Marianne Andries : Citation Profile


Are you Marianne Andries?

Toulouse School of Economics (TSE)

4

H index

0

i10 index

32

Citations

RESEARCH PRODUCTION:

9

Papers

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 6
   Journals where Marianne Andries has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan404
   Updated: 2019-10-15    RAS profile: 2018-06-06    
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Relations with other researchers


Works with:

Eisenbach, Thomas (4)

Schmalz, Martin (4)

Schmalz, Martin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marianne Andries.

Is cited by:

van Binsbergen, Jules (9)

Schmalz, Martin (3)

koijen, ralph (3)

Eisenbach, Thomas (3)

Battigalli, Pierpaolo (2)

Van Tassel, Peter (2)

Gabaix, Xavier (2)

Minardi, Stefania (2)

Cerreia-Vioglio, Simone (2)

Vogt, Erik (1)

Schenk-Hoppé, Klaus (1)

Cites to:

Campbell, John (9)

Giglio, Stefano (8)

Pastor, Lubos (7)

Cochrane, John (6)

Constantinides, George (5)

Laibson, David (5)

Bansal, Ravi (5)

van Binsbergen, Jules (5)

Zin, Stanley (5)

List, John (4)

koijen, ralph (4)

Main data


Where Marianne Andries has published?


Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York2

Recent works citing Marianne Andries (2018 and 2017)


YearTitle of citing document
2017Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach. (2017). Rachev, Svetlozar ; Fabozzi, Frank J ; Mittnik, Stefan ; Stoyanov, Stoyan. In: Papers. RePEc:arx:papers:1710.03211.

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2018News Shocks and the Production-Based Term Structure of Equity Returns. (2018). Ai, Hengjie ; Li, Kai ; Diercks, Anthony ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12661.

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2018Behavioral Inattention. (2018). Gabaix, Xavier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13268.

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2017The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, Anh . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250.

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2018Cash flow duration and the term structure of equity returns. (2018). Weber, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:486-503.

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2019Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. (2019). Leippold, Markus ; Gourier, Elise ; Bardgett, Chris. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:593-618.

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2018What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543.

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2018Relative pricing and risk premia in equity volatility markets. (2018). Van Tassel, Peter. In: Staff Reports. RePEc:fip:fednsr:867.

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2018Sources of Uncertainty and Subjective Prices. (2018). Minardi, Stefania ; Battigalli, Pierpaolo ; Marinacci, M ; Maccheroni, F ; Cerreia-Vioglio, S ; Cappelli, V. In: Working Papers. RePEc:igi:igierp:628.

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2019The Resolution of Long-Run Risk. (2019). Schenk-Hoppé, Klaus ; Rossi, Raffaele ; Pidkuyko, Myroslav. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1908.

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2017Behavioral Inattention. (2017). Gabaix, Xavier. In: NBER Working Papers. RePEc:nbr:nberwo:24096.

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2017Global Variance Term Premia and Intermediary Risk Appetite. (2017). van Tassel, Peter. In: 2017 Meeting Papers. RePEc:red:sed017:149.

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2017A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events. (2017). Epper, Thomas ; Fehr-Duda, Helga. In: Economics Working Paper Series. RePEc:usg:econwp:2017:05.

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Works by Marianne Andries:


YearTitleTypeCited
2017Horizon-dependent risk aversion and the timing and pricing of uncertainty In: Staff Reports.
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paper7
2015The term structure of the price of variance risk In: Staff Reports.
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paper9
2017The Term Structure of the Price of Variance Risk.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2017Information Aversion In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2014Information Aversion.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2017Information Aversion.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2012Consumption-based Asset Pricing Loss Aversion In: 2012 Meeting Papers.
[Full Text][Citation analysis]
paper8
2015Asset Pricing with Horizon-Dependent Risk Aversion In: 2015 Meeting Papers.
[Full Text][Citation analysis]
paper4
2016Ambiguous Trade-offs: An Application to Climate Change In: 2016 Meeting Papers.
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paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team