Mao, Tiantian ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1765.

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81
92019Are U.S. Industries Becoming More Concentrated?. (2019). Michaely, Roni ; Larkin, Yelena ; Grullon, Gustavo. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1941.

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78
102012Are REITs Real Estate? Evidence from International Sector Level Data. (). Oikarinen, Elias ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1215.

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66
112009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

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65
122007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

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63
132015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

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57
142015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

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57
152018Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810.

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56
162012Aggregate Investment Externalities and Macroprudential Regulation. (). Rochet, Jean ; Gersbach, Hans. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1203.

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54
172016Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670.

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

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

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48
202012Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes. (). Filimonov, Vladimir ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1202.

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45
212015The Perennial Challenge to Counter Too-Big-To-Fail in Banking: Empirical Evidence from the New International Regulation Dealing with Global Systemically Important Banks. (2015). Ongena, Steven ; Moenninghoff, Sebastian C ; Wieandt, Axel . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1433.

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42
222020Responsible Institutional Investing Around the World. (2020). Steffen, Tom ; Matos, Pedro ; Krueger, Philipp ; Glossner, Simon ; Gibson, Rajna . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2013.

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41
232008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca ; Chesney, Marc. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

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40
242006An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626.

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39
252021The Effects of Mandatory ESG Disclosure Around the World. (2021). Zhong, Rui ; Tang, Dragon Yongjun ; Sautner, Zacharias ; Krueger, Philipp. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2144.

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39
262006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

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36
272014Heterogeneity in Decentralized Asset Markets. (2014). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1467.

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35
282009Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles. (2009). Sornette, Didier ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing ; Woodard, Ryan ; Cauwels, Peter ; Bastiaensen, Ken . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0939.

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35
292017Fund Flows and Market States. (2017). Schmalz, Martin C ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1341.

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34
302009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

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33
312019Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan. (2019). Gianinazzi, Virginia ; Barbon, Andrea. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1955.

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30
322010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

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27
332011Crashes and High Frequency Trading. (2011). von der Becke, Susanne ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1164.

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

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26
352011Crashes and High Frequency Trading. (). Sornette, Didier ; von der Becke, Susanne . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1163.

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26
362007Aggregating Phillips Curves. (2007). Jondeau, Eric ; Imbs, Jean ; Pelgrin, Florian . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0706.

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26
372011Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

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26
382012Understanding Asset Correlations. (). Burkhardt, Dominic ; Hasseltoft, Henrik . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1238.

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26
392009Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

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24
402012Bank Ratings: What Determines Their Quality?. (). Marques-Ibanez, David ; Langfield, Sam ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1231.

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24
412019Consumption Taxes and Corporate Investment. (2019). Muller, Maximilian A ; Michaely, Roni ; Jacob, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1940.

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24
422016The Granular Nature of Large Institutional Investors. (2016). Sedunov, John ; Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1567.

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24
432020Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19. (2020). Wagner, Alexander F ; Ramelli, Stefano ; Matos, Pedro ; Glossner, Simon. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2056.

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23
442015Liquidity Risk in Credit Default Swap Markets. (2015). Trolle, Anders B ; Junge, Benjamin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1365.

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22
452011The US stock market leads the Federal funds rate and Treasury bond yields. (). Sornette, Didier ; Zhou, Wei-Xing ; Cheng, Si-Wei ; Guo, Kun. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1105.

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21
462013Sudden Spikes in Global Risk. (2013). Bacchetta, Philippe ; van Wincoop, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1336.

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21
472010Exploring the Nature of Trader Intuition. (0000). BRUGUIER, Antoine J. ; QUARTZ, Steven R. ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1002.

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21
482022The impact of the Russia-Ukraine conflict on the green energy transition – A capital market perspective. (2022). Utz, Sebastian ; Nerlinger, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2249.

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20
492011Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals. (). Plazzi, Alberto ; Valkanov, Rossen I. ; Ghysels, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1106.

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20
502016Corporate Policies with Permanent and Transitory Shocks. (2016). Decamps, Jean-Paul ; Villeneuve, Stephane ; Morellec, Erwan ; Gryglewicz, Sebastian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1618.

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

Full description at Econpapers || Download paper

145
22018Quantile-Based Risk Sharing with Heterogeneous Beliefs. (2018). Embrechts, Paul ; Wang, Ruodu ; Mao, Tiantian ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1765.

Full description at Econpapers || Download paper

42
32021The Effects of Mandatory ESG Disclosure Around the World. (2021). Zhong, Rui ; Tang, Dragon Yongjun ; Sautner, Zacharias ; Krueger, Philipp. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2144.

Full description at Econpapers || Download paper

29
42015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

Full description at Econpapers || Download paper

22
52019Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan. (2019). Gianinazzi, Virginia ; Barbon, Andrea. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1955.

Full description at Econpapers || Download paper

17
62022The impact of the Russia-Ukraine conflict on the green energy transition – A capital market perspective. (2022). Utz, Sebastian ; Nerlinger, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2249.

Full description at Econpapers || Download paper

16
72021A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II. (2021). Zafirov, Athanasse ; Welch, Ivo ; Goyal, Amit. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2185.

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15
82015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

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15
92021Deep Hedging under Rough Volatility. (2021). Zuric, Zan ; Teichmann, Josef ; Horvath, Blanka. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2188.

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15
102015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

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15
112018Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810.

Full description at Econpapers || Download paper

14
122019Consumption Taxes and Corporate Investment. (2019). Muller, Maximilian A ; Michaely, Roni ; Jacob, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1940.

Full description at Econpapers || Download paper

14
132020Responsible Institutional Investing Around the World. (2020). Steffen, Tom ; Matos, Pedro ; Krueger, Philipp ; Glossner, Simon ; Gibson, Rajna . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2013.

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13
142022ESG and Systemic Risk. (2022). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu ; Andries, Alin Marius ; Aevoae, George-Marian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2225.

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12
152012Are REITs Real Estate? Evidence from International Sector Level Data. (). Oikarinen, Elias ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1215.

Full description at Econpapers || Download paper

12
162015Do Prices Reveal the Presence of Informed Trading?. (2015). Fos, Vyacheslav ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1369.

Full description at Econpapers || Download paper

12
172019Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation. (2019). Schepens, Glenn ; Mulier, Klaas ; Dewachter, Hans ; Ongena, Steven ; de Jonghe, Olivier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1945.

Full description at Econpapers || Download paper

11
182017Fund Flows and Market States. (2017). Schmalz, Martin C ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1341.

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11
192018Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Kelly, Bryan T ; Gu, Shihao. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1871.

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11
202021FinTech Credit and Entrepreneurial Growth. (2021). Sheng, Zixia ; Shan, Hongzhe ; Huang, YI ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2147.

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11
212015The Perennial Challenge to Counter Too-Big-To-Fail in Banking: Empirical Evidence from the New International Regulation Dealing with Global Systemically Important Banks. (2015). Ongena, Steven ; Moenninghoff, Sebastian C ; Wieandt, Axel . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1433.

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10
222021How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic. (2021). Fuster, Andreas ; Willen, Paul ; Vickery, James I ; Lambie-Hanson, Lauren ; Hizmo, Aurel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2141.

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9
232021CBDC as Imperfect Substitute for Bank Deposits: A Macroeconomic Perspective. (2021). Perazzi, Elena ; Bacchetta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2181.

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9
242012Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes. (). Filimonov, Vladimir ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1202.

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9
252023Do Investors Care About Biodiversity?. (2023). Wagner, Alexander F ; Sautner, Zacharias ; Romec, Arthur ; Garel, Alexandre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2324.

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8
262023Sentiment Spin: Attacking Financial Sentiment with GPT-3. (2023). Leippold, Markus. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2311.

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8
272020Does Firm Investment Respond to Peers Investment?. (2020). Fresard, Laurent ; Bustamante, Maria Cecilia. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2043.

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7
282019Institutional Investors’ Views and Preferences on Climate Risk Disclosure. (2019). Starks, Laura T ; Sautner, Zacharias ; Krueger, Philipp ; Ilhan, Emirhan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1966.

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7
292020Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19. (2020). Wagner, Alexander F ; Ramelli, Stefano ; Matos, Pedro ; Glossner, Simon. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2056.

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7
302021Why Do Firms Issue Green Bonds?. (2021). Daubanes, Julien ; Rochet, Jean-Charles ; Mitali, Shema Frederic. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2197.

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6
312022Stripping the Discount Curve - a Robust Machine Learning Approach. (2022). Ye, YE ; Pelger, Markus ; Filipovi, Damir. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2224.

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6
322009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

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6
332019Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning. (2019). Kochems, Jonathan ; Mohan, Baranidharan ; Wood, Ben ; Teichmann, Josef ; Gonon, Lukas ; Buehler, Hans. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1980.

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6
342021Commercial Real Estate Prices and Covid-19. (2021). Malle, Richard ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2108.

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6
352021Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK. (2021). Ongena, Steven ; Giansante, Simone ; Fatouh, Mahmoud. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2154.

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6
362007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

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6
372023ESG Shareholder Engagement and Downside Risk. (2023). Zhou, Xiaoyan ; Starks, Laura T ; Sautner, Zacharias ; Oikonomou, Ioannis. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2377.

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382022Stress tests and capital requirement disclosures: do they impact banks lending and risk-taking decisions?. (2022). Marques, Aurea ; Ongena, Steven ; Konietschke, Paul. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2260.

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392020The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?. (2020). Ziegler, Alexandre ; Zeckhauser, Richard J ; Wagner, Alexander F. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2048.

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402015Climate Change and Firm Valuation: Evidence from a Quasi-Natural Experiment. (2015). Kruger, Philipp . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1540.

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412019Are U.S. Industries Becoming More Concentrated?. (2019). Michaely, Roni ; Larkin, Yelena ; Grullon, Gustavo. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1941.

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422017Hedging with Small Uncertainty Aversion. (2017). Seifried, Frank Thomas ; Muhle-Karbe, Johannes ; Herrmann, Sebastian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1519.

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432021Universal Time Preference. (2021). Wang, Mei ; Hens, Thorsten ; Rieger, Marc Oliver. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2153.

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442022The Economics of Sustainability Linked Bonds. (2022). Krueger, Philipp ; Gibson, Rajna ; Engelhardt, Leonie ; Berrada, Tony. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2226.

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452020Artificial Intelligence and High-Skilled Work: Evidence from Analysts. (2020). michaely, roni ; Grennan, Jillian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2084.

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462022Deconstructing ESG Scores: How to Invest with Your own Criteria. (2022). Jondeau, Eric ; Jegarasasingam, Kumar ; Elsenhuber, Ulrike ; Ehlers, Torsten. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2223.

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472014Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1425.

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482018An Intermediation-Based Model of Exchange Rates. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1814.

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492018Valuing Supply-Chain Responsiveness Under Demand Jumps. (2018). Bicer, Isik ; de Treville, Suzanne ; Hagspiel, Verena. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1844.

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502023Money Market Disconnect. (2023). Winterberg, Hannah ; Ranaldo, Angelo ; Ballensiefen, Benedikt. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2312.

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Citing documents used to compute impact factor: 93
YearTitle
2024What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe. (2024). Lechman, Ewa ; Marszk, Adam. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:63-82.

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2024Option Pricing Based on the Residual Neural Network. (2024). Liu, Wei-Han ; Gan, Lirong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10413-3.

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2024
2024Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748.

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2024Environment-specific political risk discourse and expected crash risk: The role of political activism. (2024). Rahman, Sohanur ; Chapple, Larelle ; Sinnewe, Elisabeth. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004265.

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2024Water and waste management strategies as drivers of the financial performance of food companies. (2024). Quioa-Pieiro, Lara ; Pieiro-Chousa, Juan ; Lopez-Cabarcos, Angeles M ; Lopez-Perez, Luisa M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008235.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization. (2022). Boyd, Stephen ; Schiele, Philipp ; Luxenberg, Eric. In: Papers. RePEc:arx:papers:2212.02570.

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2024
2024
2024
2024Bank credit loss and ESG performance. (2024). Giannetti, Caterina ; Iacoviello, Giuseppina ; Bruno, Elena. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010917.

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2024Social responsibility and bank resiliency. (2024). Gehrig, Thomas ; Unger, Stephan ; Iannino, Maria Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918.

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2024Examining the impact of liquidity creation on bank stability in the Asia Pacific region: Do ESG disclosures play a moderating role?. (2024). Kashiramka, Smita ; Gupta, Juhi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000210.

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2024ESG and asset quality in the banking industry: The moderating role of financial performance. (2024). Scannella, Enzo ; Polizzi, Salvatore ; Cantero-Saiz, Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000138.

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2024Do ESG scores affect financial systemic risk? Evidence from European banks and insurers. (2024). Vioto, Davide ; Onorato, Grazia ; Gianfrancesco, Igor ; Curcio, Domenico. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000436.

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2024
2024The new bond on the block — Designing a carbon-linked bond for sustainable investment projects. (2024). Schreiter, Maximilian ; Fehrenkotter, Rieke ; Dahlen, Niklas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325.

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2024
2024Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2024). Liberati, Danilo ; Marinelli, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_832_24.

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2024Asymmetric effects of economic policy uncertainty on demand for money in developed countries. (2024). Nusair, Salah ; Al-Khasawneh, Jamal A ; Olson, Dennis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000622.

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2024
2024The proxy advisory industry: Influencing and being influenced. (2024). Shu, Chong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000333.

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2024Energy price bubbles and extreme price movements: Evidence from Chinas coal market. (2024). Dickinson, David ; Wu, Fei ; Wang, Tiantian ; Zhao, Wanli. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300751x.

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2024
2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024Impact of global crisis events on the dependence and risk spillover between gold and crude oil: a regime-switching copula approach. (2024). Ding, Xiaoquan ; Wang, Yuankui ; Huang, Ziwei. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04329-y.

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2024Are cryptos different? Evidence from retail trading. (2024). Kogan, Shimon ; Niessner, Marina ; Makarov, Igor ; Schoar, Antoinette. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x2400120x.

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2024
2024
2024The Value of Information from Sell-side Analysts. (2024). Lv, Linying. In: Papers. RePEc:arx:papers:2411.13813.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2024Climate-change regulations: Bank lending and real effects. (2024). Ruiz-Ortega, Claudia ; Pedraza, Alvaro ; Miguel, Faruk. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001122.

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2024The effects of the EBAs stress testing framework on banks lending. (2024). Calice, Giovanni ; Ahmed, Kasim. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004364.

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2024
2024
2024Persistent and transitory components of firm characteristics: Implications for asset pricing. (2024). Tamoni, Andrea ; Boons, Martijn ; Baba-Yara, Fahiz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400031x.

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2024Missing values handling for machine learning portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000382.

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2024
2024Nothing to hide? Gender and age differences in the willingness to share data. (2024). Shue, Kelly ; Fuster, Andreas ; Frost, Jon ; Doerr, Sebastian ; Armantier, Olivier. In: BIS Working Papers. RePEc:bis:biswps:1187.

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2024Vehicle identifiers: The key to jumpstarting the European Green Auto ABS market?. (2024). Hackmann, Angelina ; Riedel, Max ; Pelizzon, Loriana ; Lindner, Vincent. In: SAFE White Paper Series. RePEc:zbw:safewh:285378.

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2024Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931.

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2024
2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect. (2024). Zhou, Haonan ; Cerutti, Eugenio. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00222-x.

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2024
2024
2024Do investors use sustainable assets as carbon offsets?. (2024). Kormanyos, Emily ; Famulok, Jakob ; Worring, Daniel. In: SAFE Working Paper Series. RePEc:zbw:safewp:306359.

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2024
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2024Sentiment as a shipping market predictor: Testing market-specific language models. (2024). Zheng, Wei ; Wang, Shuhan ; Sui, Cong. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:189:y:2024:i:c:s1366554524002424.

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2024A Scoping Review of ChatGPT Research in Accounting and Finance. (2024). Wang, Victor Xiaoqi ; Stratopoulos, Theophanis C ; Dong, Mengming Michael. In: Papers. RePEc:arx:papers:2412.05731.

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2024Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach. (2024). Popoola, Olusogo ; Adeyemi-Longe, Sidikat ; Shobayo, Olamilekan ; Ogunleye, Bayode. In: Papers. RePEc:arx:papers:2412.06837.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2024
2024
2024Signaling sustainability: Differential reaction of the stock market following the announcement of sustainability-linked bonds. (2024). Meyer, Julia ; Ciarla, Elisa ; Affolter, Beat ; Sugandhita, Sugandhita. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002915.

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2024
2024Housing leverage, home value, and retirement. (2024). Zhu, Feifei ; Lin, Zhenguo ; Bian, Xun. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:4:p:1103-1139.

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2024Economic and financial consequences of water risks: The case of hydropower. (2024). von Jagow, Adrian ; Goel, Skand ; Senni, Chiara Colesanti. In: Ecological Economics. RePEc:eee:ecolec:v:218:y:2024:i:c:s0921800923003117.

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2024
2024Manage biodiversity risk exposure?. (2024). Kyaw, Khine ; Kalhoro, Muhammad Ramzan. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000199.

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2024
2024
2024A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502.

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2024Forecasting risk and return of listed real estate:. (2024). Brandt, Felix ; Lausberg, Carsten. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:10:y:2024:i:1:d:10.1365_s41056-024-00070-4.

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2024
2024Capital Structure Models and Contingent Convertible Securities. (2024). Reesor, Mark R ; Metzler, Adam ; Meng, DI. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:55-:d:1359001.

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2024.

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2024Financial climate risk: a review of recent advances and key challenges. (2024). Cardenas, Victor. In: Papers. RePEc:arx:papers:2404.07331.

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2024
2024Tackling competition by reducing emissions: Private firms’ polluting behavior under peer IPOs. (2024). Mo, Shenwei ; Han, Jie ; Li, Lidan ; Yang, Yupeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:232-249.

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2024Do ESG Factors Prove Significant Predictors of Systematic and Downside Risks in the Russian Market after Controlling for Stock Liquidity?. (2024). Gurov, Sergei ; Sokolova, Tatiana ; Teplova, Tamara. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:172-:d:1380366.

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2024Exploring the impact of ESG components, CEO characteristics, and organizational themes on downside risk: Insights from Chinese firms. (2024). Liu, Hung-Chun ; Hsiao, Ming-Chun ; Lee, Yen-Hsien ; Tang, Chia-Hsien. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000783.

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2024Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization. (2024). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; ben Ameur, Hachmi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400187x.

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2024The impact of climate engagement: A field experiment. (2024). Klbel, Julian ; Heeb, Florian. In: SAFE Working Paper Series. RePEc:zbw:safewp:308043.

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2024Are green firms more financially constrained? The sensitivity of investment to cash flow. (2024). Zazzaro, Alberto ; Oliviero, Tommaso ; Rondinella, Sandro. In: CSEF Working Papers. RePEc:sef:csefwp:700.

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2024Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003569.

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2024What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665.

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2024
2024
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2024
2024Leveraging Large Language Models to Democratize Access to Costly Financial Datasets for Academic Research. (2024). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2412.02065.

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2024
Recent citations
Recent citations received in 2024
YearCiting document
2024Sizing the bets in a focused portfolio. (2024). Keser, Robert ; Vukcevic, Vuko. In: Papers. RePEc:arx:papers:2402.15588.

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2024Reference Model Based Learning in Expectation Formation: Experimental Evidence. (2024). Pei, Jiaoying. In: Papers. RePEc:arx:papers:2404.08908.

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2024
2024The impact of mortgage broker use on borrower confusion and preferences. (2024). Thorp, Susan ; Chung, Sol ; Liu, Junhao ; Agnew, Julie ; Bateman, Hazel ; Eckert, Christine. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:229-247.

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2024

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

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

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2023
2023
2023Markups and the asymmetric pass-through of cost push shocks. (2023). Zakrajšek, Egon ; Igan, Deniz ; Zakrajek, Egon ; Takahashi, Koji ; Spigt, Renee ; Kharroubi, Enisse. In: BIS Working Papers. RePEc:bis:biswps:1150.

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

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

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

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

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

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

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2023An Event Study on the Reaction of Equity and Commodity Markets to the Onset of the Russia–Ukraine Conflict. (2023). Nyangu, Moses ; Waweru, Freshia ; Obi, Pat. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:256-:d:1131486.

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

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

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

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

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

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

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

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

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2022Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors. (2022). Soykok, Emre ; Karahan, Cenk C. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003052.

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

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

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

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

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

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

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

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2022.

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

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

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

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

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

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

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

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

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

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2021.

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

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

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

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

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

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

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

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

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

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

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