Concepedia

Hedging Cost Effects

Hedging Cost Effects is a financial economic construct that refers to the increase in the cost of managing risk exposure due to market frictions introduced by financial transaction taxes, distinguishing it from other market impact measures by its focus on the distortion of risk-mitigation behavior.

69

Publications

5.4K

Citations

143

Authors

120

Institutions

Publications per year

2017–2026

13

Parents

Publications

69

On the Determinants of Corporate Hedging

Deana R. Nance, Clifford W. Smith, Charles W. Smithson · The Journal of Finance · 1993 · 1.2K citations

, , +14

The Real and Financial Implications of Corporate Hedging

Murillo Campello, Chen Lin, Yue Ma et al. · The Journal of Finance · 2011 · 368 citations · Full text

, , +17

Safety First and Hedging

Lester G. Telser · The Review of Economic Studies · 1955 · 338 citations

, , +15

Efficient hedging: Cost versus shortfall risk

Hans Föllmer, Peter Leukert · Finance and Stochastics · 2000 · 315 citations

, , +14

Empirical Evidence on the Corporate Use of Derivatives

Henk Berkman, Michael E. Bradbury · Financial Management · 1996 · 311 citations

, , +16

1–5 of 69

Authors

143

  1. HZ
    Hong Zou

    University of Hong Kong, Hong Kong SAR China

    3 publications · 477 citations

    3

    h-index

  2. AJ
    Amrit Judge

    Middlesex University, United Kingdom

    3 publications · 133 citations

    3

    h-index

  3. YM
    Yue Ma

    City University of Hong Kong, Hong Kong SAR China

    3 publications · 477 citations

    3

    h-index

  4. MC
    Murillo Campello

    Cornell University, United States

    3 publications · 477 citations

    3

    h-index

  5. RD
    Ran Duchin

    Boston College, United States

    2 publications · 111 citations

    2

    h-index

1–5 of 143

Institutions

120

  1. National Bureau of Economic Research

    Cambridge, United States

    5 h-index

    11 publications

    1.7K citations

  2. Oklahoma State University

    Stillwater, United States

    4 h-index

    6 publications

    450 citations

  3. Middlesex University

    London, United Kingdom

    3 h-index

    5 publications

    161 citations

  4. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    3 h-index

    9 publications

    1.6K citations

  5. Middlesex University

    Pembroke, Malta

    3 h-index

    4 publications

    147 citations

  6. University of Illinois Urbana-Champaign

    Urbana, United States

    3 h-index

    10 publications

    1.5K citations

  7. Federal Reserve

    Washington D.C., United States

    2 h-index

    2 publications

    89 citations

  8. Emory University

    Atlanta, United States

    2 h-index

    4 publications

    291 citations

1–8 of 120

Venues

  1. SSRN Electronic Journal

    Repository · 12 publications · 539 citations

    11

    h-index

  2. Journal of Futures Markets

    4 publications · 89 citations

    4

    h-index

  3. The Journal of Finance

    3 publications · 1.8K citations

    3

    h-index

  4. International Review of Economics & Finance

    3 publications · 73 citations

    3

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 3 publications · 196 citations

    3

    h-index

1–5