1. Digital transformation, monetary policy and risk-taking of banks. (2023). He, Wensheng ; Ding, Qiaoying.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003586.

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2. The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies. (2021). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Tsamis, Anastassios.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:1:p:416-429.

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3. How regulation of bank capital adequacy and liquidity affects pricing of bonds of the banks. (2020). Bubeyev, Mukhtar ; Tatibekova, Aida.
   In: Entrepreneurship and Sustainability Issues.
   RePEc:ssi:jouesi:v:7:y:2020:i:3:p:1708-1722.

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4. Basel III Leverage and Capital Ratio over the Economic Cycle in the Czech Republic and its Comparison with the CEE Region. (2018). Kravtsov, Oleg ; Janda, Karel.
   In: European Financial and Accounting Journal.
   RePEc:prg:jnlefa:v:2018:y:2018:i:4:id:216:p:05-24.

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5. Toxic Arbitrage. (2017). Foucault, Thierry ; Tham, Wing Wah ; Kozhan, Roman.
   In: The Review of Financial Studies.
   RePEc:oup:rfinst:v:30:y:2017:i:4:p:1053-1094..

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6. Bank Profitability and Regulation in Emerging European Markets. (2017). Agoraki, Maria-Eleni ; Tsamis, Anastasios.
   In: Multinational Finance Journal.
   RePEc:mfj:journl:v:21:y:2017:i:3:p:177-210.

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7. How Financial Conditions Matter Differently across Latin America. (2017). Brandao Marques, Luis ; Brandao-Marques, Luis ; Ruiz, Esther Perez.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2017/218.

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8. Bank asset reallocation and sovereign debt. (2017). Marchionne, Francesco ; Fratianni, Michele.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:47:y:2017:i:c:p:15-32.

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9. Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes. (2017). Thurner, Stefan ; Poledna, Sebastian ; Bochmann, Olaf .
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:77:y:2017:i:c:p:230-246.

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10. Banks leverage Procyclicality: Does Currency Diversification Matter?. (2017). Violon, Aurélien ; Pedrono, Justine.
    In: Working Papers.
    RePEc:cii:cepidt:2017-09.

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11. Banking Leverage Procyclicality: a Theoretical Model Introducing Currency Diversification. (2017). Pedrono, Justine.
    In: Working Papers.
    RePEc:cii:cepidt:2017-06.

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12. The Impact of Basel III Indexes of Leverage and Liquidity CRDIV/CRR on Bank Performance: Evidence from Greek Banks. (2016). PSILLAKI, Maria ; Maria, Psillaki ; Eleftheria, Georgoulea .
    In: SPOUDAI Journal of Economics and Business.
    RePEc:spd:journl:v:66:y:2016:i:1-2:p:79-107.

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13. Interdependencies between Leverage and Capital Ratios in the Central and Eastern European Banks. (2016). Kravtsov, Oleg ; Janda, Karel.
    In: MPRA Paper.
    RePEc:pra:mprapa:74560.

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14. The Accounting Network: How Financial Institutions React to Systemic Crisis. (2016). Pammolli, Fabio ; Puliga, Michelangelo ; Pappalardo, Giuseppe ; Flori, Andrea ; Chessa, Alessandro.
    In: PLOS ONE.
    RePEc:plo:pone00:0162855.

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15. Banks Leverage Procyclicality: Does US Dollar Diversification Really Matter?. (2016). Violon, Aurélien ; Pedrono, Justine.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01216658.

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16. Financial Stability and Macro Prudential Regulation: Policy Implication of Systemic Expected Shortfall Measure. (2016). Souissi, Marwa ; Salah, Hatem .
    In: Working Papers.
    RePEc:erg:wpaper:985.

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17. Financial Intermediaries, Credit Shocks and Business Cycles. (2016). Mimir, Yasin.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:78:y:2016:i:1:p:42-74.

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18. How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation. (2016). Serri, Matteo ; Caldarelli, Guido ; Cimini, Giulio.
    In: Papers.
    RePEc:arx:papers:1611.04311.

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19. The Accounting Network: how financial institutions react to systemic crisis. (2016). Pammolli, Fabio ; Puliga, Michelangelo ; Pappalardo, Giuseppe ; Flori, Andrea ; Chessa, Alessandro.
    In: Papers.
    RePEc:arx:papers:1605.01976.

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20. Hedging against Risk in a Heterogeneous Leveraged Market. (2015). Galanis, Giorgos ; Terovitis, Spyridon ; Turner, Matthew ; Karlis, Alexandros.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1084.

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21. Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature. (2015). Kokores, Ioanna.
    In: SPOUDAI Journal of Economics and Business.
    RePEc:spd:journl:v:65:y:2015:i:3-4:p:66-99.

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22. A Theory of Payments Crises. (2015). Bigio, Saki.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1537.

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23. Banking Leverage Procyclicality: A Theoretical Model Introducing Currency Diversification. (2015). Pedrono, Justine.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01203758.

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24. Bank regulation, risk and return: Evidence from the credit and sovereign debt crises. (2015). Douady, Raphael ; Andriosopoulos, Dimitris ; Hoque, Hafiz.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:455-474.

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25. The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Thurner, Stefan ; Molina-Borboa, José Luis ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:20:y:2015:i:c:p:70-81.

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26. Bank Leverage: Does Currency Diversification Really Matter?. (2015). Violon, Aurélien ; Pedrono, Justine.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1543.

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27. Banking Leverage with Currency Diversification. (2015). Pedrono, Justine.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1539.

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28. Hedging against Risk in a Heterogeneous Leveraged Market. (2015). Galanis, Giorgos ; Terovitis, Spyridon ; Turner, Matthew ; Karlis, Alexandros.
    In: Economic Research Papers.
    RePEc:ags:uwarer:270010.

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29. Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2015-01.

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30. How to switch off the cypriot financial crisis without weakening durably Europe ?. (2014). Teulon, Frédéric ; MOSCHETTO, Bruno-Laurent ; Messiha, Jean .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-169.

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31. Bank procyclicality and output: Issues and policies. (2014). Delis, Manthos ; Athanasoglou, Panayiotis ; Daniilidis, Ioannis .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:72:y:2014:i:c:p:58-83.

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32. Leverage-induced systemic risk under Basle II and other credit risk policies. (2014). Thurner, Stefan ; Farmer, J. ; Poledna, Sebastian ; Geanakoplos, John.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:199-212.

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33. Noncore Bank Liabilities and Financial Vulnerability. (2013). Shin, Hyun Song ; Hahm, Joonho.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:45:y:2013:i::p:3-36.

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34. A look inside AMLF: What traded and who benefited. (2013). Kotomin, Vladimir ; Akay, Ozgur ; Griffiths, Mark D. ; Winters, Drew B..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:5:p:1643-1657.

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35. From the credit crisis to the sovereign debt crisis: Determinants of share price performance of global banks. (2013). Hoque, Hafiz.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:334-350.

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36. Credit Pro-cyclicality and Bank Balance Sheet in Colombia. (2013). Hamann, Franz ; Hernandez, Rafael ; Luisa Fernanda Silva EScobar, ; Franz Alonso Hamann Salcedo, ; Galarza, Fernando Tenjo.
    In: Borradores de Economia.
    RePEc:col:000094:010695.

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37. THE INVISIBLE HAND AND THE BANKING TRADE: SEIGNIORAGE, RISK-SHIFTING, AND MORE. (2013). Miller, Marcus ; Zhang, Lei.
    In: Brussels Economic Review.
    RePEc:bxr:bxrceb:2013/174863.

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38. Leverage causes fat tails and clustered volatility. (2012). Thurner, Stefan ; Farmer, J. ; Geanakoplos, John.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:5:p:695-707.

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39. Financial intermediaries, credit Shocks and business cycles. (2012). Mimir, Yasin.
    In: MPRA Paper.
    RePEc:pra:mprapa:39648.

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40. Non-Core Bank Liabilities and Financial Vulnerability. (2012). Shin, Hyun Song ; Hahm, Joon-Ho.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18428.

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41. How did a domestic housing slump turn into a global financial crisis?. (2012). KAMIN, STEVEN B. ; Demarco, Laurie Pounder.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:1:p:10-41.

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42. The credit crisis around the globe: Why did some banks perform better?. (2012). Stulz, René ; Beltratti, Andrea.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:1:p:1-17.

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43. Dividends and Bank Capital in the Financial Crisis of 2007-2009. (2012). Shin, Hyun Song ; Acharya, Viral ; Kulkarni, Nirupama ; Gujral, Irvind.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8801.

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44. Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries. (2012). Kim, Hyeongwoo ; Lee, Bong-Soo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2012-06.

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45. Financial Intermediaries, Leverage Ratios and Business Cycles. (2011). Mimir, Yasin.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:19.

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46. Economic capital for credit risk in the trading book. (2011). Smit, Wynand ; Styger, Paul ; van Vuuren, Gary.
    In: South African Journal of Economic and Management Sciences.
    RePEc:pre:journl:v:14:y:2011:i:2:p:138-152.

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47. Dividends and Bank Capital in the Financial Crisis of 2007-2009. (2011). Shin, Hyun Song ; Acharya, Viral ; Kulkarni, Nirupama ; Gujral, Irvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16896.

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48. Velocity of Pledged Collateral: Analysis and Implications. (2011). Singh, Manmohan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/256.

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49. Does G-4 Liquidity Spill Over?. (2011). Sun, Tao ; Psalida, Effie L.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/237.

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50. A Macroeconomic Approach to Corporate Capital Structure. (2011). Katagiri, Mitsuru.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:11-e-28.

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51. What happened to the quants in August 2007? Evidence from factors and transactions data. (2011). Lo, Andrew ; Khandani, Amir E..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:1:p:1-46.

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52. Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession. (2011). Buchmann, Marco .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111286.

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53. Monetary and macroprudential policies. (2011). Neri, Stefano ; Angelini, Paolo ; Panetta, Fabio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_801_11.

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54. The Banking Bailout of the Subprime Crisis: Size and Effects. (2010). Marchionne, Francesco ; Fratianni, Michele.
    In: PSL Quarterly Review.
    RePEc:psl:pslqrr:2010:32.

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55. Whither Islamic Finance? Risk Sharing in An Age of Crises. (2010). Mirakhor, Abbas.
    In: MPRA Paper.
    RePEc:pra:mprapa:56341.

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56. Firm leverage, household leverage and the business cycle. (2010). Solomon, Bernard Daniel.
    In: MPRA Paper.
    RePEc:pra:mprapa:26504.

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57. Procyclical Effects of the banking System during the financial and economic Crisis 2007-2009: the Case of Europe. (2010). Nikolov, Pavel .
    In: MPRA Paper.
    RePEc:pra:mprapa:24126.

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58. Procyclical Effects of the banking System during the financial and economic Crisis 2007-2009: the Case of Europe. (2010). Nikolov, Pavel .
    In: MPRA Paper.
    RePEc:pra:mprapa:23945.

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59. Banks’ Great Bailout of 2008-2009. (2010). Marchionne, Francesco ; Fratianni, Michele.
    In: Working Papers.
    RePEc:iuk:wpaper:2010-03.

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60. Le principali recessioni italiane: un confronto retrospettivo. (2010). Zevi, Giordano ; Nobili, Andrea ; Cecioni, Martina ; Bassanetti, Antonio.
    In: Working Papers.
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61. How do banks adjust their capital ratios?. (2010). Raupach, Peter ; Memmel, Christoph.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:19:y:2010:i:4:p:509-528.

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62. Leverage Causes Fat Tails and Clustered Volatility. (2010). Thurner, Stefan ; Farmer, J. ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1745.

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63. The crisis of fair value accounting: Making sense of the recent debate. (2009). Leuz, Christian ; Laux, Christian.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200909.

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64. Rien Ne Va Plus - The 2007/2008 Credit Crunch and What Gambling Bankers Had to Do With It. (2009). John, Anett.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:892.

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65. Regulatory reform : integrating paradigms. (2009). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4842.

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66. Accounting Discretion of Banks During a Financial Crisis. (2009). Laeven, Luc ; Huizinga, Harry.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:b94d0405-1ced-4aa4-870b-2ca43c5eeeb8.

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67. Accounting Discretion of Banks During a Financial Crisis. (2009). Laeven, Luc ; Huizinga, Harry.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:09764c84-fa16-45e7-942d-b93d7f2443ab.

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68. Credit Booms and Lending Standards : Evidence from the Subprime Mortgage Market. (2009). Laeven, Luc ; Igan, Deniz ; Dell'ariccia, Giovanni ; Dellariccia, G.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:02d2a85a-26f4-4f3d-a892-11213394a7cb.

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69. Accounting Discretion of Banks During a Financial Crisis. (2009). Laeven, Luc ; Huizinga, Harry.
    In: Discussion Paper.
    RePEc:tiu:tiucen:09764c84-fa16-45e7-942d-b93d7f2443ab.

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70. Credit Booms and Lending Standards : Evidence from the Subprime Mortgage Market. (2009). Laeven, Luc ; Igan, Deniz ; Dell'ariccia, Giovanni ; DellAriccia, G..
    In: Discussion Paper.
    RePEc:tiu:tiucen:02d2a85a-26f4-4f3d-a892-11213394a7cb.

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71. Working Paper 155. (2009). Korinek, Anton.
    In: Working Papers.
    RePEc:onb:oenbwp:y::i:155:b:1.

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72. How Debt Markets have Malfunctioned in the Crisis. (2009). KRISHNAMURTHY, ARVIND.
    In: NBER Working Papers.
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73. When Everyone Runs for the Exit. (2009). Pedersen, Lasse.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15297.

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74. Amplification Mechanisms in Liquidity Crises. (2009). KRISHNAMURTHY, ARVIND.
    In: NBER Working Papers.
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75. Rescuing Banks from the Effects of the Financial Crisis. (2009). Marchionne, Francesco ; Fratianni, Michele.
    In: Working Papers.
    RePEc:iuk:wpaper:2009-04.

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76. The Role of Banks in the Subprime Financial Crisis. (2009). Marchionne, Francesco ; Fratianni, Michele.
    In: Working Papers.
    RePEc:iuk:wpaper:2009-02.

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77. Accounting discretion of banks during a financial crisis. (2009). Laeven, Luc ; Huizinga, Harry.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/207.

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78. The Federal Reserve System Balance Sheet: What Happened and Why it Matters. (2009). Stella, Peter.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/120.

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79. Financial Stress, Downturns, and Recoveries. (2009). Lall, Subir ; Elekdag, Selim ; Cardarelli, Roberto.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/100.

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80. Global Liquidity, Risk Premiums and Growth Opportunities. (2009). Ivaschenko, Iryna V ; de Nicolo, Gianni.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/052.

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81. Towards a Framework for Quantifying Systemic Stability. (2009). Mora, Nada ; Kapadia, Sujit ; Alessandri, Piergiorgio ; Gai, Prasanna ; Puhr, Claus.
    In: International Journal of Central Banking.
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82. The Determinants of Carry Trade Risk Premia. (2009). Corcoran, Aidan.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp287.

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83. Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009. (2009). Genberg, Hans ; Chung, Tsz-Kin ; Hui, Cho-Hoi.
    In: Working Papers.
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84. Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009. (2009). Genberg, Hans ; Chung, Tsz-Kin ; Hui, Cho-Hoi.
    In: Working Papers.
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85. A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks. (2009). Wong, Eric ; Hui, Cho-Hoi.
    In: Working Papers.
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86. Role of Credit in Equity Market Booms and Busts. (2009). Cheung, Lillian ; Tam, Chi-Sang.
    In: Working Papers.
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87. Leverage Bubbles. (2009). Triki, Fares.
    In: Post-Print.
    RePEc:hal:journl:halshs-00390688.

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88. Why do markets freeze?. (2009). Leitner, Yaron ; Bond, Philip.
    In: Working Papers.
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89. Broker-dealer risk appetite and commodity returns. (2009). Etula, Erkko.
    In: Staff Reports.
    RePEc:fip:fednsr:406.

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90. Risk appetite and exchange Rates. (2009). Shin, Hyun Song ; Etula, Erkko ; Adrian, Tobias.
    In: Staff Reports.
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91. The crisis of fair-value accounting: Making sense of the recent debate. (2009). Leuz, Christian ; Laux, Christian.
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:34:y:2009:i:6-7:p:826-834.

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92. The Leverage Cycle. (2009). Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
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93. Accounting discretion of banks during a financial crisis. (2009). Laeven, Luc ; Huizinga, Harry.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7381.

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94. Global Liquidity, Risk Premiums and Growth Opportunities. (2009). Ivaschenko, Iryna ; de Nicolo, Gianni.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2598.

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95. Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement. (2009). Gollier, Christian ; Bec, Frédérique.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2596.

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96. Bilanzierungsstandards im Kontext der Finanzmarktkrise. (2009). Jannett, Stefan ; Pellens, Bernhard ; Schmidt, Andre.
    In: Perspektiven der Wirtschaftspolitik.
    RePEc:bla:perwir:v:10:y:2009:i:4:p:413-435.

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97. Instabile Finanzmärkte. (2009). Krahnen, Jan ; Franke, Günter.
    In: Perspektiven der Wirtschaftspolitik.
    RePEc:bla:perwir:v:10:y:2009:i:4:p:335-366.

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98. Where has all the Money Gone?. (2009). Davis, Kevin.
    In: Economic Papers.
    RePEc:bla:econpa:v:28:y:2009:i:3:p:217-225.

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99. Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy. (2009). Ragot, Xavier ; Mojon, Benoit ; Dubecq, Simon.
    In: Working papers.
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100. Financial Crises: Theory and Evidence. (2009). Carletti, Elena ; Babus, Ana ; Allen, Franklin.
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101. Rescuing Banks from the Effects of the Financial Crisis. (2009). Marchionne, Francesco ; Fratianni, Michele.
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102. The Role of Banks in the Subprime Financial Crisis. (2009). Marchionne, Francesco ; Fratianni, Michele.
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103. Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis. (2009). Shin, Hyun Song.
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104. Liquidité, incertitude et crise. (2008). Gollier, Christian.
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105. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
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106. What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data. (2008). Lo, Andrew ; Khandani, Amir E..
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107. Financial Crises, Safety Nets, and Regulation. (2008). Fratianni, Michele.
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108. Banks’ Precautionary Capital and Persistent Credit Crunches. (2008). Valencia, Fabian.
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109. Bank Failures: The Limitations of Risk Modelling. (2008). Honohan, Patrick.
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110. Risk Management and the Costs of the Banking Crisis. (2008). Honohan, Patrick.
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111. Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia. (2008). Soderberg, Jonas.
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112. Financial intermediaries, financial stability, and monetary policy. (2008). Shin, Hyun Song ; Adrian, Tobias.
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113. Financial intermediary leverage and value at risk. (2008). Shin, Hyun Song ; Adrian, Tobias.
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114. Bonuses, Credit Rating Agencies and the Credit Crunch. (2008). Spier, Guy ; Skinner, Tom ; Sinclair, Peter.
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115. Financial Crises, Safety Nets and Regulation. (2008). Fratianni, Michele.
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1. Persistence in Financial Connectedness and Systemic Risk. (2023). Baruník, Jozef ; Ellington, Michael.
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2. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Qin, LU ; Chen, Lin ; Zhu, Hongquan.
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3. Measuring the liquidity part of volume. (2015). darolles, serge ; Mero, Gulten ; le Fol, Gaelle.
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4. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
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5. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene.
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6. Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets. (2015). Vilkov, Grigory ; Uppal, Raman ; Buss, Adrian.
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7. The General Structure of Optimal Investment and Consumption with Small Transaction Costs. (2015). Muhle-Karbe, Johannes ; Kallsen, Jan.
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8. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias.
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9. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Ding, Mingfa ; Nilsson, Birger.
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10. Finance: Function Matters, Not Size. (2013). Cochrane, John.
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11. Flight to liquidity due to heterogeneity in investment horizon. (2012). Wang, Xuewu ; Lei, Qin.
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12. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
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13. Liquidity problems in the FX liquid market: Ask for the BIL.. (2010). Le Fol, Gaelle ; Idier, Julien ; Borgy, Vladimir.
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14. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Predescu, Mirela ; Capponi, Agostino.
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15. Illiquidity and Stock Returns. (2010). Mooradian, Robert M..
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16. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). .
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17. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
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18. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Pieirochousa, Juan ; Melikyan, Davit N. ; Tamazian, Artur.
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19. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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20. The Risk Components of Liquidity. (2008). Skjeltorp, Johannes ; Næs, Randi ; Nas, Randi ; Chollete, Loran.
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21. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
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22. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Boyson, Nicole ; Stahel, Christof.
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23. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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24. Commodity Price Exposure and Ownerhsip Clienteles. (2008). Davies, Phil ; Schrand, Catherine ; Minton, Bernadette.
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25. Expected returns and liquidity risk: Does entrepreneurial income matter?. (2008). Saffi, Pedro.
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26. Portfolio choice and the effects of liquidity. (2007). Rubio, Gonzalo ; Gonzalez, Ana.
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27. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
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28. Three Liquidity Crises in Retrospective: Implications for Central Banking Today. (2007). Sauer, Stephan.
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29. Managing international portfolios with small capitalization stocks. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
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30. Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World. (2007). van Dijk, Mathijs ; Karolyi, G. ; LEE, KUANHUI .
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31. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
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32. Fire Sales, Foreign Entry and Bank Liquidity. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
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33. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
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34. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market. (2006). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A..
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35. A Skeptical Appraisal of Asset-Pricing Tests. (2006). Shanken, Jay ; Nagel, Stefan ; Lewellen, Jonathan.
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36. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae.
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37. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert.
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38. The Nontradable Share Reform in the Chinese Stock Market. (2006). Bortolotti, Bernardo ; Beltratti, Andrea.
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39. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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40. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae B..
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41. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Bekaert, Geert.
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42. Idiosyncratic volatility, stock market volatility, and expected stock returns. (2005). Guo, Hui.
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43. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui.
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44. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
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45. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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46. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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47. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
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48. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Miguel Angel A. Martinez, ; Rubio, Gonzalo ; Nieto, Belen.
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49. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Martinez Sedano, Miguel ; Tapia, Mikel ; Rubio, Gonzalo ; Nieto, Belen.
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50. Liquidity Risk and Expected Stock Returns. (2002). Stambaugh, Robert ; Pastor, Lubos.
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