IDEAS home Printed from https://ideas.repec.org/e/c/por164.html
   My authors  Follow this author

Evren ORS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015. "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series 1112, HEC Paris.

    Cited by:

    1. Guagliano, Claudia & Mazzacurati, Julien, 2017. "Collateral scarcity premia in euro area repo markets," ESRB Working Paper Series 55, European Systemic Risk Board.
    2. Ferry Syarifuddin & Prayudhi Azwar, 2019. "The Scope, Prospect And Implication Of New Form Of Financial Intermediation For Monetary Policy In Indonesia," Working Papers WP/08/2019, Bank Indonesia.
    3. Francesca Barbiero & Glenn Schepens & Jean‐David Sigaux, 2024. "Liquidation Value and Loan Pricing," Journal of Finance, American Finance Association, vol. 79(1), pages 95-128, February.
    4. van Horen, Neeltje & Kotidis, Antonios, 2018. "Repo market functioning: The role of capital regulation," CEPR Discussion Papers 13090, C.E.P.R. Discussion Papers.
    5. Gabrielle Demange & Thibaut Piquard, 2021. "On the market structure of central counterparties in the EU," Working Papers halshs-03107812, HAL.
    6. Veraart, Luitgard A. M. & Aldasoro, Iñaki, 2024. "Systemic risk in markets with multiple central counterparties," LSE Research Online Documents on Economics 124535, London School of Economics and Political Science, LSE Library.
    7. Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2024. "Loss Sharing in Central Clearinghouses: Winners and Losers," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 237-273.
    8. Benedikt Ballensiefen & Angelo Ranaldo, 2019. "Safe Asset Carry Trade," Working Papers on Finance 1909, University of St. Gallen, School of Finance, revised Oct 2019.
    9. Glenn Boyle & Roger Stover & Amrit Tiwana & Oleksandr Zhylyevskyy, 2022. "Depositor Responses to a Banking Crisis: Are Finance Professionals Special?," Working Papers in Economics 22/03, University of Canterbury, Department of Economics and Finance.
    10. N. Cassola & F. Koulischer, 2016. "The Collateral Channel of Open Market Operations," Working papers 593, Banque de France.
    11. Christophe Pérignon & David Thesmar & Guillaume Vuillemey, 2018. "Wholesale Funding Dry‐Ups," Journal of Finance, American Finance Association, vol. 73(2), pages 575-617, April.
    12. Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard Anna Maria, 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 70(C).
    13. Cyril Monnet & Dr. Thomas Nellen, 2014. "The Collateral Costs of Clearing," Working Papers 2014-04, Swiss National Bank.
    14. Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023. "Liquidity Risk and Funding Cost," Review of Finance, European Finance Association, vol. 27(2), pages 399-422.
    15. Wenqian Huang, 2019. "Central counterparty capitalization and misaligned incentives," BIS Working Papers 767, Bank for International Settlements.
    16. Kazuya Suzuki & Kana Sasamoto, 2022. "Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets," Bank of Japan Working Paper Series 22-E-13, Bank of Japan.
    17. Patrick Schaffner & Angelo Ranaldo & Kostas Tsatsaronis, 2019. "Euro repo market functioning: collateral is king," BIS Quarterly Review, Bank for International Settlements, December.
    18. Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
    19. Tobe, Reiko & Uno, Jun, 2024. "Central bank asset purchases and lending: Impact on search frictions," Journal of Financial Intermediation, Elsevier, vol. 58(C).
    20. Ranaldo, Angelo & Wrampelmeyer, Jan, 2016. "Unsecured and Secured Funding," Working Papers on Finance 1616, University of St. Gallen, School of Finance.
    21. Steffen Murau & Alexandru-Stefan Goghie & Matteo Giordano, 2024. "Encumbered Security? Conceptualising Vertical and Horizontal Repos in the Euro Area," Working Papers 262, Department of Economics, SOAS University of London, UK.
    22. Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2019. "Regulatory effects on short-term interest rates," Bank of England working papers 801, Bank of England.
    23. Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019. "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
    24. Narayan Bulusu & Pierre Guérin, 2018. "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers 18-5, Bank of Canada.
    25. Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.
    26. Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
    27. Corradin, Stefano & Maddaloni, Angela, 2017. "The importance of being special: repo markets during the crisis," Working Paper Series 2065, European Central Bank.
    28. Fatouh, Mahmoud & Giansante, Simone & Ongena, Steven, 2024. "Quantitative easing and the functioning of the gilt repo market," Bank of England working papers 1055, Bank of England.
    29. Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Discussion Paper 2020-028, Tilburg University, Center for Economic Research.
    30. Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard, 2021. "How does the repo market behave under stress? Evidence from the Covid-19 crisis," Bank of England working papers 910, Bank of England, revised 18 Jun 2021.
    31. Bulusu, Narayan, 2024. "Disentangling the supply and announcement effects of open market operations," Journal of Financial Markets, Elsevier, vol. 67(C).
    32. Thomas Richter, 2021. "Central Counterparties and Liquidity Provision in Cash Markets," JRFM, MDPI, vol. 14(12), pages 1-26, December.
    33. Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
    34. Injun Hwang & Baeho Kim, 2022. "A systemic change of measure from central clearing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1738-1754, September.
    35. González-Urteaga, Ana & Rubio, Gonzalo, 2022. "Guarantee requirements by European central counterparties and international volatility spillovers," Research in International Business and Finance, Elsevier, vol. 62(C).
    36. Bagattini, Giulio & Fecht, Falko & Weber, Patrick, 2019. "The fire-sale channels of universal banks in the European sovereign debt crisis," Discussion Papers 43/2019, Deutsche Bundesbank.
    37. Corradin, Stefano & Eisenschmidt, Jens & Hoerova, Marie & Linzert, Tobias & Schepens, Glenn & Sigaux, Jean-David, 2020. "Money markets, central bank balance sheet and regulation," Working Paper Series 2483, European Central Bank.
    38. Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022. "What drives repo haircuts? Evidence from the UK market," Bank of England working papers 985, Bank of England.
    39. Zhi, Bangdong & Wang, Xiaojun & Xu, Fangming, 2020. "Impawn rate optimisation in inventory financing: A canonical vine copula-based approach," International Journal of Production Economics, Elsevier, vol. 227(C).
    40. Jessie Jiaxu Wang & Agostino Capponi & Hongzhong Zhang, 2022. "A Theory of Collateral Requirements for Central Counterparties," Management Science, INFORMS, vol. 68(9), pages 6993-7017, September.
    41. Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020. "Monetary policy disconnect," Working Papers on Finance 2003, University of St. Gallen, School of Finance.
    42. Giordano, Matteo & Goghie, Alexandru-Stefan, 2023. "From Policy to Regime: the changing posture of the ECB between liquidity and collateral through the lens of Monetary Regime," SocArXiv rw3ms, Center for Open Science.
    43. Yin, Libo & Feng, Jiabao & Han, Liyan, 2021. "Systemic risk in international stock markets: Role of the oil market," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 592-619.
    44. Ron Berndsen, 2021. "Fundamental questions on central counterparties: A review of the literature," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 2009-2022, December.

  2. Michalski , Tomasz & Ors , Evren, 2014. "U.S. Banking Integration and State-Level Exports," HEC Research Papers Series 1066, HEC Paris.

    Cited by:

    1. Beck, T.H.L., 2011. "The Role of Finance in Economic Development : Benefits, Risks, and Politics," Other publications TiSEM f9c81fe6-f2cd-4fa7-b598-e, Tilburg University, School of Economics and Management.

  3. Michalski , Tomasz & Ors , Evren, 2014. "Risk-Based Capital Requirements for Banks and International Trade," HEC Research Papers Series 1064, HEC Paris.

    Cited by:

    1. Shapiro, Joel & Josephson, Jens, 2019. "Credit Ratings and Structured Finance," CEPR Discussion Papers 13534, C.E.P.R. Discussion Papers.
    2. Matthieu Crozet & Banu Demir & Beata Javorcik, 2022. "International Trade and Letters of Credit: A Double-Edged Sword in Times of Crises," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(2), pages 185-211, June.
    3. Andreas Hoefele & Tim Schmidt-Eisenlohr & Zihong Yu, 2013. "Payment Choice in International Trade: Theory and Evidence from Cross-country Firm Level Data," Discussion Paper Series 2013_11, Department of Economics, Loughborough University, revised Oct 2013.
    4. Nazrul Hazizi Noordin & Mohamed Eskandar Shah Mohd. Rasid, 2024. "Trade Uncer ade Uncertainty and Bank Cr tainty and Bank Credit Gr edit Growth: E owth: Evidence fr vidence from China om China and the European Union Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(2), pages 299-326, May.
    5. Silvia Del Prete & Stefano Federico, 2020. "Do links between banks matter for bilateral trade? Evidence from financial crises," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 859-885, November.
    6. Fabrice Defever & Alejandro Riano & Gonzalo Varela, 2020. "Evaluating the impact of export finance support on firm-level export performance: Evidence from Pakistan," Discussion Papers 2020/05, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    7. Lea Borchert & Ralph De Haas & Karolin Kirschenmann & Alison Schultz, 2023. "Broken Relationships: De-Risking by Correspondent Banks and International Trade," CRC TR 224 Discussion Paper Series crctr224_2023_478, University of Bonn and University of Mannheim, Germany.
    8. Antoine Berthou & Guillaume Horny & Jean-Stéphane Mésonnier, 2022. "The Real Effects of Invoicing Exports in Dollars," SciencePo Working papers Main hal-03560975, HAL.
    9. Silvia Del Prete & Stefano Federico, 2019. "Does trust among banks matter for bilateral trade? Evidence from shocks in the interbank market," Temi di discussione (Economic working papers) 1217, Bank of Italy, Economic Research and International Relations Area.
    10. Brancati, Emanuele, 2022. "Help in a Foreign Land: Internationalized Banks and Firms’ Export," IZA Discussion Papers 15458, Institute of Labor Economics (IZA).
    11. Gopalakrishnan, Balagopal & Jacob, Joshy & Mohapatra, Sanket, 2018. "Risk-sensitive Basel Regulations and Firms' Access to Credit: Direct and Indirect Effects," IIMA Working Papers WP 2018-10-03, Indian Institute of Management Ahmedabad, Research and Publication Department.

  4. Vedran Capkun & Evren Ors, 2012. "When Congress Says "PIP your KERP": Performance Incentive Plans, Key Employee Retention Plans and, Chapter 11 Bankruptcy Resolution," Working Papers hal-00675312, HAL.

    Cited by:

  5. Tomasz Michalski & Evren Ors, 2011. "(Inter-state) Banking and (Inter-state) Trade: Does Real Integration Follow Financial Integration?," Post-Print hal-00578314, HAL.

    Cited by:

    1. Berger, Allen N. & Öztekin, Özde & Roman, Raluca A., 2023. "Geographic deregulation and bank capital structure," Journal of Banking & Finance, Elsevier, vol. 149(C).
    2. Mathias Hoffmann & Lilia Ruslanova, 2020. "Softening the blow: U.S. state-level banking deregulation and sectoral reallocation after the China trade shock," ECON - Working Papers 365, Department of Economics - University of Zurich, revised Apr 2021.
    3. Claessens, Stijn & Hassib, Omar & van Horen, Neeltje, 2017. "The role of foreign banks in trade," Bank of England working papers 656, Bank of England.
    4. Atif Mian & Amir Sufi & Emil Verner, 2020. "How Does Credit Supply Expansion Affect the Real Economy? The Productive Capacity and Household Demand Channels," Journal of Finance, American Finance Association, vol. 75(2), pages 949-994, April.
    5. Landier, Augustin & Sraer, David & Thesmar, David, 2017. "Banking integration and house price co-movement," Journal of Financial Economics, Elsevier, vol. 125(1), pages 1-25.
    6. Gianni La Cava, 2016. "Housing prices, mortgage interest rates and the rising share of capital income in the United States," BIS Working Papers 572, Bank for International Settlements.
    7. Kandilov, Ivan T. & Leblebicioğlu, Asli & Petkova, Neviana, 2016. "The impact of banking deregulation on inbound foreign direct investment: Transaction-level evidence from the United States," Journal of International Economics, Elsevier, vol. 100(C), pages 138-159.
    8. Kahane, Leo H., 2020. "State gun laws and the movement of crime guns between states," International Review of Law and Economics, Elsevier, vol. 61(C).
    9. Galina Hale & Christopher Candelaria & Julian Caballero & Sergey Borisov, 2013. "Bank Linkages and International Trade," Research Department Publications IDB-WP-445, Inter-American Development Bank, Research Department.
    10. Karakaya, Neslihan & Michalski, Tomasz K. & Örs, Evren, 2022. "Banking integration and growth: Role of banks' previous industry exposure," Journal of Financial Intermediation, Elsevier, vol. 49(C).
    11. Claessens, Stijn & van Horen, Neeltje, 2021. "Foreign banks and trade," Journal of Financial Intermediation, Elsevier, vol. 45(C).
    12. Hoffmann, Mathias & Stewen, Iryna, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," HIT-REFINED Working Paper Series 27, Institute of Economic Research, Hitotsubashi University.
    13. Abdoul Rachid Issoufou Dogo, 2024. "Impact de l'intégration financière régionale sur le commerce intra régional des produits manufacturés dans la zone CEDEAO," African Development Review, African Development Bank, vol. 36(2), pages 292-305, June.
    14. Popov, Alexander, 2017. "Evidence on finance and economic growth," Working Paper Series 2115, European Central Bank.
    15. Popov, Alexander & Zaharia, Sonia, 2017. "Credit market competition and the gender gap: evidence from local labor markets," Working Paper Series 2086, European Central Bank.
    16. W. Blake Marsh & Rajdeep Sengupta, 2017. "Competition and Bank Fragility," Research Working Paper RWP 17-6, Federal Reserve Bank of Kansas City.
    17. Amore, Mario Daniele & Schneider, Cédric & Žaldokas, Alminas, 2013. "Credit supply and corporate innovation," Journal of Financial Economics, Elsevier, vol. 109(3), pages 835-855.
    18. Martin R. Goetz & Juan Carlos Gozzi, 2020. "Financial Integration and the Co-Movement of Economic Activity: Evidence from U.S. States," International Finance Discussion Papers 1305, Board of Governors of the Federal Reserve System (U.S.).
    19. Lin Tian & Liang Han, 2019. "How local is local? Evidence from bank competition and corporate innovation in U.S," Review of Quantitative Finance and Accounting, Springer, vol. 52(1), pages 289-324, January.
    20. Brancati, Emanuele, 2022. "Help in a Foreign Land: Internationalized Banks and Firms’ Export," IZA Discussion Papers 15458, Institute of Labor Economics (IZA).
    21. Raffaello Bronzini & Alessio D'Ignazio, 2016. "Bank internationalization and firm exports: evidence from matched firm-bank data," Temi di discussione (Economic working papers) 1055, Bank of Italy, Economic Research and International Relations Area.
    22. Kose John & Qianru Qi & Jing Wang, 2020. "Bank Integration and the Market for Corporate Control: Evidence from Cross-State Acquisitions," Management Science, INFORMS, vol. 66(7), pages 3277-3294, July.
    23. Busaba, Walid Y. & Restrepo, Felipe, 2022. "The “7% solution” and IPO (under)pricing," Journal of Financial Economics, Elsevier, vol. 144(3), pages 953-971.
    24. Popov, Alexander & Zaharia, Sonia, 2019. "Credit market competition and the gender gap in labor force participation: Evidence from local markets," European Economic Review, Elsevier, vol. 115(C), pages 25-59.
    25. Ana P. Fernandes & Jing-Lin Duanmu, 2023. "Foreign Banks and Firms' Export Dynamics: Evidence from China's Banking Reform," Discussion Papers 2304, University of Exeter, Department of Economics.
    26. Berger, Allen N. & Molyneux, Phil & Wilson, John O.S., 2020. "Banks and the real economy: An assessment of the research," Journal of Corporate Finance, Elsevier, vol. 62(C).
    27. Jiang, Tianjiao & Levine, Ross & Lin, Chen & Wei, Lai, 2020. "Bank deregulation and corporate risk," Journal of Corporate Finance, Elsevier, vol. 60(C).
    28. Landier, Augustin & Sraer, David & Thesmar, David, 2013. "Banking Deregulation and The Rise in House Price Comovement," TSE Working Papers 13-437, Toulouse School of Economics (TSE).
    29. Yaoyao Fan & Showyi Yuxiang Jiang & Kim Cuong Ly, 2018. "Do banks adjust their liquidity to cope with environmental variation? A study of bank deregulation," Working Papers 2018-31, Swansea University, School of Management.
    30. Filippo De Marco & Silvio Petriconi, 2019. "Bank Competition and Information Production," BAFFI CAREFIN Working Papers 19130, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    31. Cheol Eun & Lingling Wang & Tim Zhang, 2022. "House Price Growth Synchronization and Business Cycle Alignment," The Journal of Real Estate Finance and Economics, Springer, vol. 65(4), pages 675-710, November.
    32. Berger, Allen N. & Chen, Ruiyuan (Ryan) & El Ghoul, Sadok & Guedhami, Omrane, 2020. "Who wins and who loses from bank geographic deregulation? Analysis of financially constrained and unconstrained firms," Journal of Corporate Finance, Elsevier, vol. 65(C).
    33. Fan, Yaoyao & Jiang, Yuxiang & Ly, Kim Cuong, 2022. "Do banks adjust their liquidity to cope with environmental variation? A study of bank deregulation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    34. Atif Mian & Amir Sufi & Emil Verner, 2017. "How do Credit Supply Shocks Affect the Real Economy? Evidence from the United States in the 1980s," NBER Working Papers 23802, National Bureau of Economic Research, Inc.
    35. Zull Kepili, Ema Izati, 2020. "The Impact of Macroeconomic Factors on the House Prices during Liberalisation," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 54(2), pages 1-12.
    36. Vats, Nishant & Kundu, Shohini, 2021. "Banking networks and economic growth: from idiosyncratic shocks to aggregate fluctuations," ESRB Working Paper Series 128, European Systemic Risk Board.
    37. Mr. JaeBin Ahn, 2011. "A Theory of Domestic and International Trade Finance," IMF Working Papers 2011/262, International Monetary Fund.
    38. Boustanifar, Hamid, 2014. "Finance and employment: Evidence from U.S. banking reforms," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 343-354.

  6. Evren Ors & Douglas D. Evanoff, 2008. "The Competitive Dynamics of Geographic Deregulation in Banking: Implications for Productive Efficiency," Post-Print hal-00460966, HAL.

    Cited by:

    1. Delis, Manthos D & Kokas, Sotiris, 2014. "Foreign ownership and market power in banking: Evidence from a world sample," MPRA Paper 53957, University Library of Munich, Germany.
    2. Emanuele BACCHIOCCHI & Matteo FERRARI & Massimo FLORIO & Daniela VANDONE, 2015. "State-Owned Banks: Acquirers in M&A deals," Departmental Working Papers 2015-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    3. Sara G.Castellanos & Jesus G. Garza-Garcia, 2013. "Competition and Efficiency in the Mexican Banking Sector," Working Papers 1329, BBVA Bank, Economic Research Department.
    4. Huber, Kilian, 2021. "Are Bigger Banks Better? Firm-Level Evidence from Germany," CEPR Discussion Papers 15769, C.E.P.R. Discussion Papers.
    5. George Halkos & Roman Matousek & Nickolaos Tzeremes, 2016. "Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 47-77, January.
    6. Karakaya, Neslihan & Michalski, Tomasz K. & Örs, Evren, 2022. "Banking integration and growth: Role of banks' previous industry exposure," Journal of Financial Intermediation, Elsevier, vol. 49(C).
    7. Nicola Cetorelli, 2014. "Surviving Credit Market Competition," Economic Inquiry, Western Economic Association International, vol. 52(1), pages 320-340, January.
    8. Sabri Boubaker & Duc Trung Do & Helmi Hammami & Kim Cuong Ly, 2022. "The role of bank affiliation in bank efficiency: a fuzzy multi-objective data envelopment analysis approach," Post-Print hal-03699984, HAL.
    9. Huber, Kilian Maria, 2020. "Are bigger banks better? Firm-level evidence from Germany," LSE Research Online Documents on Economics 121861, London School of Economics and Political Science, LSE Library.
    10. Céline Meslier-Crouzille & Donald P. Morgan & Katherine Samolyk & Amine Tarazi, 2014. "The Benefits of Intrastate and Interstate Geographic Diversification in Banking," Working Papers hal-00950504, HAL.
    11. Faia, Ester & Ottaviano, Gianmarco, 2017. "Global Banking: Endogenous Competition and Risk Taking," CEPR Discussion Papers 11940, C.E.P.R. Discussion Papers.
    12. Badunenko, Oleg & Kumbhakar, Subal C., 2017. "Economies of scale, technical change and persistent and time-varying cost efficiency in Indian banking: Do ownership, regulation and heterogeneity matter?," European Journal of Operational Research, Elsevier, vol. 260(2), pages 789-803.
    13. Céline Meslier-Crouzille & Donald P. Morgan & Katherine Samolyk & Amine Tarazi, 2016. "The Benefits and Costs of Geographic Diversification in Banking," Post-Print hal-01338717, HAL.
    14. Nicola Cetorelli, 2009. "Credit Market Competition and the Nature of Firms," Working Papers 09-07, Center for Economic Studies, U.S. Census Bureau.
    15. Sofía Bauducco & Alexandre Janiak, 2015. "On the welfare cost of bank concentration," Documentos de Trabajo 321, Centro de Economía Aplicada, Universidad de Chile.
    16. Ruiz-Moreno, Felipe & Mas-Ruiz, Francisco J. & Sancho-Esper, Franco M., 2021. "Strategic groups and product differentiation: Evidence from the Spanish airline market deregulation," Research in Transportation Economics, Elsevier, vol. 90(C).
    17. Chronopoulos, Dimitris K. & Johari, Edie Erman Che & Scholtens, Bert & Sobiech, Anna L. & Wilson, John O.S. & Yilmaz, Muhammed H., 2023. "Competition and bank dividends," Journal of International Money and Finance, Elsevier, vol. 137(C).
    18. Zarutskie, Rebecca, 2013. "Competition, financial innovation and commercial bank loan portfolios," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 373-396.
    19. José Manuel Mansilla-Fernández, 2020. "Non-Performing loans, financial stability, and banking competition: evidence for listed and non-listed Eurozone banks," Hacienda Pública Española / Review of Public Economics, IEF, vol. 232(1), pages 29-52, March.
    20. Céline Meslier-Crouzille & Donald P. Morgan & Katherine Samolyk & Amine Tarazi, 2015. "The Benefits of Geographic Diversification in Banking," Working Papers hal-01155170, HAL.
    21. Halkos, George E. & Tzeremes, Nickolaos G., 2013. "Estimating the degree of operating efficiency gains from a potential bank merger and acquisition: A DEA bootstrapped approach," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1658-1668.
    22. Robert DeYoung & Douglas Evanoff & Philip Molyneux, 2009. "Mergers and Acquisitions of Financial Institutions: A Review of the Post-2000 Literature," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(2), pages 87-110, December.
    23. Segev, Nimrod & Schaffer, Matthew, 2020. "Monetary policy, bank competition and regional credit cycles: Evidence from a quasi-natural experiment," Journal of Corporate Finance, Elsevier, vol. 64(C).
    24. Hans Degryse & Sanja Jakovljević & Steven Ongena, 2015. "A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 423-443, December.
    25. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2013. "Systemically important banks and financial stability: The case of Latin America," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3855-3866.

  7. Evren Örs & Robert Deyoung, 2005. "Advertising and Pricing at Multiple Output Firms: Evidence from U.S. Thrift Institutions," Working Papers hal-00591246, HAL.

    Cited by:

    1. Kaniel, Ron & Starks, Laura T & Gallaher, Steven, 2015. "Advertising and Mutual Funds: From Families to Individual Funds," CEPR Discussion Papers 10329, C.E.P.R. Discussion Papers.

  8. Evren Ors & Gordon J. Alexander & Mark A. Peterson & Paul J. Seguin, 2004. "Margin regulation and market quality: a microstructure analysis," Post-Print hal-00460981, HAL.

    Cited by:

    1. Yaping Zhou & Xundi Diao & Dayong Lv, 2023. "Role of OTC options in stock price efficiency: Evidence from the Chinese market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 4629-4655, December.
    2. Ye, Qing & Zhou, Shengjie & Zhang, Jie, 2020. "Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets," International Review of Financial Analysis, Elsevier, vol. 71(C).
    3. Chen, Xinxin & Guo, Yanhong & Song, Yingying, 2024. "Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
    4. Lv, Dayong & Wu, Wenfeng, 2019. "Margin-trading volatility and stock price crash risk," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 179-196.
    5. Shyu, Yih-Wen & Chan, Kam C. & Liang, Hsin-Yu, 2018. "Spillovers of price efficiency and informed trading from short sales to margin purchases in absence of uptick rule," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 163-183.
    6. Li Qian & Mingsheng Li & Yan Li, 2020. "Does news travel slowly before a market crash? The role of margin traders," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 3065-3101, September.
    7. Dayong Lv & Wenfeng Wu, 2020. "Margin trading and price efficiency: information content or price‐adjustment speed?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2889-2918, September.

  9. Evren Ors, 2003. "The role of advertising in commercial banking," Proceedings 850, Federal Reserve Bank of Chicago.

    Cited by:

    1. Robert DeYoung & William Hunter & Gregory Udell, 2004. "The Past, Present, and Probable Future for Community Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 25(2), pages 85-133, April.
    2. Kaniel, Ron & Starks, Laura T & Gallaher, Steven, 2015. "Advertising and Mutual Funds: From Families to Individual Funds," CEPR Discussion Papers 10329, C.E.P.R. Discussion Papers.

  10. Douglas D. Evanoff & Evren Ors, 2002. "Local market consolidation and bank productive efficiency," Working Paper Series WP-02-25, Federal Reserve Bank of Chicago.

    Cited by:

    1. Mark Carlson & Kris James Mitchener, 2007. "Branch Banking as a Device for Discipline: Competition and Bank Survivorship During the Great Depression," NBER Working Papers 12938, National Bureau of Economic Research, Inc.
    2. Pietro Alessandrini & Luca Papi & Alberto Zazzaro, 2003. "Banche, territorio e sviluppo," Moneta e Credito, Economia civile, vol. 56(221), pages 3-43.
    3. Robert DeYoung & William Hunter & Gregory Udell, 2004. "The Past, Present, and Probable Future for Community Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 25(2), pages 85-133, April.
    4. Emilios Galariotis & Kyriaki Kosmidou & Dimitrios Kousenidis & Eirini Lazaridou & Trifon Papapanagiotou, 2021. "Measuring the effects of M&As on Eurozone bank efficiency: an innovative approach on concentration and credibility impacts," Annals of Operations Research, Springer, vol. 306(1), pages 343-368, November.
    5. Carol Ann Northcott, 2004. "Competition in Banking: A Review of the Literature," Staff Working Papers 04-24, Bank of Canada.
    6. Hughes, Joseph P. & Lang, William W. & Mester, Loretta J. & Moon, Choon-Geol & Pagano, Michael S., 2003. "Do bankers sacrifice value to build empires? Managerial incentives, industry consolidation, and financial performance," Journal of Banking & Finance, Elsevier, vol. 27(3), pages 417-447, March.
    7. Ager, Philipp & Spargoli, Fabrizio, 2013. "Bank Deregulation, Competition and Economic Growth: The US Free Banking Experience," MPRA Paper 49269, University Library of Munich, Germany.
    8. César Orosco, 2007. "Random utility models of demand for the U.S. commercial banking industry," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 22(2), pages 47-74, December.
    9. Ramiro Sosa Navarro, 2010. "Fiscal Imbalances, Inflation and Sovereign Default Dynamics," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 1(4), pages 108-142, Octubre.
    10. Tan, Yong & Anchor, John, 2017. "The impacts of risk-taking behaviour and competition on technical efficiency: Evidence from the Chinese banking industry," Research in International Business and Finance, Elsevier, vol. 41(C), pages 90-104.
    11. William Emmons & R. Gilbert & Timothy Yeager, 2004. "Reducing the Risk at Small Community Banks: Is it Size or Geographic Diversification that Matters?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 25(2), pages 259-281, April.
    12. Haouat, Meriem & Moccero, Diego Nicolas & Sosa Navarro, Ramiro, 2010. "Foreign Banks and Credit Volatility: The Case of Latin American Countries," MPRA Paper 22991, University Library of Munich, Germany.
    13. Abdul Rafay & Saqib Farid, 2018. "Competitive Environment in Banking Industry: Evidence from an Emerging Economy," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 10(3), pages 65-84, September.
    14. Andrieş, Alin Marius & Căpraru, Bogdan, 2014. "The nexus between competition and efficiency: The European banking industries experience," International Business Review, Elsevier, vol. 23(3), pages 566-579.
    15. Pietro Alessandrini & Luca Papi & Alberto Zazzaro, 2003. "Banks, regions and development," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 56(224), pages 23-55.
    16. Otero, Luis & Razia, Alaa & Cunill, Onofre Martorell & Mulet-Forteza, Carles, 2020. "What determines efficiency in MENA banks?," Journal of Business Research, Elsevier, vol. 112(C), pages 331-341.
    17. Bayeh, Antonio & Bitar, Mohammad & Burlacu, Radu & Walker, Thomas, 2021. "Competition, securitization, and efficiency in US banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 553-576.
    18. Joseph P. Hughes & Loretta J. Mester, 2012. "A Primer on Market Discipline and Governance of Financial Institutions for Those in a State of Shocked Disbelief," Departmental Working Papers 201204, Rutgers University, Department of Economics.
    19. Robert DeYoung & William C. Hunter, 2001. "Deregulation, the Internet, and the competitive viability of large banks and community banks," Working Paper Series WP-01-11, Federal Reserve Bank of Chicago.
    20. Robert DeYoung, 2002. "New Bank Start-Ups: Entrepreneurs Funding Other Entrepreneurs," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 7(3), pages 61-76, Fall.
    21. Chen, Minghua & Kang, Qiaoling & Wu, Ji & Jeon, Bang Nam, 2022. "Do macroprudential policies affect bank efficiency? Evidence from emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).

Articles

  1. Evren Ors & Frédéric Palomino & Eloïc Peyrache, 2013. "Performance Gender Gap: Does Competition Matter?," Journal of Labor Economics, University of Chicago Press, vol. 31(3), pages 443-499.

    Cited by:

    1. Clark, Damon & Gill, David & Prowse, Victoria L. & Rush, Mark, 2016. "Using Goals to Motivate College Students: Theory and Evidence from Field Experiments," IZA Discussion Papers 10283, Institute of Labor Economics (IZA).
    2. Nicolas Eber & Abel François & Laurent Weill, 2021. "Gender, age, and attitude toward competition," Post-Print hal-03595669, HAL.
    3. Gagliarducci, Stefano & Paserman, M. Daniele, 2009. "Gender Interactions within Hierarchies: Evidence from the Political Arena," IZA Discussion Papers 4128, Institute of Labor Economics (IZA).
    4. Paserman, M. Daniele, 2007. "Gender Differences in Performance in Competitive Environments: Evidence from Professional Tennis Players," IZA Discussion Papers 2834, Institute of Labor Economics (IZA).
    5. Jana Cahlikova & Lubomir Cingl & Ian Levely, 2017. "How Stress Affects Performance and Competitiveness across Gender," Working Papers tax-mpg-rps-2017-01, Max Planck Institute for Tax Law and Public Finance.
    6. Booth, Alison L. & Lee, Jungmin, 2019. "Girls' and Boys' Performance in Competitions: What We Can Learn from a Korean Quiz Show," IZA Discussion Papers 12182, Institute of Labor Economics (IZA).
    7. Montolio, Daniel & Taberner, Pere A., 2021. "Gender differences under test pressure and their impact on academic performance: A quasi-experimental design," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1065-1090.
    8. Cohen-Zada, Danny & Krumer, Alex & Rosenboim, Mosi & Shapir, Offer Moshe, 2017. "Choking under Pressure and Gender: Evidence from Professional Tennis," IZA Discussion Papers 10587, Institute of Labor Economics (IZA).
    9. Pekkarinen, Tuomas, 2015. "Gender differences in behaviour under competitive pressure: Evidence on omission patterns in university entrance examinations," Journal of Economic Behavior & Organization, Elsevier, vol. 115(C), pages 94-110.
    10. Johnsen, Åshild A. & Finseraas, Henning & Hanson, Torbjørn & Kotsadam, Andreas, 2023. "The malleability of competitive preferences," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 104(C).
    11. Andreu Arenas & Caterina Calsamiglia, 2023. "Gender Differences in High-Stakes Performance and College Admission Policies," Working Papers 2023/13, Institut d'Economia de Barcelona (IEB).
    12. Emanuela Macrí & Giuseppe Migali, 2022. "The effect of test anxiety on high stakes exams," Working Papers 365237216, Lancaster University Management School, Economics Department.
    13. Anna Lovasz & Boldmaa Bat-Erdene & Ewa Cukrowska-Torzewska & Mariann Rigo & Agnes Szabo-Morvai, 2021. "Competition , Subjective Feedback, and Gender Gaps in Performance," CERS-IE WORKING PAPERS 2101, Institute of Economics, Centre for Economic and Regional Studies.
    14. Gagliarducci, Stefano & Paserman, M. Daniele, 2016. "Gender Differences in Cooperative Environments? Evidence from the U.S. Congress," IZA Discussion Papers 10128, Institute of Labor Economics (IZA).
    15. Pikos, Anna Katharina & Straub, Alexander, 2019. "Mind the absent gap: Gender-specific competitiveness in non-professional sports," Hannover Economic Papers (HEP) dp-652, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    16. Andreu Arenas & Caterina Calsamiglia & Annalisa Loviglio, 2021. "What is at stake without high-stakes exams? Students’ evaluation and admission to college at the time of COVID-19," Working Papers 2021/03, Institut d'Economia de Barcelona (IEB).
    17. Finger, Claudia & Solga, Heike, 2023. "Test Participation or Test Performance: Why Do Men Benefit from Test-Based Admission to Higher Education?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 96(4), pages 344-366.
    18. Pikos, Anna Katharina & Straub, Alexander, 2022. "Different but stable—Performance against the opposite sex across age," Labour Economics, Elsevier, vol. 79(C).
    19. Fang,Sheng & Goh,Chorching & Roberts,Mark & Xu,L. Colin & Zeufack,Albert G., 2020. "Female Business Leaders, Business and Cultural Environment, and Productivity around the World," Policy Research Working Paper Series 9275, The World Bank.
    20. Jetter, Michael & Walker, Jay K., 2018. "The gender of opponents: Explaining gender differences in performance and risk-taking?," European Economic Review, Elsevier, vol. 109(C), pages 238-256.
    21. Eszter Czibor & Sander Onderstal & Randolph Sloof & Mirjam van Praag, 2014. "Does Relative Grading help Male Students? Evidence from a Field Experiment in the Classroom," Tinbergen Institute Discussion Papers 14-116/V, Tinbergen Institute.
    22. Louis-Philippe Morin, 2013. "Do Men and Women Respond Differently to Competition? Evidence from a Major Education Reform," Working Papers E1305E, University of Ottawa, Department of Economics.
    23. J. Ignacio Conde-Ruiz & Juan José Ganuza & Manuel García, 2020. "Gender Gap and Multiple Choice Exams in Public Selection Processes," Hacienda Pública Española / Review of Public Economics, IEF, vol. 235(4), pages 11-28, December.
    24. Maria De Paola & Francesca Gioia & Vincenzo Scoppa, 2013. "Are Females Scared of Competing with Males? Results from a Field Experiment," Framed Field Experiments 00396, The Field Experiments Website.
    25. Berge, Lars Ivar Oppedal & Bjorvatn, Kjetil & Garcia Pires, Armando Jose & Tungodden, Bertil, 2015. "Competitive in the lab, successful in the field?," Journal of Economic Behavior & Organization, Elsevier, vol. 118(C), pages 303-317.
    26. Goulas, Sofoklis & Griselda, Silvia & Megalokonomou, Rigissa, 2020. "Comparative Advantage and Gender Gap in STEM," IZA Discussion Papers 13313, Institute of Labor Economics (IZA).
    27. Popov, Alexander, 2022. "The division of spoils in a booming industry," Working Paper Series 2709, European Central Bank.
    28. Maria De Paola & Michela Ponzo & Vincenzo Scoppa, 2015. "Gender Differences In Attitudes Towards Competition: Evidence From The Italian Scientific Qualification," Working Papers 201505, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    29. Graetz, Georg & Karimi, Arizo, 2019. "Explaining gender gap variation across assessment forms," Working Paper Series 2019:8, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    30. Brunello, Giorgio & Kiss, David, 2022. "Math scores in high stakes grades," Economics of Education Review, Elsevier, vol. 87(C).
    31. Lüthi, Samuel & Wolter, Stefan C., 2023. "Is being competitive always an advantage? Competitiveness, gender, and labour market success," Labour Economics, Elsevier, vol. 85(C).
    32. Griselda, Silvia, 2024. "Gender gap in standardized tests: What are we measuring?," Journal of Economic Behavior & Organization, Elsevier, vol. 221(C), pages 191-229.
    33. Xavier Ramos & Marcela Gomez-Ruiz & María Cervini-Plá, 2024. "Do women fare worse when men are around? Quasi-experimental evidence," Working Papers 665, ECINEQ, Society for the Study of Economic Inequality.
    34. Boris Hirsch & Philipp Lentge, 2022. "Non‐base compensation and the gender pay gap," LABOUR, CEIS, vol. 36(3), pages 277-301, September.
    35. Buser, Thomas & Oosterbeek, Hessel, 2023. "The Anatomy of Competitiveness," IZA Discussion Papers 16224, Institute of Labor Economics (IZA).
    36. Nathalie Greenan & Joseph Lanfranchi & Yannick L'Horty & Mathieu Narcy & Guillaume Pierne, 2019. "L'analyse des données de concours au regard des discriminations à l'entrée dans la Fonction Publique d’État," Working Papers halshs-02149277, HAL.
    37. Muriel Niederle, 2014. "Gender," NBER Working Papers 20788, National Bureau of Economic Research, Inc.
    38. Manning, Alan & Saidi, Farzad, 2008. "Understanding the gender pay gap: what's competition got to do with it?," LSE Research Online Documents on Economics 28510, London School of Economics and Political Science, LSE Library.
    39. Bernd Frick & Clarissa Laura Maria Spiess Bru & Daniel Kaimann, 2023. "Are Women (Really) More Lenient? Gender Differences in Expert Evaluations," Working Papers Dissertations 106, Paderborn University, Faculty of Business Administration and Economics.
    40. Alison L. Booth & Patrick Nolen, 2022. "Gender and Psychological Pressure in Competitive Environments: A Laboratory‐based Experiment," Economica, London School of Economics and Political Science, vol. 89(S1), pages 71-85, June.
    41. Silvia Griselda, 2020. "Different Questions, Different Gender Gap: Can the Format of Questions Explain the Gender Gap in Mathematics?," 2020 Papers pgr710, Job Market Papers.
    42. Koch, Alexander K. & Nafziger, Julia & Nielsen, Helena Skyt, 2014. "Behavioral Economics of Education," IZA Discussion Papers 8470, Institute of Labor Economics (IZA).
    43. Bernd Frick & Friedrich Scheel, 2013. "Gender differences in competitiveness: empirical evidence from 100m races," Chapters, in: Eva Marikova Leeds & Michael A. Leeds (ed.), Handbook on the Economics of Women in Sports, chapter 14, pages 293-318, Edward Elgar Publishing.
    44. Grund, Christian, 2015. "Gender pay gaps among highly educated professionals — Compensation components do matter," Labour Economics, Elsevier, vol. 34(C), pages 118-126.
    45. Hirsch, Boris & Lentge, Philipp, 2021. "Non-Base Compensation and the Gender Pay Gap," IZA Discussion Papers 14551, Institute of Labor Economics (IZA).
    46. Pikos, Anna Katharina & Straub, Alexander, 2021. "Different but stable - gender-specific competitive behaviour across age," Hannover Economic Papers (HEP) dp-689, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    47. Buser, Thomas & van Veldhuizen, Roel & Zhong, Yang, 2022. "Time Pressure Preferences," Working Papers 2022:17, Lund University, Department of Economics.
    48. Lovász, Anna & Cukrowska-Torzewska, Ewa & Rigó, Mariann & Szabó-Morvai, Ágnes, 2022. "Gender differences in the effect of subjective feedback in an online game," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 98(C).
    49. Lusher, Lester & Yasenov, Vasil, 2016. "Gender Performance Gaps: Quasi-Experimental Evidence on the Role of Gender Differences in Sleep Cycles," IZA Discussion Papers 10012, Institute of Labor Economics (IZA).
    50. Claire Duquennois, 2022. "Fictional Money, Real Costs: Impacts of Financial Salience on Disadvantaged Students," American Economic Review, American Economic Association, vol. 112(3), pages 798-826, March.
    51. Catarina Angelo & Ana Balcao Reis, 2022. "Gender gaps in different assessment systems: The role of teacher gender," Nova SBE Working Paper Series wp640, Universidade Nova de Lisboa, Nova School of Business and Economics.
    52. Silva Goncalves, Juliana & van Veldhuizen, Roel, 2020. "Subjective Judgment and Gender Bias in Advice: Evidence from the Laboratory," Working Papers 2020:27, Lund University, Department of Economics.
    53. Popov, Alexander & Zaharia, Sonia, 2019. "Credit market competition and the gender gap in labor force participation: Evidence from local markets," European Economic Review, Elsevier, vol. 115(C), pages 25-59.
    54. Thomsen, Stephan L. & Trunzer, Johannes, 2020. "Did the Bologna Process Challenge the German Apprenticeship System? Evidence from a Natural Experiment," GLO Discussion Paper Series 690, Global Labor Organization (GLO).
    55. Amore, Mario Daniele & Garofalo, Orsola, 2016. "Executive gender, competitive pressures, and corporate performance," Journal of Economic Behavior & Organization, Elsevier, vol. 131(PA), pages 308-327.
    56. Perihan O. Saygin, 2020. "Gender bias in standardized tests: evidence from a centralized college admissions system," Empirical Economics, Springer, vol. 59(2), pages 1037-1065, August.
    57. Hoyer, Britta & van Huizen, Thomas & Keijzer, Linda & Rezaei, Sarah & Rosenkranz, Stephanie & Westbrock, Bastian, 2020. "Gender, competitiveness, and task difficulty: Evidence from the field," Labour Economics, Elsevier, vol. 64(C).
    58. John, June, 2017. "Gender differences and the effect of facing harder competition," MPRA Paper 81072, University Library of Munich, Germany.
    59. Sandor Katona & Anna Lovasz, 2021. "The Role of the Gender Composition of Performance Feedback on Peers in Shaping Persistence and Performance," CERS-IE WORKING PAPERS 2105, Institute of Economics, Centre for Economic and Regional Studies.
    60. Klege, Rebecca Afua & Visser, Martine & Barron A, Manuel F. & Clarke, Rowan P., 2021. "Competition and gender in the lab vs field: Experiments from off-grid renewable energy entrepreneurs in Rural Rwanda," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 91(C).
    61. Gielen, Anne C. & Zwiers, Esmée, 2018. "Biology and the Gender Gap in Educational Performance: The Role of Prenatal Testosterone in Test Scores," IZA Discussion Papers 11936, Institute of Labor Economics (IZA).
    62. Mara Grasseni & Federica Origo, 2018. "Competing for Happiness: Attitudes to Competition, Positional Concerns and Wellbeing," Journal of Happiness Studies, Springer, vol. 19(7), pages 1981-2008, October.
    63. Xiqian Cai & Yi Lu & Jessica Pan & Songfa Zhong, 2019. "Gender Gap under Pressure: Evidence from China's National College Entrance Examination," The Review of Economics and Statistics, MIT Press, vol. 101(2), pages 249-263, May.
    64. Klege, Rebecca A. & Visser, Martine, 2019. "Competition and Gender in the Lab vs. Field: Experiments with Off-Grid Renewable Energy Entrepreneurs in Rural Rwanda," EfD Discussion Paper 19-24, Environment for Development, University of Gothenburg.
    65. Tobias Meyer & Stephan L. Thomsen, 2016. "How Important Is Secondary School Duration for Postsecondary Education Decisions? Evidence from a Natural Experiment," Journal of Human Capital, University of Chicago Press, vol. 10(1), pages 67-108.
    66. De Paola, Maria & Gioia, Francesca & Scoppa, Vincenzo, 2014. "Overconfidence, omens and gender heterogeneity: Results from a field experiment," Journal of Economic Psychology, Elsevier, vol. 45(C), pages 237-252.
    67. Saygin, Perihan Ozge, 2016. "Gender differences in preferences for taking risk in college applications," Economics of Education Review, Elsevier, vol. 52(C), pages 120-133.
    68. Boris Hirsch & Philipp Lentge, 2021. "Non-Base Compensation and the Gender Pay Gap," Working Paper Series in Economics 404, University of Lüneburg, Institute of Economics.
    69. Fabiana Rocha, Paula Pereda, & Liz Matsunaga & Maria Dolores Montoya Diaz & Renata Narita, & Bruna Borges, 2021. "Gender differences in the academic career of economics in Brazil," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 40(84), pages 815-892, October.
    70. Leckie, G. & Maragkou, K., 2024. "Tracing the Origins of Gender Bias in Teacher Grades," Cambridge Working Papers in Economics 2457, Faculty of Economics, University of Cambridge.
    71. Graetz, Georg & Karimi, Arizo, 2022. "Gender gap variation across assessment types: Explanations and implications," Economics of Education Review, Elsevier, vol. 91(C).
    72. Jungwon Min, 2022. "Effects of Mixed-Gender Competition: Choking under Pressure in a Dynamic Tournament," IJERPH, MDPI, vol. 19(8), pages 1-14, April.
    73. Münich, Daniel & Jurajda, Štěpán, 2008. "Gender Gap in Performance under Competitive Pressure," CEPR Discussion Papers 7059, C.E.P.R. Discussion Papers.
    74. Cortes, Patricia & Pan, Jessica, 2016. "When Time Binds: Returns to Working Long Hours and the Gender Wage Gap among the Highly Skilled," IZA Discussion Papers 9846, Institute of Labor Economics (IZA).
    75. Brent J. Davis, 2016. "Dispersion of female business students across MBA program rankings," Economics Bulletin, AccessEcon, vol. 36(4), pages 2192-2202.
    76. Montserrat Díaz-Fernández & Mar Llorente-Marrón & Virginia Cocina-Díaz & Victor Asensi, 2023. "COVID-19 and Access to Medical Professional Careers: Does Gender Matter?," IJERPH, MDPI, vol. 20(15), pages 1-12, July.
    77. Riener, Gerhard & Wagner, Valentin, 2017. "Shying away from demanding tasks? Experimental evidence on gender differences in answering multiple-choice questions," Economics of Education Review, Elsevier, vol. 59(C), pages 43-62.
    78. Heili Hein & Aaro Hazak & Kadri Männasoo, 2017. "Who has a better chance of getting higher salaries among creative R&D employees?," TUT Economic Research Series 39, Department of Finance and Economics, Tallinn University of Technology.
    79. Anne C. Gielen & Jessica Holmes & Caitlin Myers, 2016. "Prenatal Testosterone and the Earnings of Men and Women," Journal of Human Resources, University of Wisconsin Press, vol. 51(1), pages 30-61.
    80. Anna Katharina Pikos & Alexander Straub, 2020. "Mind the Absent Gap: Gender-Specific Competitive Behavior in Nonprofessional Sports," Journal of Sports Economics, , vol. 21(3), pages 215-233, April.
    81. Booth, Alison & Hayashi, Ryohei & Yamamura, Eiji, 2019. "Gender Differences in Tournament Performance Over Time: Can Women Catch-Up with Men?," CEPR Discussion Papers 13681, C.E.P.R. Discussion Papers.
    82. Halladay, Brianna & Landsman, Rachel, 2022. "Perception matters: The role of task gender stereotype on confidence and tournament selection," Journal of Economic Behavior & Organization, Elsevier, vol. 199(C), pages 35-43.
    83. Nathalie Greenan & Joseph Lanfranchi & Yannick L'Horty & Mathieu Narcy & Guillaume Pierne, 2018. "Do Competitive Examinations Promote Diversity in Civil Service?," Post-Print halshs-02156947, HAL.
    84. Yan Lau, 2019. "The dragon cohort of Hong Kong: traditional beliefs, demographics, and education," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(1), pages 219-246, January.
    85. Pekkarinen, Tuomas, 2014. "Gender Differences in Strategic Behaviour under Competitive Pressure: Evidence on Omission Patterns in University Entrance Examinations," IZA Discussion Papers 8018, Institute of Labor Economics (IZA).
    86. Maria De Paola & Michela Ponzo & Vincenzo Scoppa, 2017. "Gender differences in the propensity to apply for promotion: evidence from the Italian Scientific Qualification," Oxford Economic Papers, Oxford University Press, vol. 69(4), pages 986-1009.
    87. Daniel E. Ho & Mark G. Kelman, 2014. "Does Class Size Affect the Gender Gap? A Natural Experiment in Law," The Journal of Legal Studies, University of Chicago Press, vol. 43(2), pages 291-321.
    88. Fang, Sheng & Goh, Chorching & Roberts, Mark & Xu, Lixin Colin & Zeufack, Albert, 2022. "Female entrepreneurs and productivity around the world: Rule of law, network, culture, and gender equality," World Development, Elsevier, vol. 154(C).

  2. Michalski, Tomasz & Ors, Evren, 2012. "(Interstate) Banking and (interstate) trade: Does real integration follow financial integration?," Journal of Financial Economics, Elsevier, vol. 104(1), pages 89-117.
    See citations under working paper version above.
  3. Douglas D. Evanoff & Evren Ors, 2008. "The Competitive Dynamics of Geographic Deregulation in Banking: Implications for Productive Efficiency," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 897-928, August.
    See citations under working paper version above.
  4. Alexander, Gordon J. & Ors, Evren & Peterson, Mark A. & Seguin, Paul J., 2004. "Margin regulation and market quality: a microstructure analysis," Journal of Corporate Finance, Elsevier, vol. 10(4), pages 549-574, September.
    See citations under working paper version above.
  5. Ors, Evren, 2004. "Postmortem on the Federal Reserve's Functional Cost Analysis Program: how useful was the FCA?," Review of Financial Economics, Elsevier, vol. 13(1-2), pages 121-148.

    Cited by:

    1. Robert Inklaar & J. Christina Wang, 2013. "Real Output of Bank Services: What Counts is What Banks Do, Not What They Own," Economica, London School of Economics and Political Science, vol. 80(317), pages 96-117, January.
    2. ÖRS, Evren, 2006. "The Role of Advertising in Commercial Banking," CEPR Discussion Papers 5461, C.E.P.R. Discussion Papers.

  6. Szakmary, Andrew & Ors, Evren & Kyoung Kim, Jin & Davidson, Wallace III, 2003. "The predictive power of implied volatility: Evidence from 35 futures markets," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2151-2175, November.

    Cited by:

    1. Benedetto, Francesco & Mastroeni, Loretta & Quaresima, Greta & Vellucci, Pierluigi, 2020. "Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis," Energy Economics, Elsevier, vol. 89(C).
    2. Karel Brůna, 2009. "Měnová politika a predikce variability úrokových sazeb na peněžním trhu [Monetary policy and prediction of variability]," Politická ekonomie, Prague University of Economics and Business, vol. 2009(3), pages 361-382.
    3. Jarno Talponen, 2018. "Matching distributions: Recovery of implied physical densities from option prices," Papers 1803.03996, arXiv.org.
    4. Chi-Wei Su & Hui Yu & Hsu-Ling Chang & Xiao-Lin Li, 2017. "How does inflation determine inflation uncertainty? A Chinese perspective," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(3), pages 1417-1434, May.
    5. Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016. "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers 99R, Brandeis University, Department of Economics and International Business School, revised Aug 2016.
    6. Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print hal-00459795, HAL.
    7. Ding, Ashley, 2021. "A state-preference volatility index for the natural gas market," Energy Economics, Elsevier, vol. 104(C).
    8. Benavides, Guillermo & Capistrán, Carlos, 2012. "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
    9. Steven Li & Qianqian Yang, 2009. "The relationship between implied and realized volatility: evidence from the Australian stock index option market," Review of Quantitative Finance and Accounting, Springer, vol. 32(4), pages 405-419, May.
    10. Liu, Bing-Yue & Ji, Qiang & Fan, Ying, 2017. "Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model," Energy Economics, Elsevier, vol. 68(C), pages 53-65.
    11. Bentes, Sonia R. & Menezes, Rui, 2013. "On the predictability of realized volatility using feasible GLS," Journal of Asian Economics, Elsevier, vol. 28(C), pages 58-66.
    12. Chambers, David, 2019. "Commodity Option Pricing Efficiency before Black Scholes Merton," CEPR Discussion Papers 13975, C.E.P.R. Discussion Papers.
    13. Wu, Lingke & Liu, Dehong & Yuan, Jianglei & Huang, Zhenhuan, 2022. "Implied volatility information of Chinese SSE 50 ETF options," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 609-624.
    14. Imlak Shaikh & Puja Padhi, 2013. "On the Linkages among Ex-ante and Ex-post Volatility: Evidence from NSE Options Market (India)," Global Business Review, International Management Institute, vol. 14(3), pages 487-505, September.
    15. Chuang, Wen-I & Huang, Teng-Ching & Lin, Bing-Huei, 2013. "Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 168-187.
    16. Duong T Le, 2015. "Ex-ante Determinants of Volatility in the Crude Oil Market," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(1), pages 1-13, January.
    17. Basistha, Arabinda & Kurov, Alexander & Wolfe, Marketa Halova, 2019. "Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility," MPRA Paper 111037, University Library of Munich, Germany.
    18. Markellos, Raphael N. & Psychoyios, Dimitris, 2018. "Interest rate volatility and risk management: Evidence from CBOE Treasury options," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 190-202.
    19. Barr, Kanlaya Jintanakul, 2009. "The implied volatility bias and option smile: is there a simple explanation?," ISU General Staff Papers 200901010800002026, Iowa State University, Department of Economics.
    20. Christopher J. Neely, 2004. "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers 2002-017, Federal Reserve Bank of St. Louis.
    21. Söylemez, Arif Orçun, 2020. "How Do Volatility and Return Series Interact?," MPRA Paper 104687, University Library of Munich, Germany.
    22. Ewa Ratuszny, 2015. "Risk Modeling of Commodities using CAViaR Models, the Encompassing Method and the Combined Forecasts," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 129-156.
    23. Nidhal Mgadmi & Khemaies Bougatef, 2017. "Modeling volatility of the French stock market," Economics Bulletin, AccessEcon, vol. 37(2), pages 988-998.
    24. Imlak Shaikh & Puja Padhi, 2015. "On the Relationship of Ex-ante and Ex-post Volatility: A Sub-period Analysis of S&P CNX Nifty Index Options," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 140-175, August.
    25. Bentes, Sónia R., 2015. "A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 105-112.
    26. Andres Trujillo-Barrera & Philip Garcia & Mindy L Mallory, 2018. "Short-term price density forecasts in the lean hog futures market," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 45(1), pages 121-142.
    27. Puja Padhi & Imlak Shaikh, 2014. "On the relationship of implied, realized and historical volatility: evidence from NSE equity index options," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(5), pages 915-934, November.
    28. Haugom, Erik & Langeland, Henrik & Molnár, Peter & Westgaard, Sjur, 2014. "Forecasting volatility of the U.S. oil market," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 1-14.
    29. Najmi Ismail Murad Samsudin & Azhar Mohamad & Imtiaz Mohammad Sifat & Zarinah Hamid, 2022. "Predictive power of implied volatility of structured call warrants: Evidence from Singapore," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4412-4430, October.
    30. Jungmu Kim & Yuen Jung Park, 2020. "Predictability of OTC Option Volatility for Future Stock Volatility," Sustainability, MDPI, vol. 12(12), pages 1-23, June.
    31. Geppert, Gero & Kamerschen, David R., 2008. "The effect of mergers on implied volatility of equity options," International Review of Financial Analysis, Elsevier, vol. 17(2), pages 330-344.
    32. Puay Khoon Toh & Taekyu Kim, 2013. "Why Put All Your Eggs in One Basket? A Competition-Based View of How Technological Uncertainty Affects a Firm’s Technological Specialization," Organization Science, INFORMS, vol. 24(4), pages 1214-1236, August.
    33. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts," Working Papers 11035, South African Reserve Bank.
    34. Hattori, Takahiro, 2022. "Information content and market liquidity in the fixed income market: Evidence from the swaption market," Finance Research Letters, Elsevier, vol. 45(C).
    35. Libo Yin, 2022. "The role of intermediary capital risk in predicting oil volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 401-416, January.
    36. Brittain, Lee & Garcia, Philip & Irwin, Scott H., 2011. "Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(1), pages 1-20, April.
    37. Jorge V. Pérez-Rodríguez, 2020. "Another look at the implied and realised volatility relation: a copula-based approach," Risk Management, Palgrave Macmillan, vol. 22(1), pages 38-64, March.
    38. Barbara A. Bliss & Jeffrey A. Clark & R. Jared DeLisle, 2018. "Bank risk, financial stress, and bank derivative use," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(7), pages 804-821, July.
    39. Reus, Lorenzo & Carrasco, José A. & Pincheira, Pablo, 2020. "Do it with a smile: Forecasting volatility with currency options," Finance Research Letters, Elsevier, vol. 34(C).
    40. Álvaro Cartea & Dimitrios Karyampas, 2009. "The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets," Birkbeck Working Papers in Economics and Finance 0914, Birkbeck, Department of Economics, Mathematics & Statistics.
    41. Ryan Kellogg, 2014. "The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling," American Economic Review, American Economic Association, vol. 104(6), pages 1698-1734, June.
    42. Wu, Feng & Myers, Robert J. & Guan, Zhengfei & Wang, Zhiguang, 2015. "Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 260-274.
    43. Raggad, Bechir, 2023. "Can implied volatility predict returns on oil market? Evidence from Cross-Quantilogram Approach," Resources Policy, Elsevier, vol. 80(C).
    44. George Filis, 2009. "An Analysis between Implied and Realised Volatility in the Greek Derivative Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(3), pages 251-263, September.
    45. Chen, Hongtao & Liu, Li & Li, Xiaolei, 2018. "The predictive content of CBOE crude oil volatility index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 837-850.
    46. Ederington, Louis H. & Fernando, Chitru S. & Hoelscher, Seth A. & Lee, Thomas K. & Linn, Scott C., 2019. "Characteristics of petroleum product prices: A survey," Journal of Commodity Markets, Elsevier, vol. 14(C), pages 1-15.
    47. Wilkens, Sascha & Roder, Klaus, 2006. "The informational content of option-implied distributions: Evidence from the Eurex index and interest rate futures options market," Global Finance Journal, Elsevier, vol. 17(1), pages 50-74, September.
    48. Dudley Gilder & Leonidas Tsiaras, 2020. "Volatility forecasts embedded in the prices of crude‐oil options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(7), pages 1127-1159, July.
    49. Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Wang, Tianyang, 2016. "An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments," Energy Economics, Elsevier, vol. 54(C), pages 213-223.
    50. Choudhary, Sangita & Jain, Anshul & Biswal, Pratap Chandra, 2024. "Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective," Finance Research Letters, Elsevier, vol. 62(PB).
    51. Dicle, Mehmet F. & Levendis, John, 2020. "Historic risk and implied volatility," Global Finance Journal, Elsevier, vol. 45(C).
    52. Bekkerman, Anton & Brester, Gary W. & Taylor, Mykel, 2016. "Forecasting a Moving Target: The Roles of Quality and Timing for Determining Northern U.S. Wheat Basis," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(1), pages 1-17, January.
    53. Bechir Raggad & Elie Bouri, 2023. "Quantile Dependence between Crude Oil Returns and Implied Volatility: Evidence from Parametric and Nonparametric Tests," Mathematics, MDPI, vol. 11(3), pages 1-23, January.
    54. David Chambers & Rasheed Saleuddin, 2020. "Commodity option pricing efficiency before Black, Scholes, and Merton," Economic History Review, Economic History Society, vol. 73(2), pages 540-564, May.
    55. Prokopczuk, Marcel & Wese Simen, Chardin, 2014. "The importance of the volatility risk premium for volatility forecasting," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 303-320.
    56. Murad Samsudin, Najmi Ismail & Mohamad, Azhar & Sifat, Imtiaz Mohammad, 2021. "Implied volatility of structured warrants: Emerging market evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 464-479.
    57. Becker, Ralf & Clements, Adam E. & White, Scott I., 2006. "On the informational efficiency of S&P500 implied volatility," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 139-153, August.
    58. Tamara Marinicevaite & Jovita Razauskaite, 2015. "The Relevance Of Cboe Volatility Index To Stock Markets In Emerging Economies," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 6(1).
    59. Kocaarslan, Baris & Soytas, Mehmet Ali & Soytas, Ugur, 2020. "The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US," Energy Economics, Elsevier, vol. 86(C).
    60. Rita Laura D’Ecclesia & Daniele Clementi, 2021. "Volatility in the stock market: ANN versus parametric models," Annals of Operations Research, Springer, vol. 299(1), pages 1101-1127, April.
    61. Shu Wing Ho & Alan Lee & Alastair Marsden, 2011. "Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models," JRFM, MDPI, vol. 4(1), pages 1-23, December.
    62. Urcola, Hernan A. & Irwin, Scott H., 2006. "Has the Performance of the Hog Options Market Changed?," 2006 Annual meeting, July 23-26, Long Beach, CA 21479, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    63. Michel A. Robe & Jonathan Wallen, 2016. "Fundamentals, Derivatives Market Information and Oil Price Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(4), pages 317-344, April.
    64. Michael C. Nwogugu, 2020. "Decision-Making, Sub-Additive Recursive "Matching" Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Pref," Papers 2005.01708, arXiv.org.
    65. Maghyereh, Aktham & Abdoh, Hussein & Awartani, Basel, 2022. "Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?," Journal of Commodity Markets, Elsevier, vol. 26(C).
    66. Matteo Michielon & Asma Khedher & Peter Spreij, 2021. "Liquidity-free implied volatilities: an approach using conic finance," Papers 2110.11718, arXiv.org.
    67. Walid Matar & Saud M. Al-Fattah & Tarek Atallah & Axel Pierru, 2013. "An introduction to oil market volatility analysis," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(3), pages 247-269, September.
    68. Yu, Wayne W. & Lui, Evans C.K. & Wang, Jacqueline W., 2010. "The predictive power of the implied volatility of options traded OTC and on exchanges," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 1-11, January.
    69. Bams, Dennis & Blanchard, Gildas & Lehnert, Thorsten, 2017. "Volatility measures and Value-at-Risk," International Journal of Forecasting, Elsevier, vol. 33(4), pages 848-863.
    70. Adrian Fernandez‐Perez & Bart Frijns & Ilnara Gafiatullina & Alireza Tourani‐Rad, 2019. "Properties and the predictive power of implied volatility in the New Zealand dairy market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(5), pages 612-631, May.
    71. Guimaraes, Jonathan S. & Cruz, Jose Cesar, 2017. "Future volatility forecast in agricultural commodity markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258480, Agricultural and Applied Economics Association.
    72. Gao, Jun & Gao, Xiang & Gu, Chen, 2023. "Forecasting European stock volatility: The role of the UK," International Review of Financial Analysis, Elsevier, vol. 89(C).
    73. James Doran & Ehud Ronn, 2005. "The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets," Review of Derivatives Research, Springer, vol. 8(3), pages 177-198, December.
    74. Viteva, Svetlana & Veld-Merkoulova, Yulia V. & Campbell, Kevin, 2014. "The forecasting accuracy of implied volatility from ECX carbon options," Energy Economics, Elsevier, vol. 45(C), pages 475-484.
    75. Wei-han Liu, 2019. "National culture effects on stock market volatility level," Empirical Economics, Springer, vol. 57(4), pages 1229-1253, October.
    76. Slim, Skander & Dahmene, Meriam & Boughrara, Adel, 2020. "How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 22-37.
    77. Adam Clements & Yin Liao & Yusui Tang, 2022. "Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 86-99, January.

  7. Davidson, Wallace N. & Kim, Jin Kyoung & Ors, Evren & Szakmary, Andrew, 2001. "Using implied volatility on options to measure the relation between asset returns and variability," Journal of Banking & Finance, Elsevier, vol. 25(7), pages 1245-1269, July.

    Cited by:

    1. Agnolucci, Paolo, 2009. "Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models," Energy Economics, Elsevier, vol. 31(2), pages 316-321, March.
    2. Chuang, Wen-I & Huang, Teng-Ching & Lin, Bing-Huei, 2013. "Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 168-187.
    3. Fassas, Athanasios P. & Siriopoulos, Costas, 2021. "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 303-329.
    4. Goyal, Raghav & Adjemian, Michael K., 2020. "The 2019 Government Shutdown Increased Uncertainty in Major Agricultural Commodity Markets," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304256, Agricultural and Applied Economics Association.
    5. Christopher J. Neely, 2004. "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers 2002-017, Federal Reserve Bank of St. Louis.
    6. Söylemez, Arif Orçun, 2020. "How Do Volatility and Return Series Interact?," MPRA Paper 104687, University Library of Munich, Germany.
    7. Chan, Kam C. & Cheng, Louis T. W. & Lung, Peter P., 2003. "Moneyness and the response of the implied volatilities to price changes: The empirical evidence from HSI options," Pacific-Basin Finance Journal, Elsevier, vol. 11(4), pages 527-553, September.
    8. Wilkens, Sascha & Roder, Klaus, 2006. "The informational content of option-implied distributions: Evidence from the Eurex index and interest rate futures options market," Global Finance Journal, Elsevier, vol. 17(1), pages 50-74, September.
    9. Kam C. Chan & Louis T. W. Cheng & Peter P. Lung, 2005. "Asymmetric Volatility and Trading Activity in Index Futures Options," The Financial Review, Eastern Finance Association, vol. 40(3), pages 381-407, August.
    10. Szakmary, Andrew & Ors, Evren & Kyoung Kim, Jin & Davidson, Wallace III, 2003. "The predictive power of implied volatility: Evidence from 35 futures markets," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2151-2175, November.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.