Citation Impact
Citing Papers
CSR reporting practices of Eurozone companies
2014 Standout
Analyst coverage and earnings management
2007 StandoutNobel
Individual differences in reasoning: Implications for the rationality debate?
2000 Standout
A Shrinkage Approach to Model Uncertainty and Asset Allocation
2005
Understanding earnings quality: A review of the proxies, their determinants and their consequences
2010 Standout
Expected Option Returns
2001
Variance Risk Premia
2007
Information costs and home bias: an analysis of US holdings of foreign equities
2004
Flexible paleoclimate age-depth models using an autoregressive gamma process
2011 Standout
Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization
2018
Opaque financial reports, R2, and crash risk☆
2009 Standout
Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
2021 Standout
Portfolio Selection with Monotone Mean-Variance Preferences
2008
Modeling and Forecasting Realized Volatility
2003 Standout
Analyst Information Discovery and Interpretation Roles: A Topic Modeling Approach
2017 Standout
Accrual-Based and Real Earnings Management Activities Around Seasoned Equity Offerings
2008 Standout
The market for crash risk
2007
Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
2001
Mean-Variance Portfolio Rebalancing with Transaction Costs
2019 StandoutNobel
Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy?
2007 Standout
Improving the measures of real earnings management
2019 Standout
Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting
2010 Standout
Volatility estimation via hidden Markov models
2006
Real and Accrual-Based Earnings Management in the Pre- and Post-Sarbanes-Oxley Periods
2008 Standout
Good Day Sunshine: Stock Returns and the Weather
2003
International Asset Allocation With Regime Shifts
2002
Earnings management through real activities manipulation
2006 Standout
A climate stress-test of the financial system
2017 Standout
Is there dependence and systemic risk between oil and renewable energy stock prices?
2014 Standout
Twitter mood predicts the stock market
2011 Standout
Good Day Sunshine: Stock Returns and the Weather
2001
Beyond the Numbers: Measuring the Information Content of Earnings Press Release Language*
2011 Standout
Are Financial Assets Priced Locally or Globally?
2001
The Limits of Financial Globalization
2005 Standout
Female Directors and Earnings Quality*
2011 Standout
Systemic Risk and International Portfolio Choice
2004
Predicting Material Accounting Misstatements*
2011 Standout
Payout policy in the 21st century
2005 Standout
Forecasting Volatility in Financial Markets: A Review
2003 StandoutNobel
A Simple Approximate Long-Memory Model of Realized Volatility
2008 Standout
The theoretical rationale for a multinationality-performance relationship
2007 Standout
Measuring Uncertainty
2015 Standout
Emotion and Decision Making
2014 Standout
Does Integrated Reporting Matter to the Capital Market?
2017 Standout
What are Borders Made of? An Analysis of Barriers to European Banking Integration
2008 Standout
Portfolio Selection and Asset Pricing Models
2000
The Economic Implications of Corporate Financial Reporting
2005
The Relation Between Earnings Management Using Real Activities Manipulation and Future Performance: Evidence from Meeting Earnings Benchmarks*
2010 Standout
Implied basket correlation dynamics
2016
A review of tax research
2010 Standout
Carbon Tail Risk
2020
Accrual-based and real earnings management activities around seasoned equity offerings
2010 Standout
Dissecting green returns
2022 Standout
Risk, uncertainty and monetary policy
2013
The financial reporting environment: Review of the recent literature
2010 Standout
Languages and earnings management
2017 Standout
Portfolio Resampling: Review and Critique
2002
Volatility puzzles: a simple framework for gauging return-volatility regressions
2005
Heuristics and Biases: The Psychology of Intuitive Judgment
2004 StandoutNobel
The economic implications of corporate financial reporting
2005 Standout
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Works of Mark Britten‐Jones being referenced
Option Prices, Implied Price Processes, and Stochastic Volatility
2000
The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights
1999