Rosella Castellano : Citation Profile

Are you Rosella Castellano?

4

H index

2

i10 index

47

Citations

RESEARCH PRODUCTION:

8

Articles

6

Papers

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 2
   Journals where Rosella Castellano has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 4 (7.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca464
   Updated: 2022-05-21    RAS profile: 2019-10-10    
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Relations with other researchers

Works with:

Cerqueti, Roy (2)

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

Is cited by:

ausloos, marcel (7)

Cerqueti, Roy (6)

Zenios, Stavros (3)

Boubaker, Sabri (1)

Balcilar, Mehmet (1)

Andrei, Tudorel (1)

Shahzad, Syed Jawad Hussain (1)

Bovi, Maurizio (1)

Oancea, Bogdan (1)

Lemonakis, Christos (1)

Parolya, Nestor (1)

Cites to:

Kahneman, Daniel (5)

Weber, Martin (5)

ausloos, marcel (4)

Norden, Lars (4)

Barber, Brad (3)

Judge, George (3)

Kelly, Patrick (3)

Mitra, Tapan (3)

Madhavan, Ananth (2)

Longstaff, Francis (2)

Carrera, Cesar (2)

Main data

Where Rosella Castellano has published?

Journals with more than one article published# docs
European Journal of Operational Research2
Quality & Quantity: International Journal of Methodology2

Working Papers Series with more than one paper published# docs
Working Papers / Macerata University, Department of Finance and Economic Sciences3

Recent works citing Rosella Castellano (2021 and 2020)

YearTitle of citing document
2021Risk misperceptions of structured financial products with worst-of payout characteristics revisited. (2021). Hanaki, Nobuyuki. In: ISER Discussion Paper. RePEc:dpr:wpaper:1143r.

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2021Data validity and statistical conformity with Benford’s Law. (2021). Maggi, Mario ; Cerqueti, Roy. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s096007792100093x.

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2020Algorithmic trading for online portfolio selection under limited market liquidity. (2020). Zhang, Hai. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1033-1051.

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2021A Benford’s Law based methodology for fraud detection in social welfare programs: Bolsa Familia analysis. (2021). de Mesquita, Mauro ; Gava, Vagner Luiz ; Gonalves, Rodrigo Franco ; da Silva, Caio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309249.

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2021Testing Benford’s Laws (non)conformity within disclosed companies’ financial statements among hospitality industry in Romania. (2021). Luchian, Iuliana ; Apostu, Simona ; Dragan, Irina Maria ; Jianu, Ionel ; Herteliu, Claudiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121004945.

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2022.

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2020.

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2020.

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2020A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben. (2020). Hever, Judit. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1915.

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2020Narrative disclosure guidelines for CARs: an operational-based tool. (2020). Lemonakis, Christos ; Sariannidis, Nikolaos ; Garefalakis, Alexandros. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-018-3030-9.

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2020Looking back and forging ahead: the weighting of ESG factors. (2020). Dimitras, Augustinos ; Garefalakis, Alexandros. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-020-03745-y.

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2021Do sovereign credit ratings matter for corporate credit ratings?. (2021). Ben Cheikh, Nidhaleddine ; Boubaker, Sabri ; ben Zaied, Younes ; ben Hmiden, Oussama. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03590-z.

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2021What if versus probabilistic scenarios: a neuroscientific analysis. (2021). Tieri, Gaetano ; Ponsi, Giorgia ; Mancinelli, Marco ; Castellano, Rosella. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03272-5.

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2021Evidence regarding external financing in manufacturing MSEs using partial least squares regression. (2021). Herteliu, Claudiu ; Ceptureanu, Sebastian. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03291-2.

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2022Impact of artificial intelligence investment on firm value. (2022). , Eric. In: Annals of Operations Research. RePEc:spr:annopr:v:308:y:2022:i:1:d:10.1007_s10479-020-03862-8.

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2021The relative efficiency of option hedging strategies using the third-order stochastic dominance. (2021). Ego, Boko ; Kedo, Margareta Gardijan. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:4:d:10.1007_s10287-021-00401-z.

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Works by Rosella Castellano:

YearTitleTypeCited
2016Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law In: Papers.
[Full Text][Citation analysis]		paper11
2011The optimal bid/ask spread in a Specialist System In: Economic Modelling.
[Full Text][Citation analysis]		article2
2014Mean–Variance portfolio selection in presence of infrequently traded stocks In: European Journal of Operational Research.
[Full Text][Citation analysis]		article8
2016Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2001Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events. In: Computational Economics.
[Full Text][Citation analysis]		article2
2008Bayesian inference for Hidden Markov Model In: Working Papers.
[Full Text][Citation analysis]		paper0
2010A Disutility-Based Drift Control for Exchange Rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Roots and Effects of Investments Misperception In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Long Swings in the US-Dollar: a Stochastic Control Approach. In: Computing in Economics and Finance 2005.
[Citation analysis]		paper0
1999Performance of a Hedged Dynamic Portfolio Model in the Presence of Extreme Events In: Computing in Economics and Finance 1999.
[Citation analysis]		paper0
2013CDS volatility: the key signal of credit quality In: Annals of Operations Research.
[Full Text][Citation analysis]		article9
2014Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective In: Central European Journal of Operations Research.
[Full Text][Citation analysis]		article10
2013Roots and effects of financial misperception in a stochastic dominance framework In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article3
2019Are stock price dynamics affected by financial analysts recommendations? Evidence from Italian green energy stocks In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article0

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