Rachel A J Pownall (Campbell) : Citation Profile


Are you Rachel A J Pownall (Campbell)?

Maastricht University (80% share)
Universiteit van Tilburg (20% share)

8

H index

7

i10 index

296

Citations

RESEARCH PRODUCTION:

12

Articles

19

Papers

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 15
   Journals where Rachel A J Pownall (Campbell) has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 8 (2.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca242
   Updated: 2019-05-18    RAS profile: 2017-12-22    
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Relations with other researchers


Works with:

Graddy, Kathryn (4)

Loewenstein, Lara (3)

De Silva, Dakshina (3)

Mei, Jianping (2)

Noussair, Charles (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rachel A J Pownall (Campbell).

Is cited by:

Verbeek, Marno (8)

Renneboog, Luc (7)

Bacchetta, Philippe (6)

van Wincoop, Eric (6)

Tille, Cédric (6)

Mishra, Anil (6)

Ormos, Mihály (5)

Rombouts, Jeroen (5)

Haas, Markus (4)

Penasse, Julien (4)

Mittnik, Stefan (4)

Cites to:

Graddy, Kathryn (17)

Maniadis, Zacharias (13)

list, john (11)

Renneboog, Luc (9)

Beggs, Alan (9)

Moses, Michael (8)

Ashenfelter, Orley (8)

Mei, Jianping (8)

Flachaire, Emmanuel (8)

De Silva, Dakshina (7)

Ginsburgh, Victor (7)

Main data


Where Rachel A J Pownall (Campbell) has published?


Journals with more than one article published# docs
Journal of International Money and Finance4

Working Papers Series with more than one paper published# docs
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam2
CFS Working Paper Series / Center for Financial Studies (CFS)2
Working Papers / Lancaster University Management School, Economics Department2

Recent works citing Rachel A J Pownall (Campbell) (2018 and 2017)


YearTitle of citing document
2017Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios. (2017). Chatsanga, Nonthachote ; Parkes, Andrew J. In: Papers. RePEc:arx:papers:1704.01174.

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2017The case of Less is more: Modelling risk-preference with Expected Downside Risk. (2017). Ormos, Mihály ; Timotity, Dusan . In: Papers. RePEc:arx:papers:1704.05332.

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2018Asset allocation: new evidence through network approaches. (2018). Clemente, Gian Paolo ; Hitaj, Asmerilda ; Grassi, Rosanna. In: Papers. RePEc:arx:papers:1810.09825.

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2018Experience and Brokerage in Asset Markets: Evidence from Art Auctions. (2018). Bruno, Brunella ; Nocera, Giacomo ; Garciaappendini, Emilia. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:833-864.

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2017The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk. (2017). Ormos, Mihály ; Dusan, Timotity . In: The B.E. Journal of Theoretical Economics. RePEc:bpj:bejtec:v:17:y:2017:i:2:p:14:n:8.

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2018A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns. (2018). Haas, Markus ; Ji-Chun, Liu ; Markus, Haas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:3:p:27:n:3.

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2017Premium levels and demand response in health insurance: relative thinking and zero-price effects. (2017). Douven, Rudy ; Schut, Erik ; McGuirec, Thomas ; van der Heijden, Ron. In: CPB Discussion Paper. RePEc:cpb:discus:366.

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2018Global risk aversion and emerging market return comovements. (2018). Omay, Tolga ; Yuksel, Aydin ; Demirer, Riza. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:118-121.

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2017Market risk management in a post-Basel II regulatory environmentAuthor-Name: Drenovak, Mikica. (2017). Ivanovi, Milo ; Jelic, Ranko ; Rankovi, Vladimir ; Uroevi, Branko . In: European Journal of Operational Research. RePEc:eee:ejores:v:257:y:2017:i:3:p:1030-1044.

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2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. (2017). Nguyen, Duc Khuong ; Berger, Theo ; Hernandez, Jose Arreola. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1121-1131.

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2018Evaluating the dynamic performance of energy portfolios: Empirical evidence from the DEA directional distance function. (2018). Zhang, Yue-Jun ; Chen, Ming-Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:64-78.

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2018Policies to enhance the drivers of green housing development in China. (2018). Zhang, LI ; Liu, Hongyu ; Wu, Jing. In: Energy Policy. RePEc:eee:enepol:v:121:y:2018:i:c:p:225-235.

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2017Auction guarantees for works of art. (2017). Hamilton, Jonathan ; Graddy, Kathryn. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:133:y:2017:i:c:p:303-312.

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2017Don’t let the easy be the enemy of the good. Returns from art investments: What is wrong with it?. (2017). Vecco, Marilena ; Zanola, Roberto . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:120-129.

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2019Mood, firm behavior, and aggregate economic outcomes. (2019). Chhaochharia, Vidhi ; Kumar, Alok ; Korniotis, George M ; Kim, Dasol. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:427-450.

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2017Violations of uncovered interest rate parity and international exchange rate dependences. (2017). Ames, Matthew ; Peters, Gareth W ; Bagnarosa, Guillaume. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:162-187.

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2018The impact of inequality on the transmission of monetary policy. (2018). Voinea, L ; Cojocaru, A ; Lovin, H. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:236-250.

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2017Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:296-308.

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2017Foreign bias in Australias international equity holdings. (2017). Mishra, Anil. In: Review of Financial Economics. RePEc:eee:revfin:v:33:y:2017:i:c:p:41-54.

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2018The zero lower bound and market spillovers: Evidence from the G7 and Norway. (2018). Serletis, Apostolos ; Kyritsis, Evangelos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:100-123.

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2019Socio-spatial and temporal dimensions of transport equity for Londons night time economy. (2019). McArthur, Jenny ; Smeds, Emilia ; Robin, Enora. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:121:y:2019:i:c:p:433-443.

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2017Asset Co-movements: Features and Challenges. (2017). Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-11.

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2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

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2017Impending Doom: The Loss of Diversification before a Crisis. (2017). Yang, Libin ; Rea, Alethea . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:29-:d:118774.

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2017The Solvency II Standard Formula, Linear Geometry, and Diversification. (2017). Paulusch, Joachim. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:11-:d:98991.

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2018Consumer Attitudes toward Sustainable Development and Risk to Brand Loyalty. (2018). Daniel, ; Djokic, Borivoje-Boris ; Gavriletea, Marius Dan ; Balazs, Szilvia. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:997-:d:138467.

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2017The relevance of personal characteristics and gender diversity for (eco)-innovation activities at the firm-level : Results from a linked employer-employee database in Germany. (2017). Jacob, Jojo ; Horbach, Jens. In: IAB Discussion Paper. RePEc:iab:iabdpa:201711.

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2017A Comparison Study of Copula Models for Europea Financial Index Returns. (2017). Tofoli, Paula V ; Candido, Osvaldo ; Ziegelmann, Flavio A. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:155-178.

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2017Expected downside risk and asset prices: characteristics of emerging and developed European markets. (2017). Ormos, Mihály ; Timotity, Dusan . In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:3:d:10.1007_s10663-016-9329-3.

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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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2017Premium Levels and Demand Response in Health Insurance: Relative Thinking and Zero-Price Effects. (2017). Douven, Rudy ; Schut, Frederik T ; McGuire, Thomas ; van der Heijden, Ron. In: NBER Working Papers. RePEc:nbr:nberwo:23846.

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2018A structural break test for extremal dependence in β-mixing random vectors. (2018). Hoga, Y. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:627-643..

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2018An innovative risk management methodology for trading equity indices based on change points. (2018). Gosmann, Josua ; Ziggel, Daniel. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0062-7.

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2019Panic-aware portfolio optimization. (2019). Zorn, Josef. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:2:d:10.1057_s41260-018-00103-3.

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2018Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities. (2018). GUPTA, RANGAN ; Demirer, Riza ; Twala, Zintle. In: Working Papers. RePEc:pre:wpaper:201808.

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2018Anchoring in the Housing Market: Evidence from Sydney. (2018). Khezr, Peyman ; Ahmad, Shabbir. In: Discussion Papers Series. RePEc:qld:uq2004:596.

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2017How risky is the optimal portfolio which maximizes the Sharpe ratio?. (2017). Bodnar, Taras ; Zabolotskyy, Taras . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:101:y:2017:i:1:d:10.1007_s10182-016-0270-3.

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2018Multi-criteria optimal stopping methods applied to the portfolio optimisation problem. (2018). ben Abdelaziz, Fouad ; Mallek, Ray Saadaoui. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2325-y.

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2017Testing the interest parity condition with Irving Fishers example of Indian rupee and sterling bonds in the London financial market (1869 - 1906). (2017). Herger, Nils. In: Working Papers. RePEc:szg:worpap:1704.

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2019Colors, Emotions, and the Auction Value of Paintings. (2019). Renneboog, Luc ; Noussair, Charles ; Ma, Marshall. In: Discussion Paper. RePEc:tiu:tiucen:b628fa65-83cf-41c8-b321-df2fb89f3ebd.

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2019Controlling Monopoly Power in a Classroom Double-Auction Market Experiment.. (2019). Boun My, Kene ; Lefevbre, Mathieu ; Guido, Andrea ; Attanasi, Giuseppe. In: Working Papers of BETA. RePEc:ulp:sbbeta:2019-08.

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2018On the determinants of pro-environmental behavior: A guide for further investigations. (2018). Blankenberg, Ann-Kathrin ; Alhusen, Harm. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:350.

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Works by Rachel A J Pownall (Campbell):


YearTitleTypeCited
2012Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed In: Real Estate Economics.
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article4
2009Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed.(2009) In: CEPR Discussion Papers.
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2015Empirical Evidence of Anchoring and Loss Aversion from Art Auctions In: Working Papers.
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paper1
2014Anchoring or Loss Aversion? Empirical Evidence from Art Auctions In: CEPR Discussion Papers.
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paper5
2014Anchoring or Loss Aversion? Empirical Evidence from Art Auctions.(2014) In: ACEI Working Paper Series.
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2015Reference Point Formation In: CEPR Discussion Papers.
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paper0
2015Household Financial Planning and Savings Behavior In: CEPR Discussion Papers.
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paper3
2016Household financial planning and savings behavior.(2016) In: Journal of International Money and Finance.
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2002Increased Correlation in Bear markets: A Downside Risk Perspective In: CEPR Discussion Papers.
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paper41
2007Irving Fisher, Expectational Errors, and the UIP Puzzle In: CEPR Discussion Papers.
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paper8
2012Aspirations, Well-being, Risk-Aversion and Loss-Aversion In: CEPR Discussion Papers.
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paper0
2014Attitudes towards socially and environmentally responsible investment In: Journal of Behavioral and Experimental Finance.
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article3
2013Bidding behavior and experience in internet auctions In: European Economic Review.
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article3
2008Increasing correlations or just fat tails? In: Journal of Empirical Finance.
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article35
2001Optimal portfolio selection in a Value-at-Risk framework In: Journal of Banking & Finance.
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article86
2012Does the sun ‘shine’ on art prices? In: Journal of Economic Behavior & Organization.
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article10
1999Capturing downside risk in financial markets: the case of the Asian Crisis In: Journal of International Money and Finance.
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article28
2007Revisiting the home bias puzzle: Downside equity risk In: Journal of International Money and Finance.
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article19
2006Revisiting the home bias puzzle: Downside equity risk.(2006) In: CFS Working Paper Series.
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2013I discovered the peso problem: Irving Fisher and the UIP puzzle In: Journal of International Money and Finance.
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article3
2016Pricing color intensity and lightness in contemporary art auctions In: Research in Economics.
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article4
2007Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later In: ERIM Report Series Research in Management.
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paper2
2002Measuring Credit Spread Risk In: ERIM Report Series Research in Management.
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1998VaR-x: Fat Tails in Financial Risk Management. In: Southern California - School of Business Administration.
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paper19
2016Market Evolution, Bidding Strategies, and Survival of Art Dealers In: Working Papers.
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2017Dealer Networks in the World of Art In: Working Papers.
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2003Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? In: Monash Econometrics and Business Statistics Working Papers.
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paper7
2012Going green: does it depend on education, gender, or income? In: MPRA Paper.
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paper9
2014Going green: does it depend on education, gender or income?.(2014) In: Applied Economics.
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This paper has another version. Agregated cites: 9
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2016Reference point heterogeneity In: Other publications TiSEM.
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2006Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector In: CFS Working Paper Series.
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