Citation Impact
Citing Papers
Research Challenges in Financial Data Modeling and Analysis
2017
Review: Information Technology and Organizational Performance: An Integrative Model of IT Business Value1
2004 Standout
Moment Component Analysis: An Illustration with International Stock Markets
2010
Influence of mathematical models in finance on practice: past, present and future
1994 StandoutNobel
Costly Search and Mutual Fund Flows
1998 Standout
Systemic Risk and Stability in Financial Networks
2013 StandoutNobel
The Performance of Hedge Funds: Risk, Return, and Incentives
1999 Standout
A time-varying copula approach to oil and stock market dependence: The case of transition economies
2013 Standout
Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors
2010
What We Know and Don’t Know About Corporate Social Responsibility
2012 Standout
Relationship between corporate social responsibility and competitive performance in Spanish SMEs: Empirical evidence from a stakeholders’ perspective
2015 Standout
Fund Advisor Compensation in Closed‐End Funds
2000
Firms and social responsibility: A review of ESG and CSR research in corporate finance
2021 Standout
The Performance of Socially Responsible Investment - A Review of Scholarly Studies Published 2008-2010
2011
Foreign institutional ownership and stock market liquidity: Evidence from Indonesia
2009 Standout
The Macroeconomic Determinants of Volatility in Precious Metals Markets
2008
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
1997 Standout
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
2010 Standout
On Persistence in Mutual Fund Performance
1997 Standout
Systemic Risk in Europe
2014 Nobel
Institutional investors and corporate social responsibility
2019
A Survey of Systemic Risk Analytics
2012
Is gold a safe haven? International evidence
2010 Standout
The Impact of Corporate Sustainability on Organizational Processes and Performance
2014 Standout
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis
2014
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
2020 Standout
Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
2016 Standout
The Provision of Incentives in Firms
1999 Standout
Moment Component Analysis: An Illustration With International Stock Markets
2016
Challenges in Identifying and Measuring Systemic Risk
2012 StandoutNobel
Managerial incentives and risk-taking☆
2005 Standout
Canonical vine copulas in the context of modern portfolio management: Are they worth it?
2013
Variational Mode Decomposition
2014 Standout
Does it Really Hurt to be Responsible?
2013
FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE
1992 StandoutNobel
ESG Integration and the Investment Management Process: Fundamental Investing Reinvented
2015 Standout
Natural‐Rate Theory and OECD Unemployment
1998 StandoutNobel
On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services
2018 Standout
Is there dependence and systemic risk between oil and renewable energy stock prices?
2014 Standout
Measuring Systemic Risk
2016 Standout
Survivorship Bias in Performance Studies
1992
Is Bitcoin the “Paris Hilton” of the Currency World? Or Are the Early Investors onto Something That Will Make Them Rich?
2016
What Do Laboratory Experiments Measuring Social Preferences Reveal About the Real World?
2007 Standout
A Functional Perspective of Financial Intermediation
1995 StandoutNobel
Operations in Financial Services—An Overview
2010
Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry
1996
Systemic Risk and International Portfolio Choice
2004
A literature survey of low‐rank tensor approximation techniques
2013 Standout
Research Report: A Reexamination of IT Investment and the Market Value of the Firm—An Event Study Methodology
2001
Financial performance of socially responsible investing (SRI ): what have we learned? A meta‐analysis
2014
Sustainability‐oriented Innovation: A Systematic Review
2015 Standout
Annual estimates of personal wealth holdings in the United Kingdom since 1948
1999
Systemic Risk and Stability in Financial Networks
2013 StandoutNobel
Global financial markets, derivative securities, and systemic risks
1996 StandoutNobel
College and University Endowment Funds
1994 StandoutNobel
The Challenge of Measuring Financial Impacts From Investments in Corporate Social Performance
2009
Environmental, Social and Governance (ESG) disclosure, competitive advantage and performance of firms in Malaysia
2021 Standout
Another Puzzle: The Growth in Actively Managed Mutual Funds
1996 Standout
ESG and financial performance: aggregated evidence from more than 2000 empirical studies
2015 Standout
A Survey of Systemic Risk Analytics
2012
On relative performance contracts and fund manager's incentives
1999
Decoupling
2002
Global Capital and National Governments
2001 Standout
Corporate social responsibility behaviors and corporate reputation
2018
The Impact of Artificial Intelligence and Blockchain on the Accounting Profession
2020 Standout
Managing a 401(k) Account: An Experiment on Asset Allocation
2009
Dissecting green returns
2022 Standout
Systemic Risk and Stability in Financial Networks
2015 StandoutNobel
Works of Mark Kritzman being referenced
Skulls, Financial Turbulence, and Risk Management
2010
Skulls, Financial Turbulence, and Risk Management
2010
Pension Schemes and Pension Funds in the United Kingdom.
1996
Principal Components as a Measure of Systemic Risk
2011
What Practitioners Need to Know…About Event Studies
1994
Mean–variance versus full-scale optimisation: In and out of sample
2006
Introduction to ‘Valuation in Emerging Markets’
2002
Incentive Fees: Some Problems and Some Solutions
1987
What Practitioners Need to Know . . . About Time Diversification (corrected)
1994
Can Bond Managers Perform Consistently?
1983
The Cost of Socially Responsible Investing
2008
Principal Components as a Measure of Systemic Risk
2010
The Myth of Diversification
2009
What's Wrong with Portfolio Insurance?
1986
In Defense of Optimization: The Fallacy of 1/N
2010
Optimal Portfolios in Good Times and Bad
1999
Optimal Hedge Fund Allocations
2005