Daniele Ballinari : Citation Profile

Schweizerische Nationalbank (SNB) (50% share)
Universität St. Gallen (50% share)

3

H index

1

i10 index

113

Citations

RESEARCH PRODUCTION:

5

Articles

3

Papers

RESEARCH ACTIVITY:

   5 years (2020 - 2025). See details.
   Cites by year: 22
   Journals where Daniele Ballinari has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 4 (3.42 %)

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   Permalink: http://citec.repec.org/pba1855
   Updated: 2025-04-12    RAS profile: 2024-12-05    
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Relations with other researchers

Works with:

Audrino, Francesco (2)

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

Is cited by:

Lyócsa, Štefan (7)

Výrost, Tomáš (4)

Baumohl, Eduard (4)

Zhang, Yaojie (2)

Wang, Yudong (2)

Spagnolo, Nicola (2)

Guidolin, Massimo (2)

Molnár, Peter (2)

Sen, Jaydip (2)

Caporale, Guglielmo Maria (2)

Füss, Roland (2)

Cites to:

Shleifer, Andrei (10)

Baker, Malcolm (8)

Bollerslev, Tim (8)

Wurgler, Jeffrey (8)

Engelberg, Joseph (7)

Renault, Thomas (6)

Summers, Lawrence (6)

Waldmann, Robert (6)

Corsi, Fulvio (6)

Audrino, Francesco (5)

Diebold, Francis (5)

Main data

Production by document typepaperarticle202020212022202320242025024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20202021202220232024202502.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents12345050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Daniele Ballinari has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Daniele Ballinari (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Calibration Strategies for Robust Causal Estimation: Theoretical and Empirical Insights on Propensity Score Based Estimators. (2025). Rabenseifner, Jan ; Klaassen, Sven ; Kueck, Jannis ; Bach, Philipp. In: Papers. RePEc:arx:papers:2503.17290.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2024Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

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2024Improved estimation of the correlation matrix using reinforcement learning and text-based networks. (2024). Simaan, Majeed ; Ndiaye, Papa Momar ; Lu, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005040.

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2024Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment. (2024). Gunay, Samet ; Muhammed, Shahnawaz ; Sraieb, Mohamed M. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400646x.

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2024Investor attention and anomalies: Evidence from the Chinese stock market. (2024). Wen, Danyan ; Zhang, Zihao ; Nie, Jing ; Cao, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007075.

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2024Stock return predictability using economic narrative: Evidence from energy sectors. (2024). Ma, Tian ; Zhang, Huajing ; Li, Ganghui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000370.

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2024The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x.

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2024Industry volatility concentration and the predictability of aggregate stock market volatility. (2024). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Wen, Danyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004805.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2025Integration of investor behavioral perspective and climate change in reinforcement learning for portfolio optimization. (2025). Jebabli, Ikram ; Bouyaddou, Youssef. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400432x.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

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2025Anwendung von Deep Learning in der Prognose der Volatilität des DAX: Ein Vergleich der Prognosegüte von GARCH und LSTM. (2025). Knuth, Nico ; Nastansky, Andreas. In: Statistische Diskussionsbeiträge. RePEc:pot:statdp:59.

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2024An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk. (2024). Patacca, Marco ; Fig-Talamanca, Gianna. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05129-w.

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2024An interval constraint-based trading strategy with social sentiment for the stock market. (2024). Yang, Kun ; Li, Mingchen ; Lin, Wencan ; Wei, Yunjie ; Wang, Shouyang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00567-2.

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Works by Daniele Ballinari:

Year  ↓Title  ↓Type  ↓Cited  ↓
2024Calibrating doubly-robust estimators with unbalanced treatment assignment In: Papers.
[Full Text][Citation analysis]		paper1
2024Calibrating doubly-robust estimators with unbalanced treatment assignment.(2024) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2025Improving the Finite Sample Estimation of Average Treatment Effects using Double/Debiased Machine Learning with Propensity Score Calibration In: Papers.
[Full Text][Citation analysis]		paper1
2024Semiparametric inference for impulse response functions using double/debiased machine learning In: Papers.
[Full Text][Citation analysis]		paper0
2022When does attention matter? The effect of investor attention on stock market volatility around news releases In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2020Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2020The impact of sentiment and attention measures on stock market volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article100
2021How to gauge investor behavior? A comparison of online investor sentiment measures In: Digital Finance.
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team