Enrique R. Arzac : Citation Profile


Are you Enrique R. Arzac?

Columbia University

4

H index

3

i10 index

214

Citations

RESEARCH PRODUCTION:

24

Articles

RESEARCH ACTIVITY:

   38 years (1967 - 2005). See details.
   Cites by year: 5
   Journals where Enrique R. Arzac has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (0.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par569
   Updated: 2024-11-08    RAS profile: 2020-08-21    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Enrique R. Arzac.

Is cited by:

de Vries, Casper (9)

Fernandez, Pablo (8)

Rausser, Gordon (4)

Olmo, Jose (4)

Nyborg, Kjell (4)

Magni, Carlo Alberto (3)

Pownall, Rachel (3)

gourieroux, christian (3)

Zhou, Chen (3)

Gonzalo, Jesus (3)

Bourachnikova, Olga (3)

Cites to:

Turnovsky, Stephen J (1)

Lucas, Robert (1)

Fair, Ray (1)

Kydland, Finn (1)

Velez-Pareja, Ignacio (1)

Rausser, Gordon (1)

Main data


Where Enrique R. Arzac has published?


Journals with more than one article published# docs
Journal of Finance6
Journal of Financial and Quantitative Analysis4
American Economic Review2
International Economic Review2

Recent works citing Enrique R. Arzac (2024 and 2023)


YearTitle of citing document
2024The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alzugaiby, Basim ; Alsunbul, Saad ; Boujlil, Rhada. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2023Does systematic tail risk matter?. (2023). Pereverzin, Aleksandr ; Nguyen, Linh H ; Polanski, Arnold ; Stoja, Evarist. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001706.

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2023Hot potatoes: Underpricing of stocks following extreme negative returns. (2023). Reyes-Pea, Robinson ; Lawrence, Edward ; Caglayan, Mustafa O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000018.

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2023Safety first, loss probability, and the cross section of expected stock returns. (2023). Zhao, Lei ; Rieger, Marc Oliver ; Cao, JI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:345-369.

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2023.

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2023Shocks, cycles and adjustments: The case of Chinas Hog Market under external shocks. (2023). Yu, Xiaohua ; Wang, Xiaoyang. In: Agribusiness. RePEc:wly:agribz:v:39:y:2023:i:3:p:703-726.

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Works by Enrique R. Arzac:


YearTitleTypeCited
1981A Theory and Test of Credit Rationing: Some Further Results. In: American Economic Review.
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article1
1982A Theory and Test of Credit Rationing: Some Further Results: Errata. In: American Economic Review.
[Citation analysis]
article0
1979AN ECONOMETRIC EVALUATION OF STABILIZATION POLICIES FOR THE U.S. GRAIN MARKET In: Western Journal of Agricultural Economics.
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article2
2005A Reconsideration of Tax Shield Valuation In: European Financial Management.
[Full Text][Citation analysis]
article45
1997PERCS, DECS, AND OTHER MANDATORY CONVERTIBLES In: Journal of Applied Corporate Finance.
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article2
1975Structural Planning under Controllable Business Risk. In: Journal of Finance.
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article1
1977Investments-Empirical Studies: Discussion. In: Journal of Finance.
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article0
1981Flotation Cost Allowance in Rate of Return Regulation: A Note. In: Journal of Finance.
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article0
1983 Flotation Cost Allowance in Rate of Return Regulation: A Reply. In: Journal of Finance.
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article0
1984 Flotation Cost Allowance for the Regulated Firm: A Reply. In: Journal of Finance.
[Full Text][Citation analysis]
article0
1984 Erratum: Flotation Cost Adjustment in Rate of Return Regulation: A Reply. In: Journal of Finance.
[Citation analysis]
article0
1977Utility Analysis of Chance-Constrained Portfolio Selection: A Correction In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article0
1983A Mechanism for the Allocation of Corporate Investment In: Journal of Financial and Quantitative Analysis.
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article0
1967The Dynamic Characteristics of Chows Model: A Simulation Study** In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article0
1974Utility Analysis of Chance-Constrained Portfolio Selection In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article1
1979Stabilization policies for united states feed grain and livestock markets In: Journal of Economic Dynamics and Control.
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article1
1991Class shares and economies of scope In: Journal of Economic Theory.
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article0
1977Portfolio choice and equilibrium in capital markets with safety-first investors In: Journal of Financial Economics.
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article91
1992On the Capital Structure of Leveraged Buyouts In: Financial Management.
[Citation analysis]
article4
1976Profits and Safety in the Theory of the Firm under Price Uncertainty. In: International Economic Review.
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article3
1989Income Insurance with Uncertain Output. In: International Economic Review.
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article2
2002Phantom stock and investment decisions In: International Advances in Economic Research.
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article0
1981The Leverage Structure of Interest Rates. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article1
1979A Quarterly Econometric Model of United States Livestock and Feed Grain Markets and Some of Its Policy Implications In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article60

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