Daniel P.J. Capocci : Citation Profile


Are you Daniel P.J. Capocci?

Université de Liège

3

H index

2

i10 index

127

Citations

RESEARCH PRODUCTION:

5

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2002 - 2009). See details.
   Cites by year: 18
   Journals where Daniel P.J. Capocci has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 1 (0.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca112
   Updated: 2021-11-28    RAS profile: 2010-10-24    
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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 Daniel P.J. Capocci.

Is cited by:

Eling, Martin (6)

Gallagher, Liam (3)

Muteba Mwamba, John Weirstrass (3)

Racicot, François-Éric (3)

Caporin, Massimiliano (2)

Blazsek, Szabolcs (2)

Garcia, René (2)

darolles, serge (2)

Moura, Marcelo (2)

HENTATI KAFFEL, Rania (2)

Stulz, René (2)

Cites to:

Goetzmann, William (8)

Brown, Stephen (7)

Titman, Sheridan (6)

Grinblatt, Mark (5)

Carhart, Mark (4)

Fama, Eugene (4)

French, Kenneth (4)

liang, bing (4)

Jensen, Michael (3)

Sharpe, William (2)

wermers, russell (2)

Main data


Where Daniel P.J. Capocci has published?


Working Papers Series with more than one paper published# docs
Finance / University Library of Munich, Germany2

Recent works citing Daniel P.J. Capocci (2021 and 2020)


YearTitle of citing document
2021The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872.

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2020Nonparametric assessment of hedge fund performance. (2020). Garcia, René ; Ardison, Kym ; Almeida, Caio. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:349-378.

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2020Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

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2020Funds of hedge funds: Are they really the high society for little guys?. (2020). Yao, Juan ; Cui, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:346-361.

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2020Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods. (2020). Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930563x.

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2021On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects.. (2021). Klubinski, William ; Verousis, Thanos. In: MPRA Paper. RePEc:pra:mprapa:109766.

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2020Investing in mutual funds: are you paying for performance or for the ties of the manager?. (2020). Skaperda, Maria ; Siriopoulos, Costas. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:7:y:2020:i:2:p:153-164.

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2020Twenty-five years of The European Journal of Finance (EJF): a retrospective analysis. (2020). Kumar, Satish ; Burton, Bruce ; Pandey, Nitesh. In: The European Journal of Finance. RePEc:taf:eurjfi:v:26:y:2020:i:18:p:1817-1841.

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2021The dilemma between fund?style consistency and active management over the economic cycle. Evidence from pension funds. (2021). Alda, Mercedes. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2219-2240.

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Works by Daniel P.J. Capocci:


YearTitleTypeCited
2003Les Fonds alternatifs sont-ils réellement décorrelés des produits dinvestissments classiques? In: Brussels Economic Review.
[Full Text][Citation analysis]
article0
2004Analysis of hedge fund performance In: Journal of Empirical Finance.
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article86
2002An Analysis of Hedge Fund Performance.(2002) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
paper
2006Neutrality of market neutral funds In: Global Finance Journal.
[Full Text][Citation analysis]
article2
2009The persistence in hedge fund performance: extended analysis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article4
2005Hedge fund performance and persistence in bull and bear markets In: The European Journal of Finance.
[Full Text][Citation analysis]
article35
2004Hedge Fund Performance and Persistence in Bull and Bear Markets.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper

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