|
Is green revenue vanity or sanity? Evidence from corporate cash holdings
|
International Review of Financial Analysis |
2025 |
A |
|
The EU Taxonomy and the Syndicated Loan Market
|
Journal of Financial Services Research |
2025 |
A |
|
The Effects of Mandatory ESG Disclosure Around the World
|
Journal of Accounting Research |
2024 |
A* |
|
The equity market response to climate change litigation
|
Finance Research Letters |
2024 |
A |
|
Withholding Bad News in the Face of Credit Default Swap Trading: Evidence from Stock Price Crash Risk
|
Journal of Financial and Quantitative Analysis |
2024 |
A* |
|
Academic Workstations and Corporate Green Innovation
|
International Review of Economics & Finance |
2023 |
A |
|
Country environmental, social and governance performance and economic growth: The international evidence
|
Accounting and Finance |
2023 |
A |
|
Credit rating downgrades and stock price crash risk: International evidence
|
Finance Research Letters |
2023 |
A |
|
Political corruption and green innovation
|
Pacific-Basin Finance Journal |
2023 |
A |
|
Political uncertainty and analysts’ forecasts: International evidence
|
Journal of Financial Stability |
2022 |
A |
|
Currency hedging and quantitative easing: Evidence from global bond markets
|
International Review of Finance |
2021 |
A |
|
Do patented innovations reduce stock price crash risk?
|
International Review of Finance |
2021 |
A |
|
Financial oligopolies and parallel exclusion in the credit default swap markets
|
Journal of Financial Markets |
2021 |
A* |
|
Political uncertainty and the choice of debt sources
|
Journal of International Financial Markets, Institutions and Money |
2020 |
A |
|
The market reaction to green bond issuance: Evidence from China
|
Pacific-Basin Finance Journal |
2020 |
A |
|
Equity index futures trading and stock price crash risk: Evidence from Chinese markets
|
The Journal of Futures Markets |
2018 |
A |
|
Cross-Financial-Market Correlations and Quantitative Easing
|
Finance Research Letters |
2017 |
A |
|
Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach
|
European Financial Management |
2017 |
A |
|
Political uncertainty and a firm’s credit risk: evidence from the international CDS market
|
Journal of Financial Stability |
2017 |
A |
|
Price Discovery in Equity and CDS Markets
|
Journal of Financial Markets |
2017 |
A* |
|
Credit spreads and state-dependent volatility: Theory and empirical evidence
|
Journal of Banking & Finance |
2015 |
A* |
|
Liquidity premium in the presence of stock market crises and background risk
|
Quantitative Finance |
2015 |
A |