Robert Bianchi : Citation Profile


Are you Robert Bianchi?

Griffith University (50% share)
Griffith University (50% share)

3

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

13

Articles

8

Papers

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 2
   Journals where Robert Bianchi has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 1 (2.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbi187
   Updated: 2020-08-09    RAS profile: 2020-02-22    
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Relations with other researchers


Works with:

Drew, Michael (9)

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

Is cited by:

Ramos, Sofia (1)

Prokopczuk, Marcel (1)

ORNELAS, JOSE (1)

Hammoudeh, Shawkat (1)

Veiga, Helena (1)

Suh, Sangwon (1)

Shahbaz, Muhammad (1)

De Moor, Lieven (1)

Alexopoulos, Thomas (1)

Roca, Eduardo (1)

Balcilar, Mehmet (1)

Cites to:

Fama, Eugene (12)

French, Kenneth (10)

faff, robert (7)

Bollerslev, Tim (5)

West, Kenneth (5)

Pedersen, Lasse (5)

Newey, Whitney (5)

Drew, Michael (5)

Wurgler, Jeffrey (4)

Thaler, Richard (4)

Carhart, Mark (4)

Main data


Where Robert Bianchi has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Review of Pacific Basin Financial Markets and Policies (RPBFMP)2

Working Papers Series with more than one paper published# docs
Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics6

Recent works citing Robert Bianchi (2020 and 2019)


YearTitle of citing document
2018Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana. In: Working Papers Series. RePEc:bcb:wpaper:479.

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2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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2020The long-run reversal in the long run: Insights from two centuries of international equity returns. (2020). Zaremba, Adam ; Raza, Muhammad Wajid ; Kizys, Renatas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:177-199.

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2018To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds. (2018). Alexopoulos, Thomas A. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:97-107.

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2018Sentiment-based momentum strategy. (2018). Suh, Sangwon ; Kim, Byungoh. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:52-68.

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2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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2019A study of first generation commodity indices: Indices based on financial diversification. (2019). Six, Pierre ; Ahn, Jung-Hyun . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:194-200.

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2018Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

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2020Curve momentum. (2020). Prokopczuk, Marcel ; Simen, Chardin Wese ; Paschke, Raphael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619302912.

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2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218.

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2020Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301102.

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2019The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:165-:d:281162.

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2017Searching for a listed infrastructure asset class using mean–variance spanning. (2017). Blanc-Brude, Frederic ; Wilde, Simon ; Whittaker, Timothy. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0286-z.

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2018How accurate are modern Value-at-Risk estimators derived from extreme value theory?. (2018). Mogel, Benjamin ; Auer, Benjamin R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0652-y.

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2020Fear of Hazards in Commodity Futures Markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: MPRA Paper. RePEc:pra:mprapa:100528.

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2019The SER Spread Under the ECB Quantitative Easing. (2019). Jakl, Jakub. In: European Financial and Accounting Journal. RePEc:prg:jnlefa:v:2019:y:2019:i:2:id:226:p:43-70.

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2018Transport infrastructure equities in mixed-asset portfolios: estimating risk with a Garch-Copula CVaR model. (2018). Chakkalakal, Louis ; Li, Wenwei ; Hommel, Ulrich. In: Journal of Property Research. RePEc:taf:jpropr:v:35:y:2018:i:2:p:117-138.

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2017Time-series and cross-sectional momentum and contrarian strategies within the commodity futures markets. (2017). Rosales, Enrique Benavides ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1339772.

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2020The untold story of commodity futures in China. (2020). Fan, John Hua ; Zhang, Tingxi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:671-706.

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2019The Bias in Two-Pass Regression Tests of Asset-Pricing Models in Presence of Idiosyncratic Errors with Cross-Sectional Dependence. (2019). Banziger, Armin ; Gramespacher, Thomas. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2019:i:02:n:s0219091519500127.

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Works by Robert Bianchi:


YearTitleTypeCited
2017Risk factors in Australian bond returns In: Accounting and Finance.
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article0
2016Retirement Adequacy of Indigenous Australians: A Baseline Study In: Economic Papers.
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article1
2013Preserving Value through Adaptation to Climate Change In: Journal of Applied Corporate Finance.
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article0
2014Long-term U.S. infrastructure returns and portfolio selection In: Journal of Banking & Finance.
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article4
2015Combining momentum with reversal in commodity futures In: Journal of Banking & Finance.
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article17
2016Commodities momentum: A behavioral perspective In: Journal of Banking & Finance.
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article4
2010On the responsible investment disclosure practices of the worlds largest pension funds In: Accounting Research Journal.
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article0
2010Systemic Risk, the TED Spread and Hedge Fund Returns In: Discussion Papers in Finance.
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paper3
20122012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach In: Discussion Papers in Finance.
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paper0
20122012-12 On the Ethics of Short Selling In: Discussion Papers in Finance.
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paper0
2013Industry-academic partnerships in finance programmes. Cast of CFA-partnered programmes. In: Discussion Papers in Finance.
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2014Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver In: Discussion Papers in Finance.
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paper0
2015Microscopic momentum in commodity futures In: Discussion Papers in Finance.
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paper1
2005A test of momentum trading strategies in foreign exchange markets: evidence from the G7 In: Global Business and Economics Review.
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article2
In: .
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In: .
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2019Lessons Learned from Public–Private Partnerships in Indonesia’s Water Sector In: Bulletin of Indonesian Economic Studies.
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article0
2020Local government and public–private partnerships: experiencing multilevel governance issues in Indonesian water supply provision In: International Journal of Water Resources Development.
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2012Sustainable stock indices and long-term portfolio decisions In: Journal of Sustainable Finance & Investment.
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article0
2015The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk? In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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article0
2016The Predictive Performance of Asset Pricing Models: Evidence from the Australian Securities Exchange In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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article1

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