Robert Bianchi : Citation Profile


Are you Robert Bianchi?

Griffith University
Griffith University

3

H index

1

i10 index

21

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

RESEARCH ACTIVITY:

   12 years (2004 - 2016). See details.
   Cites by year: 1
   Journals where Robert Bianchi has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (4.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbi187
   Updated: 2019-01-20    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:

Roca, Eduardo (2)

Shahbaz, Muhammad (1)

De Moor, Lieven (1)

ORNELAS, JOSE (1)

Suh, Sangwon (1)

Balcilar, Mehmet (1)

Shahzad, Syed Jawad Hussain (1)

Hammoudeh, Shawkat (1)

Cites to:

Fama, Eugene (10)

French, Kenneth (8)

Pedersen, Lasse (5)

Fuertes, Ana-Maria (4)

Thaler, Richard (4)

Carhart, Mark (4)

Narayan, Paresh (4)

faff, robert (4)

Bollerslev, Tim (4)

Wurgler, Jeffrey (4)

Baker, Malcolm (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
School of Economics and Finance Discussion Papers and Working Papers Series / School of Economics and Finance, Queensland University of Technology2

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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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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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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article11
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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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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article3
2004A Test of Momentum Trading Strategies in Foreign Exchange Markets: Evidence from the G7.(2004) In: School of Economics and Finance Discussion Papers and Working Papers Series.
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This paper has another version. Agregated cites: 3
paper
2009HACking at Non-linearity: Evidence from Stocks and Bonds In: School of Economics and Finance Discussion Papers and Working Papers Series.
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2012Sustainable stock indices and long-term portfolio decisions In: Journal of Sustainable Finance & Investment.
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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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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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