Robert Bianchi : Citation Profile


Are you Robert Bianchi?

Griffith University
Griffith University

2

H index

1

i10 index

22

Citations

RESEARCH PRODUCTION:

9

Articles

6

Papers

RESEARCH ACTIVITY:

   11 years (2005 - 2016). See details.
   Cites by year: 2
   Journals where Robert Bianchi has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 1 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbi187
   Updated: 2019-12-07    RAS profile: 2017-08-18    
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Relations with other researchers


Works with:

Drew, Michael (7)

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

Is cited by:

Shahzad, Syed Jawad Hussain (1)

Roca, Eduardo (1)

Suh, Sangwon (1)

Shahbaz, Muhammad (1)

Hammoudeh, Shawkat (1)

ORNELAS, JOSE (1)

Balcilar, Mehmet (1)

De Moor, Lieven (1)

Cites to:

Fama, Eugene (9)

French, Kenneth (7)

Pedersen, Lasse (5)

faff, robert (4)

Thaler, Richard (4)

Wurgler, Jeffrey (4)

Marshall, Ben (4)

Narayan, Paresh (4)

Baker, Malcolm (4)

Fuertes, Ana-Maria (4)

Newey, Whitney (3)

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 (2018 and 2017)


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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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). Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef ; Wanas, Idries Mohammad. 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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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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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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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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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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Works by Robert Bianchi:


YearTitleTypeCited
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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article13
2016Commodities momentum: A behavioral perspective In: Journal of Banking & Finance.
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article1
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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paper1
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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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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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
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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article0

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