The DOI matches its Crossref record; 63 of the 63 references it cites were found in a registry or an index.
Payoff complementarities and financial fragility: Evidence from mutual fund outflows
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Cites
Density Estimation for Statistics and Data Analysis
Silverman, B. W. (2018) · Routledge eBooks · doi:10.1201/9781315140919 · Cited by 15,796
Illiquidity and stock returns: cross-section and time-series effects
Amihud, Y. (2002) · Journal of Financial Markets · doi:10.1016/s1386-4181(01)00024-6 · Cited by 9,963
Continuous Auctions and Insider Trading
Kyle, A. S. (1985) · Econometrica · doi:10.2307/1913210 · Cited by 9,580
Bank Runs, Deposit Insurance, and Liquidity
Diamond, D. W., & Dybvig, P. H. (1983) · Journal of Political Economy · doi:10.1086/261155 · Cited by 9,369
Density Estimation for Statistics and Data Analysis
(1986) · Springer eBooks · doi:10.1007/978-1-4899-3324-9 · Cited by 8,525
Identification of Endogenous Social Effects: The Reflection Problem
Manski, C. F. (1993) · The Review of Economic Studies · doi:10.2307/2298123 · Cited by 6,209
Agency Problems and Residual Claims
Fama, E. F., & Jensen, M. C. (1983) · The Journal of Law and Economics · doi:10.1086/467038 · Cited by 4,827
On the impossibility of informationally efficient markets
Stiglitz, J. E., & Grossman, S. J. (1980) · Columbia University · doi:10.7916/d8765r99 · Cited by 3,645
Costly Search and Mutual Fund Flows
Sirri, E. R., & Tufano, P. (1998) · The Journal of Finance · doi:10.1111/0022-1082.00066 · Cited by 3,200
Asset pricing with liquidity risk
ACHARYA, V, & PEDERSEN, L. (2005) · Journal of Financial Economics · doi:10.1016/j.jfineco.2004.06.007 · Cited by 2,773
Cited by
Deposit Competition and Financial Fragility: Evidence from the US Banking Sector
Egan, M., Hortaçsu, A., & Matvos, G. (2017) · American Economic Review · doi:10.1257/aer.20150342 · Cited by 435
Reaching for Yield in Corporate Bond Mutual Funds
Choi, J., & Kronlund, M. (2018) · The Review of Financial Studies · doi:10.1093/rfs/hhx132 · Cited by 284
Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity
Ma, Y., Xiao, K., & Zeng, Y. (2022) · The Review of Financial Studies · doi:10.1093/rfs/hhac007 · Cited by 266
Financial Crises: Theory and Evidence
Allen, F., Babus, A., & Carletti, E. (2009) · Annual Review of Financial Economics · doi:10.1146/annurev.financial.050808.114321 · Cited by 258
Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds
Chernenko, S., & Sunderam, A. (2016) · doi:10.3386/w22391 · Cited by 117
Metadata
- Authors
- Chen, Q., Goldstein, I., & Jiang, W.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2010-08
- Volume
- 97
- Issue
- 2
- Pages
- 239-262
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2131243673
- Cited by
- 697
- References
- 63
- FWCI
- 50.89
- Type
- journal article
- Language
- en
- Open access
- green
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- Chen, Q., Goldstein, I., & Jiang, W. (2010). Payoff complementarities and financial fragility: Evidence from mutual fund outflows. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2010.03.016
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
