Laurent E. Calvet : Citation Profile

Are you Laurent E. Calvet?

Groupe EDHEC (École de Hautes Études Commerciales du Nord) (94% share)
Centre for Economic Policy Research (CEPR) (6% share)

22

H index

25

i10 index

2126

Citations

RESEARCH PRODUCTION:

23

Articles

88

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 88
   Journals where Laurent E. Calvet has often published
   Relations with other researchers
   Recent citing documents: 330.    Total self citations: 36 (1.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca582
   Updated: 2022-07-02    RAS profile: 2021-11-08    
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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 Laurent E. Calvet.

Is cited by:

Majlesi, Kaveh (43)

Guiso, Luigi (41)

Mitchell, Olivia (37)

Campbell, John (37)

Lundborg, Petter (35)

Black, Sandra (35)

GUPTA, RANGAN (35)

Devereux, Paul (35)

Lux, Thomas (34)

Lusardi, Annamaria (33)

Fagereng, Andreas (25)

Cites to:

Campbell, John (34)

Fisher, Adlai (19)

Bollerslev, Tim (15)

Constantinides, George (15)

Weil, Philippe (14)

Abel, Andrew (12)

Engle, Robert (11)

Ghysels, Eric (11)

Cochrane, John (11)

Duffie, Darrell (9)

Diebold, Francis (9)

Main data

Where Laurent E. Calvet has published?

Journals with more than one article published# docs
Journal of Econometrics4
Journal of Financial Econometrics2
Journal of Mathematical Economics2
The Review of Economics and Statistics2
American Economic Review2
Journal of Finance2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL26
Working Papers / HAL14
NBER Working Papers / National Bureau of Economic Research, Inc11
Working Papers / Center for Research in Economics and Statistics3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Laurent E. Calvet (2021 and 2020)

YearTitle of citing document
2020Estimation of heterogeneous agent models: A likelihood approach. (2020). Posch, Olaf ; Parra-Alvarez, Juan ; Wang, Mu-Chun. In: CREATES Research Papers. RePEc:aah:create:2020-05.

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2021Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). Dhondt, Catherine ; Merli, Maxime ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003.

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2022Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431.

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2021Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954.

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2021Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach. (2018). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Papers. RePEc:arx:papers:1809.01464.

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2020Econophysics of Asset Price, Return and Multiple Expectations. (2019). Olkhov, Victor. In: Papers. RePEc:arx:papers:1901.05024.

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2020A Dynamic Bayesian Model for Interpretable Decompositions of Market Behaviour. (2019). Griveau-Billion, Théophile ; Calderhead, Ben. In: Papers. RePEc:arx:papers:1904.08153.

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2020Personalized Robo-Advising: Enhancing Investment through Client Interaction. (2020). Zariphopoulou, Thaleia ; Olafsson, Sveinn ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1911.01391.

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2020Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from Chinas Urban Areas. (2020). Liu, Huirong. In: Papers. RePEc:arx:papers:2001.01641.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2021Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096.

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2020The Multiplicative Chaos of $H=0$ Fractional Brownian Fields. (2020). Neuman, Eyal ; Hager, Paul. In: Papers. RePEc:arx:papers:2008.01385.

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2020The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool. (2020). Brandi, Giuseppe ; Antoniades, Ioannis P ; di Matteo, T ; Magafas, L G. In: Papers. RePEc:arx:papers:2010.08890.

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2020Risk Preferences and Efficiency of Household Portfolios. (2020). Zhang, Zhaoyu ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2010.13928.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2021Dynamical Characteristics of Global Stock Markets Based on Time Dependent Tsallis Non-Extensive Statistics and Generalized Hurst Exponents. (2020). Karakatsanis, Leonidas P ; Antoniades, Ioannis P ; Pavlos, Evgenios G. In: Papers. RePEc:arx:papers:2012.06856.

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2021Neural Options Pricing. (2021). Delise, Timothy. In: Papers. RePEc:arx:papers:2105.13320.

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2021Robust Decisions for Heterogeneous Agents via Certainty Equivalents. (2021). Schweizer, Nikolaus ; Balter, Anne G. In: Papers. RePEc:arx:papers:2106.13059.

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2021A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process. (2021). Grosskinsky, Stefan ; Forbes, Samuel. In: Papers. RePEc:arx:papers:2107.02169.

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2022Multiscaling and rough volatility: an empirical investigation. (2022). di Matteo, T ; Brandi, Giuseppe. In: Papers. RePEc:arx:papers:2201.10466.

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2022Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Mar'Ia. In: Papers. RePEc:arx:papers:2202.02280.

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2022Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2022Scale Dependencies and Self-Similarity Through Wavelet Scattering Covariance. (2022). Mallat, St'Ephane ; Bouchaud, Jean-Philippe ; Leonarduzzi, Roberto ; Rochette, Gaspar ; Morel, Rudy. In: Papers. RePEc:arx:papers:2204.10177.

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2020The Impact of Economic Events on Stock Market Returns: Evidence from India. (2020). Naik, Ramashanti ; Parab, Narayan ; Reddy, Y V. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1232-1247.

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2022More money or better procedures? Evidence from an energy efficiency assistance program. (2022). Kesternich, Martin ; Goeschl, Timo ; Chlond, Bettina. In: Working Papers. RePEc:awi:wpaper:0716.

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2020Consumer Credit with Over-optimistic Borrowers. (2020). MacGee, James (Jim) ; Livshits, Igor ; Tertilt, Michle ; Exler, Florian. In: Staff Working Papers. RePEc:bca:bocawp:20-57.

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2021Optimal Monetary Policy According to HANK. (2021). Acharya, Sushant ; Dogra, Keshav ; Challe, Edouard. In: Staff Working Papers. RePEc:bca:bocawp:21-55.

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2020The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology. (2020). Frost, Jon ; Gambacorta, Romina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_565_20.

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2021Can internet banking affect households participation in financial markets and financial awareness?. (2021). Michelangeli, Valentina ; Viviano, Eliana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1329_21.

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2021What drives investors to chase returns?. (2021). Michelangeli, Valentina ; Reichling, Felix ; Huntley, Jonathan . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1334_21.

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2021Do Bankruptcy Protection Levels Affect Households Demand for Stocks?. (2021). Dal Borgo, Mariela. In: Working Papers. RePEc:bdm:wpaper:2021-03.

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2020Monetary Policy and Inequality. (2020). Johannesen, Niels ; Andersen, Asger Lau ; Peydro, Jose-Luis ; Jorgensen, Mia. In: Working Papers. RePEc:bge:wpaper:1227.

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2020The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology. (2020). Gambacorta, Romina ; Frost, Jon. In: BIS Working Papers. RePEc:bis:biswps:871.

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2021Digital financial inclusion development, investment diversification, and household extreme portfolio risk. (2021). Zhou, Hailing ; Guo, Jiaojiao ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6225-6261.

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2021Behavioural portfolio theory revisited: lessons learned from the field. (2021). Horn, Matthias ; Oehler, Andreas. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1743-1774.

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2020Investment in Financial Information and Portfolio Performance. (2020). Jappelli, Tullio ; Guiso, Luigi. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1133-1170.

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2021Are mutual fund investors loss averse? Evidence from China. (2021). Ting, Huangwen ; Shrider, David G ; Jiang, Jie ; Wu, Yanran. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:231-250.

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2021Japanese firms overpayments for cross?border acquisitions. (2021). Bebenroth, Ralf ; Ahmed, Kashif. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:257-273.

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2020Immigrants, Financial Knowledge, and Financial Behavior. (2020). Riding, Allan ; Rostamkalaei, Anoosheh. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:54:y:2020:i:3:p:951-977.

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2020HOW SHOULD CAPITAL BE TAXED?. (2020). Waldenström, Daniel ; Bastani, Spencer. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:4:p:812-846.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020Stock Market Returns and Consumption. (2020). Majlesi, Kaveh ; di Maggio, Marco ; Dimaggio, Marco ; Kermani, Amir. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3175-3219.

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2021Information Inertia. (2021). Condie, Scott ; Ganguli, Jayant V ; Illeditsch, Philipp K. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:443-479.

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2021The Misguided Beliefs of Financial Advisors. (2021). Melzer, Brian ; Previtero, Alessandro ; Linnainmaa, Juhani T. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:587-621.

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2021Who Wears the Pants? Gender Identity Norms and Intrahousehold Financial Decision?Making. (2021). Ke, DA. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1389-1425.

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2021Prospect Theory and Stock Market Anomalies. (2021). Wang, Baolian ; Jin, Lawrence J ; Barberis, Nicholas. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2639-2687.

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2021Inequality Aversion, Populism, and the Backlash against Globalization. (2021). Pastor, Lubos ; Veronesi, Pietro. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2857-2906.

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2021Religious differences and households investment decisions. (2021). Han, Seung H ; Kim, Kyoung T. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:753-788.

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2020Redistributive innovation policy, inequality, and efficiency. (2020). Getachew, Yoseph ; Basu, Parantap. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:22:y:2020:i:3:p:532-554.

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2022Portfolio diversification and model uncertainty: A robust dynamic mean?variance approach. (2022). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:349-404.

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2021Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

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2022Pandemic Shocks and Household Spending. (2022). Tillmann, Peter ; PeterTillmann, ; Finck, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:273-299.

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2021On the financial literacy, indebtedness, and wealth of Colombian households. (2021). Nueztorres, Alexander ; Hoyos, Amalia Novoa ; Novoahoyos, Amalia ; Caoalvira, Jose J. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:2:p:978-993.

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2021The Welfare Implications of Unobserved Heterogeneity. (2021). Tsiaplias, Sarantis. In: Review of Income and Wealth. RePEc:bla:revinw:v:67:y:2021:i:4:p:1029-1051.

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2020Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom. (2020). Xu, Fang ; Herwartz, Helmut. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:164-190.

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2020Workers, capitalists, and the government: fiscal policy and income (re)distribution. (2020). Freund, Lukas ; Cantore, Cristiano. In: Bank of England working papers. RePEc:boe:boeewp:0858.

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2021Refinancing cross-subsidies in the mortgage market. (2021). Gavazza, Alessandro ; Tripathy, Jagdish ; Ramadorai, Tarun ; Liu, LU ; Fisher, Jack . In: Bank of England working papers. RePEc:boe:boeewp:0948.

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2021FinTech adoption and household risk-taking. (2021). Hong, Claire Yurong ; Pan, Jun ; Lu, Xiaomeng. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_014.

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2020Temporal aggregation of random walk processes and implications for economic analysis. (2020). Ivan, Paya ; Yamin, Ahmad. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:20:n:4.

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2020The Trading Response of Individual Investors to Local Bankruptcies. (2020). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8191.

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2020Optimal Taxation of Capital Income with Heterogeneous Rates of Return. (2020). Spiritus, Kevin ; Rusu, Alexandra Victoria ; Jacobs, Bas ; Gerritsen, Aart. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8395.

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2021Redistribution of Return Inequality. (2021). Schulz, Karl. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8996.

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2021How Do Inheritances Shape Wealth Inequality? Theory and Evidence from Sweden. (2021). Seim, David ; Nekoei, Arash. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9017.

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2021Dynamic Spending Responses to Wealth Shocks: Evidence from Quasi-Lotteries on the Stock Market. (2021). Sheridan, Adam ; Johannesen, Niels ; Andersen, Asger Lau. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9184.

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2021Decomposing the Disposition Effect. (2021). Fischer, Dominik S ; Maier, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9334.

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2021Do bankruptcy protection levels affect households demand for stocks?. (2021). Dal Borgo, Mariela. In: CAGE Online Working Paper Series. RePEc:cge:wacage:564.

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2021The UKs wealth distribution and characteristics of high-wealth households. (2021). Advani, Arun ; Leslie, Jack ; Bangham, George. In: CAGE Online Working Paper Series. RePEc:cge:wacage:576.

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2020Vermögenskonzentration in Österreich. (2020). Kapeller, Jakob ; Heck, Ines ; Wildauer, Rafael. In: Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft. RePEc:clr:mwugar:206.

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2020Sovereign Capital, External Balance, and the Investment-Based Balassa-Samuelson Effect in a Global Dynamic Equilibrium. (2020). Derviz, Alexis. In: Working Papers. RePEc:cnb:wpaper:2020/4.

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2020K-Returns to Education. (2020). Pistaferri, Luigi ; Holm, Martin ; Guiso, Luigi ; Fagereng, Andreas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14310.

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2020Saving Behavior Across the Wealth Distribution: The Importance of Capital Gains. (2020). Natvik, Gisle James ; Moll, Benjamin ; Holm, Martin ; Fagereng, Andreas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14355.

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2020The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14361.

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2020Optimal Monetary Policy According to HANK. (2020). Acharya, Sushant ; Challe, Edouard ; Dogra, Keshav. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14429.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2020Turbulence in the financial markets: Cross-country differences in market volatility in response to COVID-19 pandemic policies. (2020). Torgler, Benno ; Colthurst, Richard ; Chan, Ho Fai ; Brumpton, Martin ; Bickley, Steve J. In: CREMA Working Paper Series. RePEc:cra:wpaper:2020-15.

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2021No Regret Fiscal Reforms. (2021). Collignon, Pierre-Edouard. In: Working Papers. RePEc:crs:wpaper:2021-20.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_003.

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2021Risky Asset Holdings during Covid-19 and Their Distributional Impact: Evidence from Germany. (2021). schröder, carsten ; Menkhoff, Lukas ; Schroder, Carsten. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1962.

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2021Wage Risk and Portfolio Choice: The Role of Correlated Returns. (2021). Longmuir, Maximilian ; Konig, Johannes. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1974.

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2020Conditional capital asset pricing model, long-run risk, and stock valuation. (2020). Gueyie, Jean-Pierre ; Assogbavi, Tov ; Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01100.

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2020International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme. (2020). Fidora, Michael ; Bergant, Katharina ; Schmitz, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20202388.

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2020Protecting investors from themselves: Evidence from a regulatory intervention. (2020). Firth, Chris . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302576.

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2020When financial literacy meets textual analysis: A conceptual review. (2020). Li, Xiao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303294.

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2021Exchange-traded certificates, education and the disposition effect. (2021). Silva, Paulo ; Mendes, Victor ; da Silva, Paulo Pereira. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303853.

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2021Nudging against panic selling: Making use of the IKEA effect. (2021). Rieger, Marc Oliver ; Ashtiani, Amin Zokaei ; Stutz, David. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000460.

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2021Do global equity mutual funds exhibit home bias?. (2021). Liu, Ming ; Hiraki, Takato. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000526.

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2020Inequality of opportunity and household risky asset investment: Evidence from panel data in China. (2020). Wu, Weixing ; Song, Yang ; Zhou, Guangsu. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x20301103.

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2020Characterization of ionospheric total electron content data using wavelet-based multifractal formalism. (2020). Gadre, Vikram M ; Seemala, Gopi K ; Chandrasekhar, E ; Bhardwaj, Shivam. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920300527.

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2020Multifractal processes: Definition, properties and new examples. (2020). Grahovac, Danijel. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920301375.

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2020A note on power-law cross-correlated processes. (2020). Trinidad, J E ; Casado, M P ; Sanchez-Granero, M A ; Fernandez-Martinez, M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303143.

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2020Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach. (2020). Zhang, Tonghui ; Yuan, Ying. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306482.

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2021A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19. (2021). Bekiros, Stelios ; Alotaibi, Naif D ; Munoz-Pacheco, Jesus M ; Jahanshahi, Hadi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310237.

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2022U.S. Politics from a multifractal perspective. (2022). Schadner, Wolfgang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010316.

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2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; Krištoufek, Ladislav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257.

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2022Robust investment strategies with two risky assets. (2022). Luo, Yulei ; Sun, Xianming ; Lin, Qian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002104.

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2020Can investment advisors promote rational investment? Evidence from micro-data in China. (2020). Wang, Lin ; Zhang, Yixing ; Lu, Xiaomeng. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:251-263.

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2020Redistribution, inequality, and efficiency with credit constraints: Implications for South Africa. (2020). Turnovsky, Stephen J ; Getachew, Yoseph Y. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:259-277.

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2021Risk attitude, financial literacy and household consumption: Evidence from stock market crash in China. (2021). Chen, Chen ; Jia, Qinmin ; Zhang, Yixing. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:995-1006.

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2020Stock trading dynamics and pedestrian counterflows: Analogies and differences. (2020). Zhao, Yongxiang ; Ran, Meng ; Tang, Zhenpeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818305205.

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2021The high frequency risk attitude implied by the volatility risk premium. (2021). zhu, chao ; Yi, Zhen ; Zhang, Yuwei. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521003256.

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More than 100 citations found, this list is not complete...

Works by Laurent E. Calvet:

YearTitleTypeCited
2020Rich Pickings? Risk, Return, and Skill in Household Wealth In: American Economic Review.
[Full Text][Citation analysis]		article28
2009Measuring the Financial Sophistication of Households In: American Economic Review.
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2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
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2009Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles.
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2009Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers.
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2011State-Observation Sampling and the Econometrics of Learning Models In: Papers.
[Full Text][Citation analysis]		paper1
2011state-observation sampling and the econometrics of learning models.(2011) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2011State-Observation Sampling and the Econometrics of Learning Models.(2011) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios In: Journal of Finance.
[Full Text][Citation analysis]		article110
2011Twin picks: disentangling the determinants of risk-taking in household portfolios.(2011) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 110		paper
2011Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2011) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 110		paper
2010Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110		paper
2013Twin picks: Disentangling the determinants of risk-taking in household portfolios.(2013) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110		paper
2017Who Are the Value and Growth Investors? In: Journal of Finance.
[Full Text][Citation analysis]		article22
2014Who Are the Value and Growth Investors?.(2014) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 22		paper
2014Who Are the Value and Growth Investors?.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 22		paper
2014Who are the value and growth investors?.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
1998Heterogeneous probabilities in complete asset markets In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper3
2016Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper39
2015Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		paper
2015Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 39		paper
2019A Supply and Demand Approach to Equity Pricing In: CEPR Discussion Papers.
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2020Can Security Design Foster Household Risk-Taking? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2001Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets In: Working Papers.
[Full Text][Citation analysis]		paper23
2004Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets In: Working Papers.
[Full Text][Citation analysis]		paper5
2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets.(2018) In: Research in Economics.
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2016Structural Dynamic Analysis of Systematic Risk In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Financial Innovation, Market Participation, and Asset Prices In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article34
2001Financial Innovation, Market Participation and Asset Prices.(2001) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Post-Print.
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This paper has another version. Agregated cites: 34		paper
2001Financial Innovation, Market Participation and Asset Prices.(2001) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2003Financial Innovation, Market Participation and Asset Prices.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 34		paper
2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 34		paper
2018Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article1
1997A Multifractal Model of Asset Returns In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper96
1999A Multifractal Model of Assets Returns.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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2011A Multifractal Model of Asset Returns.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 96		paper
1997Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper24
1997Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper34
2006Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper446
2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		article
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 446		paper
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 446		paper
2007Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 446		paper
2006Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		paper
2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		paper
2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		paper
2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		paper
2013Whats Beneath the Surface? Option Pricing with Multifrequency Latent States In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper5
2015What is beneath the surface? Option pricing with multifrequency latent states.(2015) In: Journal of Econometrics.
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2013Through the Looking Glass: Indirect Inference via Simple Equilibria In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper10
2015Through the looking glass: Indirect inference via simple equilibria.(2015) In: Journal of Econometrics.
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2015Through the Looking Glass : Indirect Inference via Simple Equilibria.(2015) In: Post-Print.
[Citation analysis]
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2014Through the Looking Glass: Indirect Inference via Simple Equilibria.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 10		paper
2001Forecasting multifractal volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article123
2000Forecasting Multifractal Volatility.(2000) In: Harvard Institute of Economic Research Working Papers.
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This paper has another version. Agregated cites: 123		paper
1999Forecasting Multifractal Volatility.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123		paper
2001Forecasting multifractal volatility.(2001) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 123		paper
2006Volatility comovement: a multifrequency approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article55
2006Volatility Comovement: a multifrequency approach.(2006) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 55		paper
2004Volatility Comovement: A Multifrequency Approach.(2004) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2001Incomplete Markets and Volatility In: Journal of Economic Theory.
[Full Text][Citation analysis]		article35
1999Incomplete Markets and Volatility.(1999) In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 35		paper
2001Incomplete Markets and Volatility.(2001) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 35		paper
2007Multifrequency news and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article39
2007Multifrequency news and stock returns.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 39		paper
2011Multifrequency News and Stock Returns.(2011) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 39		paper
2005Multifrequency News and Stock Returns.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 39		paper
2005Incomplete-market dynamics in a neoclassical production economy In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article31
2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Harvard Institute of Economic Research Working Papers.
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2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Post-Print.
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2004Incomplete Market Dynamics in a Neoclassical Production Economy.(2004) In: NBER Working Papers.
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2008Multifrequency jump-diffusions: An equilibrium approach In: Journal of Mathematical Economics.
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2008Multifrequency jump-diffusions: An equilibrium approach.(2008) In: Post-Print.
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This paper has another version. Agregated cites: 9		paper
2006Multifrequency Jump-Diffusions: An Equilibrium Approach.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9		paper
2006Idiosyncratic production risk, growth and the business cycle In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article105
2002Idiosyncratic Production Risk, Growth and the Business Cycle.(2002) In: Harvard Institute of Economic Research Working Papers.
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2006Idiosyncratic Production Risk, Growth and the Business Cycle.(2006) In: Post-Print.
[Citation analysis]
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2003Idiosyncratic Production Risk, Growth and the Business Cycle.(2003) In: Working Papers.
[Citation analysis]
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2012Idiosyncratic Production Risk, Growth and the Business Cycle.(2012) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 105		paper
2003Idiosyncratic Production Risk, Growth, and the Business Cycle.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 105		paper
2008Multifractal Volatility In: Elsevier Monographs.
[Full Text][Citation analysis]		book25
2000Behavioral Heterogeneity and The Income Effect In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper28
2003Behavioral Heterogeneity and the Income Effect.(2003) In: Post-Print.
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This paper has another version. Agregated cites: 28		paper
2003Behavioral Heterogeneity and the Income Effect.(2003) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 28		article
2001Incomplete Markets, Growth, and the Business Cycle In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]		paper8
2003Regime-Switching and the Estimation of Multifractal Processes In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]		paper16
2003Regime-Switching and the Estimation of Multifractal Processes.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16		paper
2009Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print.
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2009Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print.
[Citation analysis]
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2008Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 250		paper
2009Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 250		article
2002Multifractality in Asset Returns: Theory and Evidence In: Post-Print.
[Citation analysis]		paper150
2002Multifractality In Asset Returns: Theory And Evidence.(2002) In: The Review of Economics and Statistics.
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2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes In: Post-Print.
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2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes.(2004) In: Journal of Financial Econometrics.
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2009Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print.
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2009Household Heterogeneity in financial Market In: Post-Print.
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2009Multifractal Volatility: Theory, Estimation and Forecasting In: Post-Print.
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2010Asset Pricing In: Post-Print.
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2010Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) In: Post-Print.
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2011Efficient estimation of learning models In: Post-Print.
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2012Efficient Estimation of Learning Models.(2012) In: Working Papers.
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2008Multifractal Volatility: Theory, Forecasting and Pricing In: Post-Print.
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2008Fractals In: Post-Print.
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2015Accurate Methods for Approximate Bayesian Computation Filtering In: Post-Print.
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2015Accurate Methods for Approximate Bayesian Computation Filtering.(2015) In: Journal of Financial Econometrics.
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2015Robust Filtering In: Post-Print.
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2015Robust Filtering.(2015) In: Journal of the American Statistical Association.
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2011Large Deviation Theory and the Distribution of Price Changes In: Working Papers.
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2011Multifractality of US Dollar/Deutsche Mark Exchange Rates In: Working Papers.
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2021The Cross-Section of Household Preferences In: NBER Working Papers.
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