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Gilbert W. Bassett, Jr. : Citation Profile


Are you Gilbert W. Bassett, Jr.?

University of Illinois at Chicago

8

H index

6

i10 index

2376

Citations

RESEARCH PRODUCTION:

18

Articles

1

Papers

RESEARCH ACTIVITY:

   36 years (1978 - 2014). See details.
   Cites by year: 66
   Journals where Gilbert W. Bassett, Jr. has often published
   Relations with other researchers
   Recent citing documents: 231.    Total self citations: 2 (0.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba248
   Updated: 2018-02-17    RAS profile: 2016-02-20    
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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 Gilbert W. Bassett, Jr..

Is cited by:

Chernozhukov, Victor (25)

Coad, Alex (17)

Kim, Tae-Hwan (16)

Härdle, Wolfgang (15)

GUPTA, RANGAN (14)

Gaglianone, Wagner (13)

McAleer, Michael (13)

Lima, Luiz (12)

Moncada-Paternò-Castello, Pietro (12)

Panagiotidis, Theodore (12)

Wagner, Joachim (12)

Cites to:

Campbell, John (7)

Shiller, Robert (5)

Christoffersen, Peter (3)

Diebold, Francis (3)

Kahneman, Daniel (2)

koenker, roger (2)

Wakker, Peter (2)

Rabin, Matthew (2)

Manganelli, Simone (2)

Startz, Richard (2)

Engle, Robert (2)

Main data


Where Gilbert W. Bassett, Jr. has published?


Journals with more than one article published# docs
Econometrica3
Computational Statistics & Data Analysis3

Recent works citing Gilbert W. Bassett, Jr. (2018 and 2017)


YearTitle of citing document
2017Conditional Market Timing in the Mutual Fund Industry. (2017). Tchamyou, Vanessa ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/028.

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2017Decomposing Gender Equality along the Wage Distribution in Vietnam during the Period 2002–14. (2017). Yamada, Hiroyuki ; Vu, Tien. In: AGI Working Paper Series. RePEc:agi:wpaper:00000124.

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2017Convergence of public and private enterprise wages in a transition economy: Evidence from a distributional decomposition in Vietnam, 2002–2014. (2017). Yamada, Hiroyuki ; Vu, Tien. In: AGI Working Paper Series. RePEc:agi:wpaper:00000130.

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2017Causality between economic policy uncertainty and exchange rate in China with considering quantile differences. (2017). Dai, Yin ; Li, Xin ; Yu, Xiu-Zhen ; Zhang, Jing-Wen . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:29-38.

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2017Are Efficient Farms and Inefficient Farms Heterogeneous?. (2017). Featherstone, Allen ; Pendell, Dustin L ; Chen, Bowen ; Kim, Youngjune . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252830.

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2017Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models. (2017). Arellano, Manuel ; Bonhomme, Stephane. In: Annual Review of Economics. RePEc:anr:reveco:v:9:y:2017:p:471-496.

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2017“Internet and enterprise productivity:evidence from Latin America”. (2017). Lopez-Bazo, Enrique ; Jung, Juan ; Grazzi, Matteo . In: AQR Working Papers. RePEc:aqr:wpaper:201705.

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2017Conditional Quantile Processes based on Series or Many Regressors. (2017). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154.

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2017Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes. (2017). Chernozhukov, Victor ; Wuthrich, Kaspar ; Melly, Blaise ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1608.05142.

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2018Multivariate Geometric Expectiles. (2017). Herrmann, Klaus ; Mailhot, Melina ; Hofert, Marius . In: Papers. RePEc:arx:papers:1704.01503.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Dynamic Quantile Function Models. (2017). Ye, Wilson ; Sisson, Scott A ; Gerlach, Richard H ; Peters, Gareth W. In: Papers. RePEc:arx:papers:1707.02587.

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2017A risk measure that optimally balances capital determination errors. (2017). Righi, Marcelo Brutti . In: Papers. RePEc:arx:papers:1707.09829.

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2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

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2017Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models. (2017). Stouli, Sami ; Chernozhukov, Victor ; Vella, Francis ; Newey, Whitney ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1711.02184.

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2018Regression Based Expected Shortfall Backtesting. (2018). Bayer, Sebastian ; Dimitriadis, Timo . In: Papers. RePEc:arx:papers:1801.04112.

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2017Explore the Impact of the Trading Value, The Oil Price and Quantitative Easing Policy on the Taiwan and Korea Stock Market Return with Quantile Regression. (2017). Hsu, Tzu-Kuang ; Tsai, Chin-Chang . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:15-26.

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2017Urban sprawl and local fiscal burden: analysing the Spanish case. (2017). Sedrakyan, Gohar ; Morollon, Fernando Rubiera ; Varela-Candamio, Laura . In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1721.

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2017Is there a Glass Ceiling over Germany?. (2017). Collischon, Matthias . In: Working Papers. RePEc:bav:wpaper:175_collischon.

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2017Does FDI Dampen or Magnify Output Growth Volatility in the ECOWAS Region?. (2017). Ajide, Kazeem Bello ; Osode, Oluwanbepelumi Esther . In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:211-222.

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2017THE PAYOFF TO CONSISTENCY IN PERFORMANCE. (2017). Deutscher, Christian ; Weimar, Daniel ; Prinz, Joachim ; Gurtler, Oliver . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:1091-1103.

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2017Methods for Scalar-on-Function Regression. (2017). Reiss, Philip T ; Ogden, Todd R ; Shang, Han Lin ; Goldsmith, Jeff. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:2:p:228-249.

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2017ADMM for Penalized Quantile Regression in Big Data. (2017). Yu, Liqun ; Lin, Nan . In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:3:p:494-518.

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2017The dynamics of adolescent depression: an instrumental variable quantile regression with fixed effects approach. (2017). Li, Jinhu ; Contoyannis, Paul . In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:3:p:907-922.

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2017Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119.

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2017Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models. (2017). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Vella, Francis ; Stouli, Sami ; Newey, Whitney. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:17/690.

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2018A Stochastic Latent Moment Model for Electricity Price Formation. (2018). Gianfreda, Angelica ; Bunn, Derek . In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps46.

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2017Quantile regression and the gender wage gap: Is there a glass ceiling in the Turkish labor market?. (2017). Kaya, Ezgi. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/5.

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2017Inference on distribution functions under measurement error. (2017). Otsu, Taisuke ; Whang, Yoon-Jae ; Adusumilli, Karun. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:594.

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2017Does hospital competition improve efficiency? The effect of the patient choice reform in England. (2017). Siciliani, Luigi ; Gravelle, Hugh ; Moscelli, Giuseppe ; Longo, Francesco. In: Working Papers. RePEc:chy:respap:149cherp.

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2018Brecha salarial por género en México: Desde un enfoque regional, según su exposición a la apertura comercial 2005-2015. (2018). Rodriguez, Reyna Elizabeth . In: Nóesis. Revista de Ciencias Sociales y Humanidades. RePEc:cjz:noesis:254.

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2017Retornos salariales para Colombia, un análisis cuantílico. (2017). Pérez-Trujillo, Manuel ; Perez-Trujillo, Manuel ; Castillo, Cristian Dario ; da Silva, Julimar . In: REVISTA APUNTES DEL CENES. RePEc:col:000152:015371.

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2017Robust Estimation of beta and the hedging ratio in Stock Index Futures In the Integrated Latin American Market. (2017). Gutierrez, Juan Carlos . In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:015652.

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2017The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120.

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2017Revisiting Crude Oil Price and Chinas Stock Market. (2017). Ding, Haoyuan ; Xie, Wenjing ; Wang, Huanhuan ; Fan, Haichao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:dingfan.

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2017Reconsidering the Income-Illness Relationship using Distributional Regression: An Application to Germany. (2017). Klasen, Stephan ; Kneib, Thomas ; Lynch, Julia ; Silbersdorff, Alexander . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp931.

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2017Systematic Risk in Energy Businesses: Empirical Evidence for the ASEAN. (2017). Vo, Duc Hong ; Pham, Thach Ngoc . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-70.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017The effect of Climate Finance on Greenhouse Gas Emission: A Quantile Regression Approach. (2017). Carfora, Alfonso ; Scandurra, Giuseppe ; Ronghi, Monica . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-20.

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2017Enhancing understanding of tourist spending using unconditional quantile regression. (2017). Sharma, Abhijit ; Rudkin, Simon. In: Annals of Tourism Research. RePEc:eee:anture:v:66:y:2017:i:c:p:188-191.

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2017Short-term power load probability density forecasting method using kernel-based support vector quantile regression and Copula theory. (2017). Liu, Rui ; Lu, Xiaofen ; He, Yaoyao ; Wang, Shuo . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p1:p:254-266.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017Judicial efficiency and capital structure: An international study. (2017). Shah, Attaullah ; Labianca, Giuseppe ; Smith, Jason M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:255-274.

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2017Bayesian quantile regression using random B-spline series prior. (2017). Das, Priyam ; Ghosal, Subhashis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:121-143.

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2017An SVM-like approach for expectile regression. (2017). Steinwart, Ingo ; Farooq, Muhammad . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:159-181.

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2017D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:1-18.

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2017Two-layer EM algorithm for ALD mixture regression models: A new solution to composite quantile regression. (2017). Wang, Shangshan ; Xiang, Liming . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:136-154.

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2017Function compositional adjustments of conditional quantile curves. (2017). , Anthony. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:281-293.

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2017A continuous threshold expectile model. (2017). Zhang, Feipeng ; Li, Qunhua . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:116:y:2017:i:c:p:49-66.

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2018Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random. (2018). Liang, Han-Ying ; Shen, YU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:117:y:2018:i:c:p:1-18.

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2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2017Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259.

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2017The impact of mobility on early career earnings: A quantile regression approach for UK graduates. (2017). sloane, peter ; Kidd, Michael P ; O'Leary, Nigel . In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:90-102.

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2017Political stability and growth: An application of dynamic GMM and quantile regression. (2017). Uddin, Md Akther ; Masih, Abul ; Hakim, MD ; Akther, MD. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:610-625.

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2017Heterogeneous treatment effects in the low track: Revisiting the Kenyan primary school experiment. (2017). Cummins, Joseph. In: Economics of Education Review. RePEc:eee:ecoedu:v:56:y:2017:i:c:p:40-51.

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2017The gender gap in mathematics achievement: Evidence from Italian data. (2017). Contini, Dalit ; Mendolia, Silvia ; di Tommaso, Maria Laura. In: Economics of Education Review. RePEc:eee:ecoedu:v:58:y:2017:i:c:p:32-42.

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2017Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; Naoui, Kamel ; Lucey, Brian ; Jlassi, Mouna ; Bekiros, Stelios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131.

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2017Investor sentiment and country exchange traded funds: Does economic freedom matter?. (2017). Lee, Chien-Chiang ; Hsu, Yi-Chung ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:285-299.

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2017Comparison of two ontogenetic growth equations for animals and plants. (2017). Shi, Pei-Jian ; Zhang, Chun-Xia ; Fang, Shui-Yuan ; Chen, Lei ; Huang, Jian-Guo ; Ratkowsky, David A. In: Ecological Modelling. RePEc:eee:ecomod:v:349:y:2017:i:c:p:1-10.

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2017Resurrecting weighted least squares. (2017). Wolf, Michael ; Romano, Joseph P. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:1-19.

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2017Measurement errors in quantile regression models. (2017). Song, Suyong ; Firpo, Sergio ; Galvao, Antonio F. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:146-164.

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2017Minimum distance from independence estimation of nonseparable instrumental variables models. (2017). Torgovitsky, Alexander . In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:35-48.

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2017Understanding the effect of measurement error on quantile regressions. (2017). Chesher, Andrew . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:223-237.

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2017Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach. (2017). Racine, Jeffrey ; Li, Kevin . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:72-94.

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2017Pre-crisis reforms, austerity measures and the public-private wage gap in two emerging economies. (2017). Tomić, Iva ; Nikolic, Jelena ; Rubil, Ivica . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:2:p:248-265.

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2017Time-varying quantile association regression model with applications to financial contagion and VaR. (2017). Liu, Xiaoquan ; Ye, Wuyi ; Luo, Kebing . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1015-1028.

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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Wong, Wing-Keung ; Xiao, Zhijie . In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:666-678.

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2017Does an IFRS adoption increase value relevance and earnings timeliness in Latin America?. (2017). del Pilar, Martha ; Garza, Hector Horacio ; Mendez, Alma Berenice ; Cortez, Klender Aimer . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:155-168.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2017Heterogeneous effect of the global financial crisis and the Great East Japan Earthquake on costs of Japanese banks. (2017). Besstremyannaya, Galina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:66-89.

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2017The relationship between oil prices and rig counts: The importance of lags. (2017). Khalifa, Ahmed ; Caporin, Massimiliano ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:213-226.

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2017The impact of socioeconomic characteristics on CO2 emissions associated with urban mobility: Inequality across individuals. (2017). Bel, Germà ; Rosell, Jordi. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:251-261.

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2017Forecasting quantiles of day-ahead electricity load. (2017). Clements, Adam ; Li, Z ; Hurn, A S. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:60-71.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017Nonlinear empirical pricing in electricity markets using fundamental weather factors. (2017). Uribe, Jorge ; Manotas-Duque, Diego Fernando ; Mosquera-Lopez, Stephania. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:594-605.

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2017The ‘competition–stability/fragility’ nexus: A comparative analysis of Islamic and conventional banks. (2017). Nurul, MD ; Worthington, Andrew C. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:111-128.

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2017Fundamental indexation revisited: New evidence on alpha. (2017). Balatti, Mirco ; Kappou, Konstantina ; Brooks, Chris. In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:1-15.

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2017Does mispricing, liquidity or third-party certification contribute to IPO downside risk?. (2017). Reber, Beat . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:25-53.

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2017On the short-term predictability of stock returns: A quantile boosting approach. (2017). Pierdzioch, Christian ; Demirer, Riza ; Zhang, Huacheng . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:35-41.

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2017Twitters daily happiness sentiment and the predictability of stock returns. (2017). You, Wanhai ; Guo, Yawei ; Peng, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:58-64.

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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Tiwari, Aviral Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

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2017Corporate environmental sustainability reporting in the context of national cultures: A quantile regression approach. (2017). Gallego-Alvarez, Prof Isabel ; Ortas, Prof Eduardo . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:2:p:337-353.

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2018Do board directors affect the export propensity and export performance of Korean firms? A resource dependence perspective. (2018). Nam, Jonghoon ; Jeong, Mugoan ; Lioliou, Eleni ; Liu, Xiaohui. In: International Business Review. RePEc:eee:iburev:v:27:y:2018:i:1:p:269-280.

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2017Risk measures in a quantile regression credibility framework with Fama/French data applications. (2017). Pitselis, Georgios . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:122-134.

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2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

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2017Volatility measures and Value-at-Risk. (2017). Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:848-863.

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2017Has market concentration fostered on-time performance? A case study of seventy-two U.S. airports. (2017). Diana, Tony . In: Journal of Air Transport Management. RePEc:eee:jaitra:v:58:y:2017:i:c:p:1-8.

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2017Systemic interconnectedness among Asian Banks. (2017). Mensah, Jones Odei ; Premaratne, Gamini . In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:17-33.

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2017Downturn LGD modeling using quantile regression. (2017). Kruger, Steffen ; Rosch, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:42-56.

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2017Firm performance and boardroom gender diversity: A quantile regression approach. (2017). Conyon, Martin J ; He, Lerong . In: Journal of Business Research. RePEc:eee:jbrese:v:79:y:2017:i:c:p:198-211.

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2017Convergence to the managerial frontier. (2017). Sarrias, Mauricio ; Maloney, William. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:134:y:2017:i:c:p:284-306.

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2017The Bad, the boom and the bust: Profit warnings over the business cycle. (2017). Cox, Raymond ; Nofsinger, John ; Dayanandan, Ajit ; Donker, Han . In: Journal of Economics and Business. RePEc:eee:jebusi:v:89:y:2017:i:c:p:13-19.

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2017Realized bank risk during the great recession. (2017). Marques-Ibanez, David ; Altunbas, Yener ; Manganelli, Simone. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:29-44.

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2017Financial risk protection from social health insurance. (2017). Sood, Neeraj ; Mukherji, Arnab ; Mullen, Patrick ; Barnes, Kayleigh . In: Journal of Health Economics. RePEc:eee:jhecon:v:55:y:2017:i:c:p:14-29.

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2017Bayesian regularized quantile structural equation models. (2017). Feng, Xiang-Nan ; Song, Xin-Yuan ; Lu, Bin ; Wang, Yifan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:234-248.

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2017Quantile index coefficient model with variable selection. (2017). Zhao, Weihua ; Lian, Heng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:40-58.

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2017Multiple quantile regression analysis of longitudinal data: Heteroscedasticity and efficient estimation. (2017). Cho, Hyunkeun ; Kim, Mi-Ok. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:334-343.

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2017Regularized partially functional quantile regression. (2017). Yao, Fang ; Wang, Fan ; Sue-Chee, Shivon . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:156:y:2017:i:c:p:39-56.

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2017Quantile predictions for elliptical random fields. (2017). Rulliere, Didier ; Usseglio-Carleve, A ; Maume-Deschamps, V. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:1-17.

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More than 100 citations found, this list is not complete...

Works by Gilbert W. Bassett, Jr.:


YearTitleTypeCited
2010March Madness, Quantile Regression Bracketology, and the Hayek Hypothesis In: Journal of Business & Economic Statistics.
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article4
2014WHAT DOES β SMB > 0 REALLY MEAN? In: Journal of Financial Research.
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article0
1986Strong Consistency of Regression Quantiles and Related Empirical Processes In: Econometric Theory.
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article10
2006Conceptualizing Inequality and Risk In: Journal of the History of Economic Thought.
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article0
1978Regression Quantiles. In: Econometrica.
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article2031
1982Robust Tests for Heteroscedasticity Based on Regression Quantiles. In: Econometrica.
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article239
1982Tests of Linear Hypotheses and l[subscript]1 Estimation. In: Econometrica.
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article8
1992A note on recent proposals for computing l1 estimates In: Computational Statistics & Data Analysis.
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article4
1988A p-subset property of L1 and regression quantile estimates In: Computational Statistics & Data Analysis.
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article0
1988A property of the observations fit by the extreme regression quantiles In: Computational Statistics & Data Analysis.
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article0
2007Fundamental indexation via smoothed cap weights In: Journal of Banking & Finance.
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article8
2005Proposing a dinner date: analysis by rank-dependent expected utility In: Journal of Economic Behavior & Organization.
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article0
1994A note on min--maxbias estimators in approximately linear models In: Statistics & Probability Letters.
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article0
1987The St. Petersburg Paradox and Bounded Utility In: History of Political Economy.
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article0
2004Pessimistic portfolio allocation and Choquet expected utility In: CeMMAP working papers.
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paper32
2004Pessimistic Portfolio Allocation and Choquet Expected Utility.(2004) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 32
article
1999Robust Voting. In: Public Choice.
[Full Text][Citation analysis]
article13
2001Portfolio style: Return-based attribution using quantile regression In: Empirical Economics.
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article25
1981Point Spreads versus Odds. In: Journal of Political Economy.
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article2

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