Citation Impact
Citing Papers
The Evolution of Shareholder Activism in the United States*
2007 Standout
Quantitative Forecasting—the State of the Art: Econometric Models
1985
Economy of Dreams: Hope in Global Capitalism and Its Critiques
2006 Standout
Conditional volatility and the informational efficiency of the PHLX currency options market
1995
Smart tourism: foundations and developments
2015 Standout
Les marchés économiques comme dispositifs collectifs de calcul
2003 Standout
Opaque financial reports, R2, and crash risk☆
2009 Standout
An institution-based view of international business strategy: a focus on emerging economies
2008 Standout
The Price of Political Uncertainty: Theory and Evidence from the Option Market
2016
Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts
2012 StandoutNobel
Economic Catastrophe Bonds
2008
Harvard Business Review
1988 Standout
Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom
2009 Standout
Modeling and Forecasting Realized Volatility
2003 Standout
Rankings and Reactivity: How Public Measures Recreate Social Worlds
2007 Standout
FORECASTING VOLATILITY FOR PORTFOLIO SELECTION
1996
Costly Communication, Shareholder Activism, and Limits to Arbitrage
2005
Markets: Transparency and the Corporate Bond Market
2008
LAPM: A Liquidity‐Based Asset Pricing Model
2001 StandoutNobel
Stock market volatility around national elections
2008
In Search of Attention
2011 Standout
Making sense of financialization
2014 Standout
Retail Investor Sentiment and Return Comovements
2006
Market microstructure: A survey
2000
Measuring Economic Policy Uncertainty*
2016 Standout
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆
2006
Financial time series forecasting model based on CEEMDAN and LSTM
2018 Standout
An Engine, Not a Camera
2006 Standout
Political Uncertainty and Corporate Investment Cycles
2012 Standout
Impacts of Trades in an Error-Correction Model of Quote Prices
2001 StandoutNobel
The Impact of Social Structure on Economic Outcomes
2005 Standout
Post-'87 crash fears in the S&P 500 futures option market
2000
What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?
2019 Standout
Forecasting Volatility in Financial Markets: A Review
2003 StandoutNobel
Transparency and Liquidity: A Controlled Experiment on Corporate Bonds
2006
Asymmetric Information and News Disclosure Rules
2000
The Squam Lake Report
2010 StandoutNobel
Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations
2017 Standout
How Technology Is Changing Work and Organizations
2016 Standout
Constructing a Market, Performing Theory: The Historical Sociology of a Financial Derivatives Exchange
2003 Standout
Aggregate and Idiosyncratic Political Risk: Measurement and Effects
2016
Integración de los mercados financieros Latinoamericanos por medio de MILA
2020 Standout
Trades and Quotes: A Bivariate Point Process
2003 StandoutNobel
The Factorial-Reflexive Approach to Diagnosing the Executors’ and Contractors’ Attitude to Achieving the Objectives by Energy Supplying Companies
2021 Standout
Making markets through digital platforms: Pearson, edu-business, and the (e)valuation of higher education
2020 Standout
The Forecasting Performance of the Implied Standard Deviation in Currency Options
1990
Political elections and the resolution of uncertainty: The international evidence
2000
The Anthropology of Money
2006 Standout
Measuring Geopolitical Risk
2018 Standout
Political uncertainty and risk premia
2013 Standout
A Note on Political Risk and the Required Return on Foreign Direct Investment
1998
Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation
2001
Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
2004 Standout
INDEX FUTURES OPTIONS IN AUSTRALIA ‐AN EMPIRICAL FOCUS ON VOLATILITY
1991
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Works of Gordon Gemmill being referenced
Downside risk and the size of credit spreads
2011
Using the Box-Cox Form for Estimating Demand: A Comment
1980
The Forecasting Performance of Stock Options On the London Traded Options Market
1986
Did option traders anticipate the crash? Evidence from volatility smiles in the U.K. with U.S. comparisons
1996
Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules
1996
Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds
2002
Political risk and market efficiency: Tests based in British stock and options markets in the 1987 election
1992