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The Finance Uncertainty Multiplier
16 references·16 citing·40 second hopsampled
The Finance Uncertainty Multiplier (2023)The Finance Uncertainty MultiplierMeasuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Policy Uncertainty and Corporate Investment (2015)Policy Uncertainty and Corpor…A Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index (2010)New Evidence on Measuring Fin…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Financial Constraints Risk (2006)Financial Constraints RiskThe Cash Flow Sensitivity of Cash (2004)The Cash Flow Sensitivity of …Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Entry and Exit Decisions under Uncertainty (1989)Entry and Exit Decisions unde…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Endogenous Production Networks Under Supply Chain Uncertainty (2024)Endogenous Production Network…Uncertainty before and during COVID‐19: A survey (2022)Uncertainty before and during…Exporting Uncertainty: The Impact of Brexit on Corporate America (2022)Exporting Uncertainty: The Im…Trade policy uncertainty and stock returns (2021)Trade policy uncertainty and …The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis (2021)The time-varying effects of f…Oil volatility risk (2021)Oil volatility riskInvestment responses to tax policy under uncertainty (2021)Investment responses to tax p…Financial uncertainty and real activity: The good, the bad, and the ugly (2021)Financial uncertainty and rea…The Global Effects of COVID-19-Induced Uncertainty (2020)The Global Effects of COVID-1…Oil price uncertainty and U.S. employment growth (2020)Oil price uncertainty and U.S…Inalienable Customer Capital, Corporate Liquidity, and Stock Returns (2020)Inalienable Customer Capital,…Economic policy uncertainty and financial statement comparability (2020)Economic policy uncertainty a…Market uncertainty and the importance of media coverage at earnings announcements (2019)Market uncertainty and the im…How Does Uncertainty Influence Target Capital Structure? (2019)How Does Uncertainty Influenc…Uncertainty across volatility regimes (2018)Uncertainty across volatility…The State‐Level Impact of Uncertainty Shocks (2018)The State‐Level Impact of Unc…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Financing Constraints and Corporate Investment (1988)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)The determinants and implications of corporate cash holdings (1999)Corporate social responsibility and access to finance (2013)The Economics of Disclosure and Financial Reporting Regulation: Evidence and Suggestions for Future Research (2016)Demand for green finance: Resolving financing constraints on green innovation in China (2021)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2010New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index5,574 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2006Financial Constraints Risk3,702 cited
  • 2004The Cash Flow Sensitivity of Cash3,523 cited
  • 2015Policy Uncertainty and Corporate Investment2,524 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited

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Cited by

  • 2020The Global Effects of COVID-19-Induced Uncertainty206 cited
  • 2019Market uncertainty and the importance of media coverage at earnings announcements143 cited
  • 2021Trade policy uncertainty and stock returns134 cited
  • 2018Uncertainty across volatility regimes113 cited
  • 2021Oil volatility risk99 cited
  • 2020Inalienable Customer Capital, Corporate Liquidity, and Stock Returns87 cited
  • 2021The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis84 cited
  • 2019How Does Uncertainty Influence Target Capital Structure?75 cited
  • 2020Economic policy uncertainty and financial statement comparability74 cited
  • 2022Uncertainty before and during COVID‐19: A survey74 cited
  • 2024Endogenous Production Networks Under Supply Chain Uncertainty71 cited
  • 2022Exporting Uncertainty: The Impact of Brexit on Corporate America69 cited
  • 2018The State‐Level Impact of Uncertainty Shocks68 cited
  • 2021Investment responses to tax policy under uncertainty64 cited
  • 2021Financial uncertainty and real activity: The good, the bad, and the ugly62 cited
  • 2020Oil price uncertainty and U.S. employment growth57 cited