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Crisis and Risk Management. (2000). Scholes, Myron.
In: American Economic Review.
RePEc:aea:aecrev:v:90:y:2000:i:2:p:17-21.

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  1. Impact of bank-affiliation on liquidity seeking of foreign mutual funds during adverse shocks: Evidence from China. (2024). Xu, Yimin ; Du, Anna Min ; Goodell, John W ; Mao, Rui ; Zhang, Jinhua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006112.

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  2. Ambiguous price formation. (2023). He, Xue-Zhong ; Aliyev, Nihad.
    In: Journal of Mathematical Economics.
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  3. Swing Pricing et dynamique des flux au regard de la crise Covid-19. (2023). Garcia, Thomas ; Baena, Antoine.
    In: Working papers.
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  4. Optimal portfolio liquidation with cross-price impacts on trading. (2022). Lai, Kin Keung ; Guo, Jue ; Li, YI ; Shi, Jinzhao.
    In: Operational Research.
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  5. Essays on institutional investors, portfolio choice, and asset prices. (2021). Jansen, Kristy .
    In: Other publications TiSEM.
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  6. Art in Times of Crisis. (2021). Renneboog, Luc ; Oosterlinck, Kim ; David, Geraldine.
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  7. Art in Times of Crisis. (2021). Renneboog, Luc ; Oosterlinck, Kim ; David, Geraldine.
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  8. The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic. (2021). Mao, Rui ; Xing, Mengying ; Wang, Jieyu ; Zhang, Jinhua.
    In: Pacific-Basin Finance Journal.
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  9. HOW DID RISK MANAGEMENT METHODS CHANGE AFTER THE 2007 SUB-PRIME MORTGAGE CRISIS IN THE UNITED KINGDOM?. (2020). Younas, Muhammad Zeeshan.
    In: Bulletin of Business and Economics (BBE).
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  10. Once bitten twice shy? Evidence from the U.S. banking industry during the crash of the energy market. (2020). Karpovics, Mikhael ; Craig, Karen Ann ; Chen, Zhongdong.
    In: Energy Economics.
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  11. Who benefits in a crisis? Evidence from hedge fund stock and option holdings. (2019). Shi, Zhen ; Martin, Spencer J ; Aragon, George O.
    In: Journal of Financial Economics.
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  12. Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D.
    In: Journal of International Financial Markets, Institutions and Money.
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  13. Liquidity shocks and institutional investors. (2019). Dang, Tung ; Zhang, Bohui ; Moshirian, Fariborz.
    In: The North American Journal of Economics and Finance.
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  14. Within-Bank Spillovers of Real Estate Shocks. (2018). Yuan, Kathy ; Cvijanovi, Dragana ; Cuat, Vicente.
    In: Review of Corporate Finance Studies.
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  15. Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets. (2018). Toyoshima, Yuki ; Hamori, Shigeyuki.
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  16. Within-bank spillovers of real estate shocks. (2018). Cuñat, Vicente ; Yuan, Kathy ; Cvijanovic, Dragana ; Cuat, Vicente.
    In: LSE Research Online Documents on Economics.
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  17. Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal.
    In: The Quarterly Review of Economics and Finance.
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  18. Market volatility, liquidity shocks, and stock returns: Worldwide evidence. (2018). Marshall, Ben ; Anderson, Hamish D.
    In: Pacific-Basin Finance Journal.
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  19. Leverage constraints and asset prices: Insights from mutual fund risk taking. (2018). Boguth, Oliver ; Simutin, Mikhail.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:127:y:2018:i:2:p:325-341.

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  20. Are Risk Management Disclosures Informative or Tautological? Evidence from the U.S. Banking Sector. (2017). Jizi, Mohammad I ; Dixon, Robert.
    In: Accounting Perspectives.
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  21. Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal.
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  22. Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors. (2017). Ben-Rephael, Azi .
    In: Journal of Financial Intermediation.
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  23. The pricing of illiquidity and illiquid assets : Essays on empirical asset pricing. (2016). Tuijp, Patrick.
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  24. The liquidity management of institutional investors and the pricing of liquidity risk. (2016). Xing, Ran .
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  25. Funding liquidity risk of funds of hedge funds: Evidence from their holdings. (2015). Agarwal, Vikas ; Shi, Zhen ; Aragon, George O.
    In: CFR Working Papers.
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  26. Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2015). Meisenzahl, Ralf R. ; Irani, Rustom M..
    In: Finance and Economics Discussion Series.
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  27. Fire Sales and Information Advantage: When Informed Investor Helps. (2015). Zhang, Lei ; Massa, Massimo.
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  28. A Macroeconomic Framework for Quantifying Systemic Risk. (2014). He, Zhiguo ; Krishnamurthy, Arvind.
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  29. Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact. (2014). Chen, Jingnan ; Ye, Yinyu ; Peng, Jiming ; Feng, Liming ; Mingfeng, LI.
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  30. Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2014). Meisenzahl, Ralf R. ; Irani, Rustom M..
    In: Finance and Economics Discussion Series.
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  31. Money and liquidity in financial markets. (2014). Nyborg, Kjell ; ostberg, Per .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:112:y:2014:i:1:p:30-52.

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  32. Financial Crisis and Corporate Liquidity: Implications for Emerging Markets. (2013). Chen, Naiwei ; Chang, Meiya .
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  33. A comparison of the original and revised Basel market risk frameworks for regulating bank capital. (2013). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
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  34. Market liquidity and institutional trading during the 2007–8 financial crisis. (2013). Poon, Ser-Huang ; Stathopoulos, Konstantinos ; Rockinger, Michael.
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  35. Analyzing Herd Behavior in Global Stock Markets: An Intercontinental Comparison. (2013). Kim, Changki ; Choi, Yangho ; Lee, Woojoo ; Ahn, Jae Youn.
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  36. Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification. (2012). wang, tan ; Uppal, Raman ; Garlappi, Lorenzo ; Boyle, Phelim .
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  37. The role of institutional investors in propagating the crisis of 2007–2008. (2012). Manconi, Alberto ; Massa, Massimo ; Yasuda, Ayako.
    In: Journal of Financial Economics.
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  38. When more is less: Using multiple constraints to reduce tail risk. (2012). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
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  39. Implications of the Dodd-Frank Act. (2012). Richardson, Matthew ; Acharya, Viral V..
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  40. Supply chain risk management in financial crises--A multiple case-study approach. (2011). Blome, Constantin ; Schoenherr, Tobias.
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  41. Portfolio Risk Analysis. (2010). Connor, Gregory ; Korajczyk, Robert A ; Goldberg, Lisa R.
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  42. Locked Up by a Lockup: Valuing Liquidity as a Real Option. (2010). Ang, Andrew ; Nicolas P. B. Bollen, .
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  43. Optimal Portfolio Liquidation with Distress Risk. (2010). Carlin, Bruce Ian ; Lobo, Miguel Sousa ; Brown, David B..
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  44. Market-making costs in Treasury bills: A benchmark for the cost of liquidity. (2010). Winters, Drew B. ; Griffiths, Mark D. ; Lindley, James T..
    In: Journal of Banking & Finance.
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  45. The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008. (2010). Manconi, Alberto ; Massa, Massimo ; Yasuda, Ayako.
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  46. Locked Up by a Lockup: Valuing Liquidity as a Real Option. (2010). Ang, Andrew ; Nicolas P. B. Bollen, .
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  47. On the Scholes Liquidation Problem. (2009). Carlin, Bruce Ian ; Lobo, Miguel Sousa ; Brown, David B..
    In: NBER Working Papers.
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  48. Amplification Mechanisms in Liquidity Crises. (2009). Krishnamurthy, Arvind.
    In: NBER Working Papers.
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  49. Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing. (2009). Baptista, Alexandre ; Alexander, Gordon.
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  50. How to quantify the influence of correlations on investment diversification. (2009). Yeung, Chi Ho ; Zhang, Yi-Cheng ; Medo, Matus .
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  51. How to quantify the influence of correlations on investment diversification. (2009). Yeung, Chi Ho ; Zhang, Yi-Cheng ; Medo, Matus .
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  52. Collective Risk Management in a Flight to Quality Episode. (2007). Caballero, Ricardo ; Krishnamurthy, Arvind.
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  53. Bank Trading Risk and Systemic Risk. (2007). Jorion, Philippe .
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  54. Introduction to The Risks of Financial Institutions. (2007). Carey, Mark ; Stulz, Rene M..
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  55. The implied volatility term structure of stock index options. (2007). MIXON, SCOTT .
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  56. Distress selling and asset market feedback. (2007). von Peter, Goetz ; SHIM, ILHYOCK.
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  57. The Risks of Financial Institutions. (2005). Stulz, René ; Carey, Mark.
    In: NBER Working Papers.
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  58. Bank Trading Risk and Systemic Risk. (2005). Jorion, Philippe.
    In: NBER Working Papers.
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  59. The Risks of Financial Institutions. (2005). Stulz, René ; Carey, Mark.
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  60. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
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  61. Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance. (2003). Dacorogna, Michel ; Blum, Peter.
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  62. Foreshadowing LTCM : the crisis of 1763. (2002). Shin, Hyun Song ; Schnabel, Isabel.
    In: Papers.
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  63. Cracks in the facade: American economic and financial structures after the boom. (2002). Emmons, William ; Schmid, Frank A..
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  64. On the need for an international lender of last resort: Lessons from domestic financial markets. (2001). Winkler, Adalbert.
    In: W.E.P. - Würzburg Economic Papers.
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  65. Foreshadowing LTCM: The Crisis of 1763. (2001). Shin, Hyun Song ; Schnabel, Isabel ; Goedde, Isabel.
    In: Sonderforschungsbereich 504 Publications.
    RePEc:xrs:sfbmaa:02-46.

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