Laurent E. Calvet : Citation Profile


Are you Laurent E. Calvet?

HEC Paris (École des Hautes Études Commerciales)
National Bureau of Economic Research (NBER)

17

H index

19

i10 index

1125

Citations

RESEARCH PRODUCTION:

18

Articles

74

Papers

RESEARCH ACTIVITY:

   18 years (1997 - 2015). See details.
   Cites by year: 62
   Journals where Laurent E. Calvet has often published
   Relations with other researchers
   Recent citing documents: 158.    Total self citations: 30 (2.6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca582
   Updated: 2017-11-18    RAS profile: 2015-12-14    
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Relations with other researchers


Works with:

Sodini, Paolo (2)

Campbell, John (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent E. Calvet.

Is cited by:

Lux, Thomas (36)

Majlesi, Kaveh (35)

Devereux, Paul (35)

Black, Sandra (35)

Lundborg, Petter (35)

Campbell, John (30)

Lusardi, Annamaria (28)

Mitchell, Olivia (23)

GUPTA, RANGAN (23)

Guiso, Luigi (21)

Onali, Enrico (18)

Cites to:

Campbell, John (21)

Fisher, Adlai (18)

Bollerslev, Tim (13)

Ghysels, Eric (11)

Engle, Robert (10)

Mandelbrot, Benoît (9)

Jasiak, Joann (8)

Benhabib, Jess (8)

gourieroux, christian (8)

Drost, Feike C. (8)

Diebold, Francis (7)

Main data


Where Laurent E. Calvet has published?


Journals with more than one article published# docs
Journal of Econometrics4
Journal of Mathematical Economics2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL23
Working Papers / HAL11
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 (2017 and 2016)


YearTitle of citing document
2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Asgharian, Hossein ; Wang, Weining ; Jun, AI ; Christiansen, Charlotte . In: CREATES Research Papers. RePEc:aah:create:2017-34.

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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:5:p:1-30.

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2016Long memory and multifractality: A joint test. (2016). Onali, Enrico ; Goddard, John . In: Papers. RePEc:arx:papers:1601.00903.

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2016A Statistical Model of Inequality. (2016). Fernholz, Ricardo. In: Papers. RePEc:arx:papers:1601.04093.

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2016Relativistic Quantum Finance. (2016). Romero, Juan M ; Zubieta-Mart, Ilse B. In: Papers. RePEc:arx:papers:1604.01447.

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2017Evidence of Self-Organization in Time Series of Capital Markets. (2017). , Leopoldo ; Garc, Alba Lucero ; Morales-Matamoros, Oswaldo ; Soto-Campos, Carlos Arturo . In: Papers. RePEc:arx:papers:1604.03996.

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2016Short term prediction of extreme returns based on the recurrence interval analysis. (2016). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing ; Stanley, Eugene H ; Xie, Chi ; Podobnik, Boris ; Canabarro, Askery . In: Papers. RePEc:arx:papers:1610.08230.

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2016Distributional Mellin calculus in $\mathbb{C}^n$, with applications to option pricing. (2016). Aguilar, Jean-Philippe ; Korbel, Jan ; Coste, Cyril . In: Papers. RePEc:arx:papers:1611.03239.

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2017Existence of a Radner equilibrium in a model with transaction costs. (2017). Weston, Kim . In: Papers. RePEc:arx:papers:1702.01706.

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2017Market Crashes as Critical Phenomena? Explanation, Idealization, and Universality in Econophysics. (2017). Jhun, Jennifer ; Weatherall, James Owen ; Palacios, Patricia . In: Papers. RePEc:arx:papers:1704.02392.

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2017Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint. (2017). Neuman, Eyal ; Rosenbaum, Mathieu . In: Papers. RePEc:arx:papers:1711.00427.

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2017Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards. (2017). Smith, Gregor ; Schmidt-Dengler, Philipp ; Huynh, Kim ; Welte, Angelika . In: Staff Working Papers. RePEc:bca:bocawp:17-8.

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2017Understanding the determinants of financial outcomes and choices: the role of noncognitive abilities. (2017). Parise, Gianpaolo ; Peijnenburg, Kim . In: BIS Working Papers. RePEc:bis:biswps:640.

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2017Savvy parent, savvy child? Intergenerational correlations in returns to financial wealth. (2017). Knüpfer, Samuli ; Sarvimaki, Matti ; Rantapuska, Elias ; Knupfer, Samuli . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_025.

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2017Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models. (2017). Ito, Yuichiro ; Fujiwara, Shigeaki ; Takizuka, Yasutaka . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e06.

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2016Home Ownership and Household Portfolio Choice. (2016). Veldhuizen, Sander ; Michielsen, Thomas ; van Veldhuizen, Sander ; Mocking, Remco . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5705.

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2016A New Approach to Volatility Modeling : The High-Dimensional Markov Model. (2016). Bauwens, Luc ; Augustyniak, Maciej ; Dufays, Arnaud . In: CORE Discussion Papers. RePEc:cor:louvco:2016042.

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2016On the Asset Allocation of a Default Pension Fund. (2016). Vestman, Roine ; Setty, Ofer ; Dahlquist, Magnus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11052.

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2016Once Bitten, Twice Shy: The Role of Inertia and Personal Experiences in Risk Taking. (2016). Hanspal, Tobin ; Andersen, Steffen ; Nielsen, Kasper Meisner . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11504.

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2016Heterogeneity and Persistence in Returns to Wealth. (2016). Guiso, Luigi ; Fagereng, Andreas ; Malacrino, Davide ; Pistaferri, Luigi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11635.

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2016Money Illusion and Household Finance. (2016). Tyran, Jean-Robert ; Stephens, Thomas A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11643.

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2017Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities. (2017). Parise, Gianpaolo ; Peijnenburg, Kim . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11900.

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2017Financial Literacy Externalities. (2017). Haliassos, Michael ; Karabulut, Yigitcan ; Jansson, Thomas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12100.

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2017Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. (2017). Wilfling, Bernd ; GUPTA, RANGAN ; Lau, Chi Keung ; Segnon, Mawuli . In: CQE Working Papers. RePEc:cqe:wpaper:6117.

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2017Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach. (2017). Segnon, Mawuli ; Trede, Mark . In: CQE Working Papers. RePEc:cqe:wpaper:6617.

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2016Determinants of Risk Aversion over Time: Experimental Evidence from Rural Thailand. (2016). Sakha, Sahra ; Menkhoff, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1582.

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2017Redistributive Innovation Policy, Inequality and Efficiency. (2017). Getachew, Yoseph ; Basu, Parantap. In: CEGAP Working Papers. RePEc:dur:cegapw:2017_02.

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2016Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?. (2016). Lakshina, Valeriya V ; Silaev, Andrey M. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00637.

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2016Restoring rational choice: The challenge of consumer financial regulation. (2016). Campbell, John. In: Working Paper Series. RePEc:ecb:ecbwps:20161897.

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2016Exporting, R&D investment and firm survival in the Indian IT sector. (2016). Smyth, Russell ; Mishra, Vinod ; Dzhumashev, Ratbek. In: Journal of Asian Economics. RePEc:eee:asieco:v:42:y:2016:i:c:p:1-19.

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2016CEO gender, corporate risk-taking, and the efficiency of capital allocation. (2016). Mura, Roberto ; Faccio, Mara ; Marchica, Maria-Teresa . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:193-209.

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2017Overconfidence and investment: An experimental approach. (2017). Renneboog, Luc ; Pikulina, Elena ; Tobler, Philippe N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:175-192.

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2016Does relative risk aversion vary with wealth? Evidence from households׳ portfolio choice data. (2016). Yang, Fang ; Cai, Zongwu ; Liu, Xuan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:229-248.

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2017Huggett economies with multiple stationary equilibria. (2017). Toda, Alexis Akira . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:77-90.

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2016Credit constraints, growth and inequality dynamics. (2016). Getachew, Yoseph. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:364-376.

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2017Can targeted information affect academic performance and borrowing behavior for college students? Evidence from administrative data. (2017). Schmeiser, Maximilian ; Stoddard, Christiana ; Urban, Carly . In: Economics of Education Review. RePEc:eee:ecoedu:v:56:y:2017:i:c:p:95-109.

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2016Complementarity vs substitutability in waste management behaviors. (2016). Zoli, Mariangela ; mancinelli, susanna ; D'Amato, Alessio. In: Ecological Economics. RePEc:eee:ecolec:v:123:y:2016:i:c:p:84-94.

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2016A compound duration model for high-frequency asset returns. (2016). Aldrich, Eric ; Laughlin, Gregory ; Heckenbach, Indra . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pa:p:105-128.

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2017Return expectations and risk aversion heterogeneity in household portfolios. (2017). Bucciol, Alessandro ; Pastorello, Sergio ; Miniaci, Raffaele . In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:201-219.

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2016Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data. (2016). GUPTA, RANGAN ; Lux, Thomas ; Segnon, Mawuli . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:117-133.

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2017Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model. (2017). Herrera, Rodrigo ; Pino, Gabriel ; Rodriguez, Alejandro . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:129-143.

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2017Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Charles, Amelie ; Darne, Olivier . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519.

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2017Return volatility duration analysis of NYMEX energy futures and spot. (2017). Niu, Hongli ; Wang, Jun . In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:837-849.

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2016Dynamic efficiency of stock markets and exchange rates. (2016). Tabak, Benjamin ; Sensoy, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:353-371.

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2017Forecasting volatility with interacting multiple models. (2017). Katrak, Xerxis ; Svec, Jiri . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:245-252.

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2017Permanent price impact asymmetry of trades with institutional constraints. (2017). Chiyachantana, Chiraphol ; Sharma, Vivek ; Jiang, Christine ; Jain, Pankaj K. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:1-16.

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2016Forecasting crude oil market volatility: A Markov switching multifractal volatility approach. (2016). Wang, Yudong ; Yang, LI ; Wu, Chongfeng. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:1-9.

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2016Forecasting realized volatility in a changing world: A dynamic model averaging approach. (2016). Wang, Yudong ; Wu, Chongfeng ; Wei, YU ; Ma, Feng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:136-149.

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2016As easy as pie: How retirement savers use prescribed investment disclosures. (2016). Thorp, Susan ; Ortmann, Andreas ; Dobrescu, Loretti ; Bateman, Hazel ; Newell, Ben R. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:121:y:2016:i:c:p:60-76.

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2016Does legality matter? The case of tax avoidance and evasion. (2016). Hundsdoerfer, Jochen ; Blaufus, Kay ; Sunwoldt, Matthias ; Jacob, Martin . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:127:y:2016:i:c:p:182-206.

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2017Genetic and environmental influences on household financial distress. (2017). Xu, Yilan ; Brown, Jeffrey R ; Briley, Daniel A ; Roberts, Brent W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:142:y:2017:i:c:p:404-424.

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2017Rational inattention and the dynamics of consumption and wealth in general equilibrium. (2017). Wang, Gaowang ; Luo, Yulei ; Nie, Jun ; Young, Eric R. In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:55-87.

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2016Ambiguity aversion and household portfolio choice puzzles: Empirical evidence. (2016). Mitchell, Olivia ; Kouwenberg, Roy ; Dimmock, Stephen ; Peijnenburg, Kim . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:559-577.

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2016Time is money: Rational life cycle inertia and the delegation of investment management. (2016). Mitchell, Olivia ; Maurer, Raimond ; Kim, Hugh Hoikwang . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:427-447.

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2017Systematic mistakes in the mortgage market and lack of financial sophistication. (2017). Ben-David, Itzhak ; Agarwal, Sumit ; Yao, Vincent . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:42-58.

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2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms. (2017). Bekaert, Geert ; Ravina, Enrichetta ; Hu, Wei-Yin ; Hoyem, Kenton . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:86-112.

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2017Socioeconomic status and learning from financial information. (2017). Kuhnen, Camelia ; Miu, Andrei C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:349-372.

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2017Information networks: Evidence from illegal insider trading tips. (2017). Ahern, Kenneth. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:26-47.

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2017Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35.

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2017Financial education, investor protection and international portfolio diversification. (2017). Giofre', Maela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:111-139.

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2016A Model of economic mobility and the distribution of wealth. (2016). Fernholz, Ricardo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:168-192.

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2016Differing conceptions of the causes of the economic crisis: Effects of culture, economic training, and personal impact. (2016). Leiser, David ; Bourgeois-Gironde, Sacha ; Benita, Rinat . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:53:y:2016:i:c:p:154-163.

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2016Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, J D. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-163.

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2016Multifractal detrended fluctuation analysis: Practical applications to financial time series. (2016). Thompson, James R ; Wilson, James R. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:126:y:2016:i:c:p:63-88.

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2017Simple agent-based dynamical system models for efficient financial markets: Theory and examples. (2017). Immonen, Eero . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:69:y:2017:i:c:p:38-53.

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2016The relationship between financial disputes and financial literacy. (2016). Shen, Chung-Hua ; Hsiao, Yu-Jen ; Tang, De-Piao ; Lin, Shih-Jie . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:46-65.

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2017Financial literacy, financial advisors, and information sources on demand for life insurance. (2017). Lin, Chaonan ; Yeh, Cheng-Yung ; Hsiao, Yu-Jen . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:218-237.

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2016Anomalous volatility scaling in high frequency financial data. (2016). Nava, Noemi ; di Matteo, T ; Aste, Tomaso . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:434-445.

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2016Multifractality of stock markets based on cumulative distribution function and multiscale multifractal analysis. (2016). Lin, Aijing ; Shang, Pengjian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:527-534.

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2016Using Rényi parameter to improve the predictive power of singular value decomposition entropy on stock market. (2016). Jiang, Jiaqi ; Gu, Rongbao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:448:y:2016:i:c:p:254-264.

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2016Multifractal Value at Risk model. (2016). Lee, Ho Jin ; Chang, Woojin ; Song, Jae Wook . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:451:y:2016:i:c:p:113-122.

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2016Long memory and multifractality: A joint test. (2016). Onali, Enrico ; Goddard, John . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:451:y:2016:i:c:p:288-294.

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2016The trading time risks of stock investment in stock price drop. (2016). Mei, Dong-Cheng ; Tang, Nian-Sheng ; Li, Jiang-Cheng ; Zhang, Wan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:461:y:2016:i:c:p:778-787.

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2016Binomial Markov-Switching Multifractal model with Skewed t innovations and applications to Chinese SSEC Index. (2016). Liu, Yufang ; Fu, Junhui ; Zhang, Weiguo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:56-66.

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2016Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective. (2016). Dutta, Srimonti ; Chatterjee, Sucharita ; Ghosh, Dipak . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:463:y:2016:i:c:p:188-201.

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2017Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences. (2017). Yao, Can-Zhong ; Zheng, Xu-Zhou ; Lin, Ji-Nan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:75-90.

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2017Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets. (2017). Zeng, Yayun ; Xu, Kaixuan ; Wang, Jun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:364-376.

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2017Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA. (2017). Lu, Xinsheng ; Ge, Jintian ; Sun, Xinxin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:144-161.

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2017The cross-correlation analysis of multi property of stock markets based on MM-DFA. (2017). Yang, Yujun ; Li, Jianping. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:481:y:2017:i:c:p:23-33.

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2017Multifractal analysis of Moroccan family business stock returns. (2017). Lahmiri, Salim . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:183-191.

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2018Characterization of autoregressive processes using entropic quantifiers. (2018). Redelico, Francisco O ; Traversaro, Francisco . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:13-23.

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2016Financial literacy and subjective expectations questions: A validation exercise. (2016). Paiella, Monica . In: Research in Economics. RePEc:eee:reecon:v:70:y:2016:i:2:p:360-374.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2016Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching. (2016). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen ; Lux, Thomas . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:559-571.

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2016“Rookies to the stock market: A portrait of new shareholders”. (2016). Abrahamson, Martin . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:565-576.

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2017Do personality traits influence investors’ portfolios?. (2017). Zarri, Luca ; Bucciol, Alessandro . In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:68:y:2017:i:c:p:1-12.

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2016Heterogeneity and Persistence in Returns to Wealth. (2016). Guiso, Luigi ; Fagereng, Andreas ; Pistaferri, Luigi ; Malacrino, Davide . In: EIEF Working Papers Series. RePEc:eie:wpaper:1615.

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2017Analysis of Variance in Household Financial Portfolio Choice: Evidence from Spain. (2017). Utrero-González, Natalia ; González Chapela, Jorge ; Callado-Muñoz, Francisco ; Utrero-Gonzalez, N ; Gonzalez-Chapela, J ; Callado-Munoz, F J. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:5:p:439-459.

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2016Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets. (2016). Gnay, Samet . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:2:p:11-:d:70218.

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2016Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets. (2016). Gnay, Samet . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:2:p:11:d:70218.

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2016Relationships between bank customers’ risk attitudes and their balance sheets. (2016). Hermansson, Cecilia . In: Working Paper Series. RePEc:hhs:kthrec:2012_015.

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2016Relationships between bank customers’ risk attitudes and their balance sheets. (2016). Hermansson, Cecilia . In: Working Paper Series. RePEc:hhs:kthrec:2015_012.

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2016No. 2015/2 :Learning to Take Risks? The Effects of Education on Risk-Taking in Finacial Markets. (2016). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra. In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2015_002.

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2017Household Debt and Monetary Policy: Revealing the Cash-Flow Channel. (2017). Floden, Martin ; Vestman, Roine ; Sigurdsson, Josef ; Kilstrom, Matilda . In: Working Paper Series. RePEc:hhs:rbnkwp:0342.

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2016Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model. (2016). Porshnev, Alexander ; Redkin, Ilya ; Lakshina, Valeria . In: HSE Working papers. RePEc:hig:wpaper:54/fe/2016.

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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John. In: Scholarly Articles. RePEc:hrv:faseco:27413770.

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2016International Comparative Household Finance. (2016). Ramadorai, Tarun ; Campbell, John ; Badarinza, Cristian . In: Scholarly Articles. RePEc:hrv:faseco:27535132.

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2017HOW Biased is the Behavior of the Individual Investor in Warrants?. (2017). Abreu, Margaria. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp182017.

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2017How Biased is the Behavior of the Individual Investor in Warrants?. (2017). Abreu, Margarida . In: Working Papers REM. RePEc:ise:remwps:wp0072017.

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2016The disposition effect: who and when?. (2016). Ponti, Giovanni ; Iturbe-Ormaetxe, Inigo ; Cueva, Carlos ; Herrero, Carlos Cueva ; Lucas, Josefa Tomas ; Kortajarene, Iigo Iturbe-Ormaetxe . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2016-01.

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2016Actual and perceived ?nancial sophistication and wealth accumulation: The role of education and gender. (2016). Bannier, Christina ; Neubert, Milena . In: Working Papers. RePEc:jgu:wpaper:1605.

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

Works by Laurent E. Calvet:


YearTitleTypeCited
2009Measuring the Financial Sophistication of Households In: American Economic Review.
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article74
2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
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paper
2009Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles.
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paper
2009Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 74
paper
2011State-Observation Sampling and the Econometrics of Learning Models In: Papers.
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paper1
2011state-observation sampling and the econometrics of learning models.(2011) In: Les Cahiers de Recherche.
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paper
2011State-Observation Sampling and the Econometrics of Learning Models.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2014Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios In: Journal of Finance.
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article51
2011Twin picks: disentangling the determinants of risk-taking in household portfolios.(2011) In: Les Cahiers de Recherche.
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paper
2011Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2011) In: Working Papers.
[Citation analysis]
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paper
2010Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2010) In: NBER Working Papers.
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paper
2013Twin picks: Disentangling the determinants of risk-taking in household portfolios.(2013) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 51
paper
1998Heterogeneous probabilities in complete asset markets In: CORE Discussion Papers.
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paper3
2004Financial Innovation, Market Participation, and Asset Prices In: Journal of Financial and Quantitative Analysis.
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article21
2001Financial Innovation, Market Participation and Asset Prices.(2001) In: Harvard Institute of Economic Research Working Papers.
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paper
2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Post-Print.
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This paper has another version. Agregated cites: 21
paper
2001Financial Innovation, Market Participation and Asset Prices.(2001) In: SSE/EFI Working Paper Series in Economics and Finance.
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paper
2003Financial Innovation, Market Participation and Asset Prices.(2003) In: NBER Working Papers.
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paper
2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 21
paper
2015Introduction to JPEF special issue on household finance In: Journal of Pension Economics and Finance.
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article0
1997A Multifractal Model of Asset Returns In: Cowles Foundation Discussion Papers.
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paper62
1999A Multifractal Model of Assets Returns.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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This paper has another version. Agregated cites: 62
paper
2011A Multifractal Model of Asset Returns.(2011) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 62
paper
1997Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers.
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paper19
1997Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers.
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paper27
2006Down or out: assessing the welfare costs of household investment mistakes In: Les Cahiers de Recherche.
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paper236
2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers.
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This paper has another version. Agregated cites: 236
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: 236
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: 236
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: 236
paper
2006Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 236
paper
2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles.
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This paper has another version. Agregated cites: 236
paper
2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers.
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paper
2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 236
article
2013Whats Beneath the Surface? Option Pricing with Multifrequency Latent States In: Les Cahiers de Recherche.
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paper3
2015What is beneath the surface? Option pricing with multifrequency latent states.(2015) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 3
article
2014Who Are the Value and Growth Investors? In: Les Cahiers de Recherche.
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paper4
2014Who are the value and growth investors?.(2014) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 4
paper
2013Through the Looking Glass: Indirect Inference via Simple Equilibria In: Les Cahiers de Recherche.
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paper4
2015Through the looking glass: Indirect inference via simple equilibria.(2015) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 4
article
2001Forecasting multifractal volatility In: Journal of Econometrics.
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article80
2000Forecasting Multifractal Volatility.(2000) In: Harvard Institute of Economic Research Working Papers.
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This paper has another version. Agregated cites: 80
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: 80
paper
2001Forecasting multifractal volatility.(2001) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 80
paper
2006Volatility comovement: a multifrequency approach In: Journal of Econometrics.
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article45
2006Volatility Comovement: a multifrequency approach.(2006) In: Post-Print.
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This paper has another version. Agregated cites: 45
paper
2004Volatility Comovement: A Multifrequency Approach.(2004) In: NBER Technical Working Papers.
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paper
2001Incomplete Markets and Volatility In: Journal of Economic Theory.
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article24
1999Incomplete Markets and Volatility.(1999) In: Harvard Institute of Economic Research Working Papers.
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paper
2001Incomplete Markets and Volatility.(2001) In: Post-Print.
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paper
2007Multifrequency news and stock returns In: Journal of Financial Economics.
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article21
2007Multifrequency news and stock returns.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2011Multifrequency News and Stock Returns.(2011) In: Working Papers.
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paper
2005Multifrequency News and Stock Returns.(2005) In: NBER Working Papers.
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paper
2005Incomplete-market dynamics in a neoclassical production economy In: Journal of Mathematical Economics.
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article17
2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Harvard Institute of Economic Research Working Papers.
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This paper has another version. Agregated cites: 17
paper
2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Post-Print.
[Citation analysis]
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paper
2004Incomplete Market Dynamics in a Neoclassical Production Economy.(2004) In: NBER Working Papers.
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paper
2008Multifrequency jump-diffusions: An equilibrium approach In: Journal of Mathematical Economics.
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article8
2008Multifrequency jump-diffusions: An equilibrium approach.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2006Multifrequency Jump-Diffusions: An Equilibrium Approach.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2006Idiosyncratic production risk, growth and the business cycle In: Journal of Monetary Economics.
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article68
2002Idiosyncratic Production Risk, Growth and the Business Cycle.(2002) In: Harvard Institute of Economic Research Working Papers.
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paper
2006Idiosyncratic Production Risk, Growth and the Business Cycle.(2006) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 68
paper
2003Idiosyncratic Production Risk, Growth and the Business Cycle.(2003) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 68
paper
2012Idiosyncratic Production Risk, Growth and the Business Cycle.(2012) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 68
paper
2003Idiosyncratic Production Risk, Growth, and the Business Cycle.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 68
paper
2000Behavioral Heterogeneity and The Income Effect In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
paper18
2003Behavioral Heterogeneity and the Income Effect.(2003) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 18
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: 18
article
2001Incomplete Markets, Growth, and the Business Cycle In: Harvard Institute of Economic Research Working Papers.
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paper8
2003Regime-Switching and the Estimation of Multifractal Processes In: Harvard Institute of Economic Research Working Papers.
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paper15
2003Regime-Switching and the Estimation of Multifractal Processes.(2003) In: NBER Working Papers.
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paper
2009Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print.
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paper119
2009Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print.
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paper
2008Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers.
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paper
2009Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics.
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article
2002Multifractality in Asset Returns: Theory and Evidence In: Post-Print.
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paper103
2002Multifractality In Asset Returns: Theory And Evidence.(2002) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 103
article
2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes In: Post-Print.
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paper79
2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes.(2004) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 79
article
2009Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print.
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paper0
2009Household Heterogeneity in financial Market In: Post-Print.
[Citation analysis]
paper0
2009Multifractal Volatility: Theory, Estimation and Forecasting In: Post-Print.
[Citation analysis]
paper0
2010Asset Pricing In: Post-Print.
[Citation analysis]
paper0
2010Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) In: Post-Print.
[Citation analysis]
paper0
2011Efficient estimation of learning models In: Post-Print.
[Citation analysis]
paper0
2012Efficient Estimation of Learning Models.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2008Multifractal Volatility: Theory, Forecasting and Pricing In: Post-Print.
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paper15
2008Fractals In: Post-Print.
[Citation analysis]
paper0
2011Large Deviation Theory and the Distribution of Price Changes In: Working Papers.
[Citation analysis]
paper0
2011Multifractality of US Dollar/Deutsche Mark Exchange Rates In: Working Papers.
[Citation analysis]
paper0

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