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Financial Markets, Institutions and Instruments

Wiley-Blackwell

AJG 3ABDC A
Abstract coveragesee Methodology
Recent paperssorted by most recent
PaperYearCitations
Estimating Hedge Fund Leverage: A Three‐Step Estimation Protocol
Ariston Karagiorgis & Κωνσταντίνος Δράκος
20252 citations
Opportunistic Insider Trading During the COVID‐19 Pandemic
Bijoy Chandra Das
20251 citations
Issue Information
Unknown
20251 citations
How Do Banks Respond to Supplier IPOs?
Sung C. Bae et al.
20251 citations
[Untitled]
Unknown
20250 citations
Synergistic Gains and National Cultural Distance
Tanveer Hussain et al.
20250 citations
Interplay Between Competition Networks, Strategy Uniqueness, and Hedge Fund Performance
Maher Kooli & Min Zhang
20250 citations
Issue Information
Unknown
20250 citations
Financial flexibility and the persistence of extreme financial leverage policies: A new empirical approach
Tahera Ebrahimi & Basil Al‐Najjar
20250 citations
Issue Information
Unknown
20250 citations
[Untitled]
Unknown
20250 citations
[Untitled]
Unknown
20250 citations
Issue Information
Unknown
20250 citations
Issue Information
Unknown
20250 citations
Unravelling the Impact of Ideological Diversity on Stock Returns Amidst Uncertainty
Ambrose Egwuonwu et al.
20250 citations
[Untitled]
Unknown
20250 citations
[Untitled]
Unknown
20250 citations
Being stranded with fossil fuel reserves? Climate policy risk and the pricing of bank loans
Manthos D. Delis et al.
2024120 citations
Corporate pollution and reputational exposure
Georgios Chortareas et al.
20246 citations
Managing bank liquidity hoarding during uncertain times: The role of board gender diversity
Denis Davydov et al.
20246 citations

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