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Inessa Liskovich

Personal Details

First Name:Inessa
Middle Name:
Last Name:Liskovich
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RePEc Short-ID:pli849
[This author has chosen not to make the email address public]
https://sites.google.com/site/inessal/
Inessa Liskovich UT Austin, McCombs School of Business Department of Finance 2110 Speedway, Stop B6600 CBA 6.222 Austin, TX 78712

Affiliation

Department of Finance
McCombs School of Business
University of Texas-Austin

Austin, Texas (United States)
http://www.mccombs.utexas.edu/dept/finance/
RePEc:edi:dfutxus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Inessa Liskovich & Maya Shaton, 2017. "Borrowers in Search of Feedback : Evidence from Consumer Credit Markets," Finance and Economics Discussion Series 2017-049, Board of Governors of the Federal Reserve System (U.S.).
  2. Harrison Hong & Inessa Liskovich, 2015. "Crime, Punishment and the Halo Effect of Corporate Social Responsibility," NBER Working Papers 21215, National Bureau of Economic Research, Inc.
  3. Yen-cheng Chang & Harrison Hong & Inessa Liskovich, 2013. "Regression Discontinuity and the Price Effects of Stock Market Indexing," NBER Working Papers 19290, National Bureau of Economic Research, Inc.

Articles

  1. Yen-Cheng Chang & Harrison Hong & Inessa Liskovich, 2015. "Regression Discontinuity and the Price Effects of Stock Market Indexing," The Review of Financial Studies, Society for Financial Studies, vol. 28(1), pages 212-246.

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. Inessa Liskovich & Maya Shaton, 2017. "Borrowers in Search of Feedback : Evidence from Consumer Credit Markets," Finance and Economics Discussion Series 2017-049, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Galema, Rients, 2020. "Credit rationing in P2P lending to SMEs: Do lender-borrower relationships matter?," Journal of Corporate Finance, Elsevier, vol. 65(C).
    2. Franklin Allen & Julapa Jagtiani, 2020. "A Survey of Fintech Research and Policy Discussion," Working Papers 20-21, Federal Reserve Bank of Philadelphia.
    3. Biancini, Sara & Verdier, Marianne, 2023. "Bank-platform competition in the credit market," International Journal of Industrial Organization, Elsevier, vol. 91(C).

  2. Harrison Hong & Inessa Liskovich, 2015. "Crime, Punishment and the Halo Effect of Corporate Social Responsibility," NBER Working Papers 21215, National Bureau of Economic Research, Inc.

    Cited by:

    1. Kolcava, Dennis, 2020. "Do citizens hold business accountable for greenwashing by demanding more government intervention?," OSF Preprints sj4dk, Center for Open Science.
    2. Ye Zhang, 2020. "Discrimination in the Venture Capital Industry: Evidence from Field Experiments," Papers 2010.16084, arXiv.org, revised Aug 2022.
    3. Andreas Hoepner & Lisa Schopohl, 2015. "Red versus Blue: Do Political Dimensions Influence the Investment Preferences of State Pension Funds?," ICMA Centre Discussion Papers in Finance icma-dp2015-06, Henley Business School, University of Reading.
    4. Michael Mayberry, 2020. "Good for managers, bad for society? Causal evidence on the association between risk‐taking incentives and corporate social responsibility," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(9-10), pages 1182-1214, October.
    5. Hossain, Ashrafee & Rjiba, Hatem & Saadi, Samir, 2022. "Judge Ideology and Corporate Sexual Orientation Equality," Finance Research Letters, Elsevier, vol. 49(C).
    6. Servaes, Henri & Tamayo, Ane, 2015. "Social Capital, Trust, and Firm Performance during the Financial Crisis," CEPR Discussion Papers 10399, C.E.P.R. Discussion Papers.
    7. Laszlo Goerke, 2018. "Corporate Social Responsibility and Tax Avoidance," IAAEU Discussion Papers 201809, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
    8. Karl V. Lins & Henri Servaes & Ane Tamayo, 2017. "Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis," Journal of Finance, American Finance Association, vol. 72(4), pages 1785-1824, August.
    9. Amrou Awaysheh & Randall A. Heron & Tod Perry & Jared I. Wilson, 2020. "On the relation between corporate social responsibility and financial performance," Strategic Management Journal, Wiley Blackwell, vol. 41(6), pages 965-987, June.
    10. Fariha Jahan & Jungmu Kim, 2023. "Does the Shield Effect of CSR Work in Crises? Evidence in Korea," Sustainability, MDPI, vol. 15(11), pages 1-18, June.
    11. Jiang, Yahan & Wang, Cai & Li, Sha & Wan, Jing, 2022. "Do institutional investors' corporate site visits improve ESG performance? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
    12. Bae, Kee-Hong & El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck C.Y. & Zheng, Ying, 2019. "Does corporate social responsibility reduce the costs of high leverage? Evidence from capital structure and product market interactions," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 135-150.
    13. Muermann, Alexander & Rauter, Thomas, 2016. "Prestige and loan pricing," CFS Working Paper Series 544, Center for Financial Studies (CFS).
    14. Zheng, Zhigang & Li, Jiarong & Ren, Xingzi & Guo, Jie Michael, 2023. "Does corporate ESG create value? New evidence from M&As in China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    15. Dyck, Alexander & Lins, Karl V. & Roth, Lukas & Wagner, Hannes F., 2019. "Do institutional investors drive corporate social responsibility? International evidence," Journal of Financial Economics, Elsevier, vol. 131(3), pages 693-714.
    16. Dharmapala, Dhammika & Khanna, Vikramaditya, 2018. "The impact of mandated corporate social responsibility: Evidence from India’s Companies Act of 2013," International Review of Law and Economics, Elsevier, vol. 56(C), pages 92-104.
    17. Andreas G. F. Hoepner & Lisa Schopohl, 2020. "State Pension Funds and Corporate Social Responsibility: Do Beneficiaries’ Political Values Influence Funds’ Investment Decisions?," Journal of Business Ethics, Springer, vol. 165(3), pages 489-516, September.
    18. Alves, Carlos Francisco & Meneses, Lilian Lima, 2024. "ESG scores and debt costs: Exploring indebtedness, agency costs, and financial system impact," International Review of Financial Analysis, Elsevier, vol. 94(C).
    19. Bofinger, Yannik & Heyden, Kim J. & Rock, Björn, 2022. "Corporate social responsibility and market efficiency: Evidence from ESG and misvaluation measures," Journal of Banking & Finance, Elsevier, vol. 134(C).
    20. Shahid Ali & Junrui Zhang & Muhammad Usman & Farman Ullah Khan & Amir Ikram & Bilal Anwar, 2019. "Sub-National Institutional Contingencies and Corporate Social Responsibility Performance: Evidence from China," Sustainability, MDPI, vol. 11(19), pages 1-21, October.
    21. Ben-Nasr, Hamdi & Ghouma, Hatem, 2018. "Employee welfare and stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 700-725.
    22. Abdullah Alsaadi & M. Shahid Ebrahim & Aziz Jaafar, 2017. "Corporate Social Responsibility, Shariah-Compliance, and Earnings Quality," Journal of Financial Services Research, Springer;Western Finance Association, vol. 51(2), pages 169-194, April.
    23. David Berri & Alex Farnell & Robert Simmons, 2023. "The determinants of Black quarterback pay in the National Football League," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(3), pages 1491-1503, April.
    24. Wei Li & Yuan Lu & Weining Li, 2019. "Does CSR Action Provide Insurance-Like Protection to Tax-Avoiding Firms? Evidence from China," Sustainability, MDPI, vol. 11(19), pages 1-19, September.
    25. Chuan Yang Hwang & Sheridan Titman & Ying Wang, 2022. "Investor Tastes, Corporate Behavior, and Stock Returns: An Analysis of Corporate Social Responsibility," Management Science, INFORMS, vol. 68(10), pages 7131-7152, October.
    26. Farah, Tazrina & Li, Jialong & Li, Zhicheng & Shamsuddin, Abul, 2021. "The non-linear effect of CSR on firms’ systematic risk: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
    27. Huang, Wei & Luo, Yan & Wang, Xiaohuan & Xiao, Lifu, 2022. "Controlling shareholder pledging and corporate ESG behavior," Research in International Business and Finance, Elsevier, vol. 61(C).
    28. Arouri, Mohamed & Gomes, Mathieu & Pukthuanthong, Kuntara, 2019. "Corporate social responsibility and M&A uncertainty," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 176-198.
    29. Dharwadkar, Ravi & Guo, Jun & Shi, Linna & Yang, Rong, 2021. "Corporate social irresponsibility and boards: The implications of legal expertise," Journal of Business Research, Elsevier, vol. 125(C), pages 143-154.
    30. Barka, Zeineb & Hamza, Taher & Mrad, Senda, 2023. "Corporate ESG scores and equity market misvaluation: Toward ethical investor behavior," Economic Modelling, Elsevier, vol. 127(C).
    31. Moonsoo Kang & K. G. Viswanathan & Nancy A. White & Edward J. Zychowicz, 2021. "Sustainability efforts, index recognition, and stock performance," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 120-132, March.
    32. Hasan, Iftekhar & Karavitis, Panagiotis & Kazakis, Pantelis & Leung, Woon Sau, 2019. "Corporate Social Responsibility and Profit Shifting," MPRA Paper 91580, University Library of Munich, Germany.
    33. Servaes, Henri & Amiraslani, Hami & Lins, Karl & Tamayo, Ane, 2017. "A Matter of Trust? The Bond Market Benefits of Corporate Social Capital during the Financial Crisis," CEPR Discussion Papers 12321, C.E.P.R. Discussion Papers.
    34. Bae, Kee-Hong & El Ghoul, Sadok & Gong, Zhaoran (Jason) & Guedhami, Omrane, 2021. "Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic," Journal of Corporate Finance, Elsevier, vol. 67(C).
    35. Nishant Dass & Vikram Nanda & Steven Chong Xiao, 2021. "Geographic Clustering of Corruption in the United States," Journal of Business Ethics, Springer, vol. 173(3), pages 577-597, October.
    36. Schankerman, Mark & Galasso, Alberto, 2020. "Licensing Life-Saving Drugs for Developing Countries: Evidence from the Medicines Patent Pool," CEPR Discussion Papers 15544, C.E.P.R. Discussion Papers.
    37. Dongyoung Lee, 2020. "Corporate social responsibility of U.S.‐listed firms headquartered in tax havens," Strategic Management Journal, Wiley Blackwell, vol. 41(9), pages 1547-1571, September.
    38. Jiao Luo & Aseem Kaul & Haram Seo, 2018. "Winning us with trifles: Adverse selection in the use of philanthropy as insurance," Strategic Management Journal, Wiley Blackwell, vol. 39(10), pages 2591-2617, October.
    39. Xu, Shen & Chen, Xia & Li, Antai & Xia, Xinping, 2020. "Disclosure for whom? Government involvement, CSR disclosure and firm value," Emerging Markets Review, Elsevier, vol. 44(C).
    40. Nam Tran & Don O'Sullivan, 2020. "The relationship between corporate social responsibility, financial misstatements and SEC enforcement actions," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(S1), pages 1111-1147, April.
    41. Tamas Barko & Martijn Cremers & Luc Renneboog, 2022. "Shareholder Engagement on Environmental, Social, and Governance Performance," Journal of Business Ethics, Springer, vol. 180(2), pages 777-812, October.
    42. Arcuri, Maria Cristina & Di Tommaso, Caterina & Pisani, Raoul, 2024. "Does gender matter in financing SMEs in green industry?," Research in International Business and Finance, Elsevier, vol. 69(C).
    43. Gillan, Stuart L. & Koch, Andrew & Starks, Laura T., 2021. "Firms and social responsibility: A review of ESG and CSR research in corporate finance," Journal of Corporate Finance, Elsevier, vol. 66(C).
    44. Guidi, Marco & Sogiakas, Vasilios & Vagenas-Nanos, Evangelos & Verwijmeren, Patrick, 2020. "Spreading the sin: An empirical assessment from corporate takeovers," International Review of Financial Analysis, Elsevier, vol. 71(C).
    45. Hooi Hooi Lean & Fabio Pizzutilo, 2021. "Performances and risk of socially responsible investments across regions during crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3556-3568, July.
    46. Xinmeng He & Antai Li & Keda Zhu, 2020. "Mandatory CSR Disclosure and its Insurance Effect: Evidence from China," International Journal of Economics and Financial Issues, Econjournals, vol. 10(6), pages 154-162.
    47. Dingru Liu & Shanyue Jin, 2023. "How Does Corporate ESG Performance Affect Financial Irregularities?," Sustainability, MDPI, vol. 15(13), pages 1-16, June.
    48. Xiangjun Hong & Xian Lin & Laitan Fang & Yuchen Gao & Ruipeng Li, 2022. "Application of Machine Learning Models for Predictions on Cross-Border Merger and Acquisition Decisions with ESG Characteristics from an Ecosystem and Sustainable Development Perspective," Sustainability, MDPI, vol. 14(5), pages 1-27, February.
    49. Peter Tashman & Valentina Marano & Tatiana Kostova, 2019. "Walking the walk or talking the talk? Corporate social responsibility decoupling in emerging market multinationals," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(2), pages 153-171, March.
    50. Giannetti, Mariassunta & , & Gantchev, Nickolay, 2019. "Does Money Talk? Market Discipline through Selloffs and Boycotts," CEPR Discussion Papers 14098, C.E.P.R. Discussion Papers.
    51. Jonathan M. Karpoff, 2021. "On a stakeholder model of corporate governance," Financial Management, Financial Management Association International, vol. 50(2), pages 321-343, June.
    52. Jie Cao & Hao Liang & Xintong Zhan, 2019. "Peer Effects of Corporate Social Responsibility," Management Science, INFORMS, vol. 65(12), pages 5487-5503, December.

  3. Yen-cheng Chang & Harrison Hong & Inessa Liskovich, 2013. "Regression Discontinuity and the Price Effects of Stock Market Indexing," NBER Working Papers 19290, National Bureau of Economic Research, Inc.

    Cited by:

    1. Franzoni, Francesco & Ben-David, Itzhak & Moussawi, Rabih & Sedunov, John, 2019. "The Granular Nature of Large Institutional Investors," CEPR Discussion Papers 13427, C.E.P.R. Discussion Papers.
    2. Tomas Williams & Lorenzo Pandolfi, 2017. "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," Working Papers 2017-11, The George Washington University, Institute for International Economic Policy.
    3. Hvide, Hans K. & Meling, Tom G. & Mogstad, Magne & Vestad, Ola, 2023. "Broadband Internet and the Stock Market Investments of Individual Investors," CEPR Discussion Papers 18067, C.E.P.R. Discussion Papers.
    4. Pavlova, Anna & Kashyap, Anil & Kovrijnykh, Natalia & ,, 2018. "The Benchmark Inclusion Subsidy," CEPR Discussion Papers 13356, C.E.P.R. Discussion Papers.
    5. Vayanos, Dimitri & Jiang, Hao & Zheng, Lu, 2020. "Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing," CEPR Discussion Papers 15563, C.E.P.R. Discussion Papers.
    6. Tomas Williams, 2018. "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," The Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4958-4994.
    7. Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2019. "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Swiss Finance Institute Research Paper Series 19-56, Swiss Finance Institute.
    8. Germán Gutiérrez & Thomas Philippon, 2016. "Investment-less Growth: An Empirical Investigation," NBER Working Papers 22897, National Bureau of Economic Research, Inc.
    9. Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021. "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.
    10. Ralph S. J. Koijen & Motohiro Yogo, 2015. "A Demand System Approach to Asset Pricing," Staff Report 510, Federal Reserve Bank of Minneapolis.
    11. Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Swiss Finance Institute Research Paper Series 24-16, Swiss Finance Institute.
    12. Escobar,Mariana & Pandolfi,Lorenzo & Pedraza Morales,Alvaro Enrique & Williams,Tomas, 2021. "The Anatomy of Index Rebalancings : Evidence from Transaction Data," Policy Research Working Paper Series 9770, The World Bank.
    13. Buffa, Andrea M. & Hodor, Idan, 2023. "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, Elsevier, vol. 147(2), pages 352-381.
    14. Alex Young, 2017. "The effect of stock market indexing on the asymmetric timeliness of loss recognition," Economics Bulletin, AccessEcon, vol. 37(3), pages 1768-1780.
    15. Chen, Tao & Dong, Hui & Lin, Chen, 2020. "Institutional shareholders and corporate social responsibility," Journal of Financial Economics, Elsevier, vol. 135(2), pages 483-504.
    16. Pyung Kun Chu, 2021. "Corporate Social Responsibility Proposals and Firm Valuation," IJFS, MDPI, vol. 9(3), pages 1-14, August.
    17. Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L. & Williams, Tomas, 2022. "Large international corporate bonds: Investor behavior and firm responses," Journal of International Economics, Elsevier, vol. 137(C).
    18. Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2020. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Mo.Fi.R. Working Papers 165, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    19. Grimstvedt Meling, Tom, 2017. "Anonymous trading in equities," Working Papers in Economics 7/17, University of Bergen, Department of Economics.
    20. Tseng, Yun-lan & Pan, Ging-ginq, 2024. "Do anticipated changes in the MSCI Taiwan index drive investor behavior?," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 563-580.
    21. Agarwal, Vikas & Hanouna, Paul & Moussawi, Rabih & Stahel, Christof W., 2021. "Do ETFs increase the commonality in liquidity of underlying stocks?," CFR Working Papers 21-04, University of Cologne, Centre for Financial Research (CFR).
    22. Chang, Eric C. & Lin, Tse-Chun & Ma, Xiaorong, 2019. "Does short-selling threat discipline managers in mergers and acquisitions decisions?," Journal of Accounting and Economics, Elsevier, vol. 68(1).
    23. Andrew Bird & Stephen A. Karolyi, 2016. "Do Institutional Investors Demand Public Disclosure?," The Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3245-3277.
    24. Danbolt, Jo & Hirst, Ian & Jones, Edward, 2018. "Gaming the FTSE 100 index," The British Accounting Review, Elsevier, vol. 50(4), pages 364-378.
    25. Duffy, John & Friedman, Dan & Rabanal, Jean Paul & Rud, Olga, 2022. "The impact of ETF index inclusion on stock prices," UiS Working Papers in Economics and Finance 2022/2, University of Stavanger.
    26. Friedrich-Carl Franz, 2020. "Forecasting index changes in the German DAX family," Journal of Asset Management, Palgrave Macmillan, vol. 21(2), pages 135-153, March.
    27. Anand M. Vijh & Jiawei (Brooke) Wang, 2022. "Negative returns on addition to the S&P 500 index and positive returns on deletion? New evidence on the attractiveness of S&P 500 versus S&P 400 indexes," Financial Management, Financial Management Association International, vol. 51(4), pages 1127-1164, December.
    28. Dasgupta, Amil & Fos, Vyacheslav & Sautner, Zacharias, 2021. "Institutional investors and corporate governance," LSE Research Online Documents on Economics 112114, London School of Economics and Political Science, LSE Library.
    29. Robin Greenwood & Toomas Laarits & Jeffrey Wurgler, 2022. "Stock Market Stimulus," NBER Working Papers 29827, National Bureau of Economic Research, Inc.
    30. Pekka Honkanen & Daniel Schmidt & Bastian von Beschwitz, 2022. "Passive Ownership and Short Selling," International Finance Discussion Papers 1365, Board of Governors of the Federal Reserve System (U.S.).
    31. Claudio Raddatz & Sergio L. Schmukler & Tomas Williams, 2015. "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers 042015, Hong Kong Institute for Monetary Research.
    32. Tom Grimstvedt Meling, 2021. "Anonymous Trading in Equities," Journal of Finance, American Finance Association, vol. 76(2), pages 707-754, April.
    33. Cline, Brandon N. & Fu, Xudong & Tang, Tian, 2020. "Shareholder investment horizons and bank debt financing," Journal of Banking & Finance, Elsevier, vol. 110(C).
    34. Saæglam, Mehmet & Tuzun, Tugkan & Wermers, Russ, 2021. "Do ETFs increase liquidity?," CFR Working Papers 21-03, University of Cologne, Centre for Financial Research (CFR).
    35. Boone, Audra L. & White, Joshua T., 2015. "The effect of institutional ownership on firm transparency and information production," Journal of Financial Economics, Elsevier, vol. 117(3), pages 508-533.
    36. Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2023. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
    37. Appel, Ian R. & Gormley, Todd A. & Keim, Donald B., 2016. "Passive investors, not passive owners," Journal of Financial Economics, Elsevier, vol. 121(1), pages 111-141.
    38. Mauricio Villamizar-Villegas & Freddy A. Pinzón-Puerto & María Alejandra Ruiz-Sánchez, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Borradores de Economia 1112, Banco de la Republica de Colombia.
    39. Billett, Matthew T. & Garfinkel, Jon A. & Jiang, Yi, 2023. "The capital supply channel in peer effects: The case of SEOs," Journal of Banking & Finance, Elsevier, vol. 149(C).
    40. Eric Qian, 2023. "Heterogeneity-robust granular instruments," Papers 2304.01273, arXiv.org, revised Jun 2024.
    41. Brooks, Chris & Chen, Zhong & Zeng, Yeqin, 2018. "Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 187-216.
    42. Luca J. Liebi, 2020. "The effect of ETFs on financial markets: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 165-178, June.
    43. Lawrence Glosten & Suresh Nallareddy & Yuan Zou, 2021. "ETF Activity and Informational Efficiency of Underlying Securities," Management Science, INFORMS, vol. 67(1), pages 22-47, January.
    44. Swanson, Edward P. & Young, Glen M. & Yust, Christopher G., 2022. "Are all activists created equal? The effect of interventions by hedge funds and other private activists on long-term shareholder value," Journal of Corporate Finance, Elsevier, vol. 72(C).
    45. Fich, Eliezer M. & Harford, Jarrad & Tran, Anh L., 2015. "Motivated monitors: The importance of institutional investors׳ portfolio weights," Journal of Financial Economics, Elsevier, vol. 118(1), pages 21-48.
    46. Hwang, Chuan-Yang & Wong, Kit Pong & Yi, Long, 2022. "What explains the dispersion effect? Evidence from institutional ownership," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
    47. Coles, Jeffrey L. & Heath, Davidson & Ringgenberg, Matthew C., 2022. "On index investing," Journal of Financial Economics, Elsevier, vol. 145(3), pages 665-683.
    48. Tse-Chun Lin & Qi Liu & Bo Sun, 2019. "Contractual Managerial Incentives with Stock Price Feedback," American Economic Review, American Economic Association, vol. 109(7), pages 2446-2468, July.
    49. Ammann, Manuel & Arnold, Marc & Straumann, Simon, 2017. "Illuminating the Dark Side of Financial Innovation: The Role of Investor Information," Working Papers on Finance 1704, University of St. Gallen, School of Finance.
    50. Jansen, Kristy, 2021. "Essays on institutional investors, portfolio choice, and asset prices," Other publications TiSEM fd998408-d282-4e0f-b542-4, Tilburg University, School of Economics and Management.
    51. Lewellen, Katharina & Lowry, Michelle, 2021. "Does common ownership really increase firm coordination?," Journal of Financial Economics, Elsevier, vol. 141(1), pages 322-344.
    52. Kiesewetter, Dirk & Manthey, Johannes, 2017. "The relationship between corporate governance and tax avoidance - evidence from Germany using a regression discontinuity design," arqus Discussion Papers in Quantitative Tax Research 218, arqus - Arbeitskreis Quantitative Steuerlehre.
    53. Alessandro Micheli & Eyal Neuman, 2020. "Evidence of Crowding on Russell 3000 Reconstitution Events," Papers 2006.07456, arXiv.org, revised Sep 2022.
    54. Alex Young, 2015. "The effect of stock market indexing on corporate tax avoidance," Papers 1509.00136, arXiv.org.
    55. Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," CEPR Discussion Papers 14890, C.E.P.R. Discussion Papers.
    56. Chattopadhyay, Akash & Shaffer, Matthew D. & Wang, Charles C.Y., 2020. "Governance through shame and aspiration: Index creation and corporate behavior," Journal of Financial Economics, Elsevier, vol. 135(3), pages 704-724.
    57. Martijn Cremers & Ankur Pareek & Zacharias Sautner, 2020. "Short-Term Investors, Long-Term Investments, and Firm Value: Evidence from Russell 2000 Index Inclusions," Management Science, INFORMS, vol. 66(10), pages 4535-4551, October.
    58. Baghdadi, Ghasan A. & Bhatti, Ishaq M. & Nguyen, Lily H.G. & Podolski, Edward J., 2018. "Skill or effort? Institutional ownership and managerial efficiency," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 19-33.
    59. Michel, Allen & Oded, Jacob & Shaked, Israel, 2020. "Institutional investors and firm performance: Evidence from IPOs," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    60. Christopher Hansman & Harrison Hong & Wenxi Jiang & Yu-Jane Liu & Juan-Juan Meng, 2018. "Effects of Credit Expansions on Stock Market Booms and Busts," NBER Working Papers 24586, National Bureau of Economic Research, Inc.
    61. Ian R. Appel & Todd A. Gormley & Donald B. Keim, 2016. "Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism," NBER Working Papers 22707, National Bureau of Economic Research, Inc.
    62. Schmidt, Cornelius & Fahlenbrach, Rüdiger, 2017. "Do exogenous changes in passive institutional ownership affect corporate governance and firm value?," Journal of Financial Economics, Elsevier, vol. 124(2), pages 285-306.
    63. Alex Young, 2018. "Will the Real Specification Please Stand Up? A Comment on Andrew Bird and Stephen Karolyi," Econ Journal Watch, Econ Journal Watch, vol. 15(1), pages 1-35–48, January.
    64. In Ji Jang & Namho Kang, 2024. "ETF and corporate reporting," The Financial Review, Eastern Finance Association, vol. 59(2), pages 293-323, May.
    65. Jun Wang & Qijian Wang, 2021. "Influence or Preference? A New Look at Institutional Ownership and Earnings Management," Businesses, MDPI, vol. 1(3), pages 1-17, October.
    66. Antonio Falato & Ali Hortaçsu & Dan Li & Chaehee Shin, 2021. "Fire‐Sale Spillovers in Debt Markets," Journal of Finance, American Finance Association, vol. 76(6), pages 3055-3102, December.
    67. Liao, Yixin & Coakley, Jerry & Kellard, Neil, 2022. "Index tracking and beta arbitrage effects in comovement," International Review of Financial Analysis, Elsevier, vol. 83(C).
    68. Chen, Hung-Ling & Shiu, Cheng-Yi & Wei, Hui-Shan, 2019. "Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 93-112.
    69. Doron Israeli & Charles M. C. Lee & Suhas A. Sridharan, 2017. "Is there a dark side to exchange traded funds? An information perspective," Review of Accounting Studies, Springer, vol. 22(3), pages 1048-1083, September.
    70. Li, Yuanpeng & Sun, Qian & Tian, Shu, 2018. "The impact of IPO approval on the price of existing stocks: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 50(C), pages 109-127.
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Articles

  1. Yen-Cheng Chang & Harrison Hong & Inessa Liskovich, 2015. "Regression Discontinuity and the Price Effects of Stock Market Indexing," The Review of Financial Studies, Society for Financial Studies, vol. 28(1), pages 212-246.
    See citations under working paper version above.Sorry, no citations of articles recorded.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-LAW: Law and Economics (1) 2015-06-05
  2. NEP-PAY: Payment Systems and Financial Technology (1) 2017-05-14

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