22
H index
25
i10 index
2126
Citations
Groupe EDHEC (École de Hautes Études Commerciales du Nord) (94% share) | 22 H index 25 i10 index 2126 Citations RESEARCH PRODUCTION: 23 Articles 88 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 4 |
Journal of Financial Econometrics | 2 |
Journal of Mathematical Economics | 2 |
The Review of Economics and Statistics | 2 |
American Economic Review | 2 |
Journal of Finance | 2 |
Journal of Financial and Quantitative Analysis | 2 |
Year | Title of citing document | |
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2020 | Estimation 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2022 | Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431. Full description at Econpapers || Download paper | |
2021 | Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954. Full description at Econpapers || Download paper | |
2021 | Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach. (2018). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Papers. RePEc:arx:papers:1809.01464. Full description at Econpapers || Download paper | |
2020 | Econophysics of Asset Price, Return and Multiple Expectations. (2019). Olkhov, Victor. In: Papers. RePEc:arx:papers:1901.05024. Full description at Econpapers || Download paper | |
2020 | A Dynamic Bayesian Model for Interpretable Decompositions of Market Behaviour. (2019). Griveau-Billion, Théophile ; Calderhead, Ben. In: Papers. RePEc:arx:papers:1904.08153. Full description at Econpapers || Download paper | |
2020 | Personalized Robo-Advising: Enhancing Investment through Client Interaction. (2020). Zariphopoulou, Thaleia ; Olafsson, Sveinn ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1911.01391. Full description at Econpapers || Download paper | |
2020 | Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from Chinas Urban Areas. (2020). Liu, Huirong. In: Papers. RePEc:arx:papers:2001.01641. Full description at Econpapers || Download paper | |
2020 | Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670. Full description at Econpapers || Download paper | |
2021 | Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096. Full description at Econpapers || Download paper | |
2020 | The Multiplicative Chaos of $H=0$ Fractional Brownian Fields. (2020). Neuman, Eyal ; Hager, Paul. In: Papers. RePEc:arx:papers:2008.01385. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Risk Preferences and Efficiency of Household Portfolios. (2020). Zhang, Zhaoyu ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2010.13928. Full description at Econpapers || Download paper | |
2021 | Multiscale 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. Full description at Econpapers || Download paper | |
2021 | Dynamical 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. Full description at Econpapers || Download paper | |
2021 | Neural Options Pricing. (2021). Delise, Timothy. In: Papers. RePEc:arx:papers:2105.13320. Full description at Econpapers || Download paper | |
2021 | Robust Decisions for Heterogeneous Agents via Certainty Equivalents. (2021). Schweizer, Nikolaus ; Balter, Anne G. In: Papers. RePEc:arx:papers:2106.13059. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2022 | Multiscaling and rough volatility: an empirical investigation. (2022). di Matteo, T ; Brandi, Giuseppe. In: Papers. RePEc:arx:papers:2201.10466. Full description at Econpapers || Download paper | |
2022 | Portfolio 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. Full description at Econpapers || Download paper | |
2022 | Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962. Full description at Econpapers || Download paper | |
2022 | Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865. Full description at Econpapers || Download paper | |
2022 | Scale 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2022 | More 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. Full description at Econpapers || Download paper | |
2020 | Consumer Credit with Over-optimistic Borrowers. (2020). MacGee, James (Jim) ; Livshits, Igor ; Tertilt, Michle ; Exler, Florian. In: Staff Working Papers. RePEc:bca:bocawp:20-57. Full description at Econpapers || Download paper | |
2021 | Optimal Monetary Policy According to HANK. (2021). Acharya, Sushant ; Dogra, Keshav ; Challe, Edouard. In: Staff Working Papers. RePEc:bca:bocawp:21-55. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | Can 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. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Do Bankruptcy Protection Levels Affect Households Demand for Stocks?. (2021). Dal Borgo, Mariela. In: Working Papers. RePEc:bdm:wpaper:2021-03. Full description at Econpapers || Download paper | |
2020 | Monetary Policy and Inequality. (2020). Johannesen, Niels ; Andersen, Asger Lau ; Peydro, Jose-Luis ; Jorgensen, Mia. In: Working Papers. RePEc:bge:wpaper:1227. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | Digital 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. Full description at Econpapers || Download paper | |
2021 | Behavioural 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. Full description at Econpapers || Download paper | |
2020 | Investment 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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2021 | Japanese 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. Full description at Econpapers || Download paper | |
2020 | Immigrants, 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. Full description at Econpapers || Download paper | |
2020 | HOW 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. Full description at Econpapers || Download paper | |
2020 | What 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. Full description at Econpapers || Download paper | |
2020 | Stock 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. Full description at Econpapers || Download paper | |
2021 | Information 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Who 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. Full description at Econpapers || Download paper | |
2021 | Prospect 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. Full description at Econpapers || Download paper | |
2021 | Inequality 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. Full description at Econpapers || Download paper | |
2021 | Religious 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. Full description at Econpapers || Download paper | |
2020 | Redistributive 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. Full description at Econpapers || Download paper | |
2022 | Portfolio 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. Full description at Econpapers || Download paper | |
2021 | Unconventional 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. Full description at Econpapers || Download paper | |
2022 | Pandemic 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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | Low 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. Full description at Econpapers || Download paper | |
2020 | Workers, 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. Full description at Econpapers || Download paper | |
2021 | Refinancing 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. Full description at Econpapers || Download paper | |
2021 | FinTech adoption and household risk-taking. (2021). Hong, Claire Yurong ; Pan, Jun ; Lu, Xiaomeng. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_014. Full description at Econpapers || Download paper | |
2020 | Temporal 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2021 | Redistribution of Return Inequality. (2021). Schulz, Karl. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8996. Full description at Econpapers || Download paper | |
2021 | How Do Inheritances Shape Wealth Inequality? Theory and Evidence from Sweden. (2021). Seim, David ; Nekoei, Arash. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9017. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Decomposing the Disposition Effect. (2021). Fischer, Dominik S ; Maier, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9334. Full description at Econpapers || Download paper | |
2021 | Do bankruptcy protection levels affect households demand for stocks?. (2021). Dal Borgo, Mariela. In: CAGE Online Working Paper Series. RePEc:cge:wacage:564. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | Vermögenskonzentration 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. Full description at Econpapers || Download paper | |
2020 | Sovereign 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. Full description at Econpapers || Download paper | |
2020 | K-Returns to Education. (2020). Pistaferri, Luigi ; Holm, Martin ; Guiso, Luigi ; Fagereng, Andreas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14310. Full description at Econpapers || Download paper | |
2020 | Saving 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. Full description at Econpapers || Download paper | |
2020 | The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14361. Full description at Econpapers || Download paper | |
2020 | Optimal Monetary Policy According to HANK. (2020). Acharya, Sushant ; Challe, Edouard ; Dogra, Keshav. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14429. Full description at Econpapers || Download paper | |
2020 | Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502. Full description at Econpapers || Download paper | |
2020 | Turbulence 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. Full description at Econpapers || Download paper | |
2021 | No Regret Fiscal Reforms. (2021). Collignon, Pierre-Edouard. In: Working Papers. RePEc:crs:wpaper:2021-20. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Risky 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. Full description at Econpapers || Download paper | |
2021 | Wage Risk and Portfolio Choice: The Role of Correlated Returns. (2021). Longmuir, Maximilian ; Konig, Johannes. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1974. Full description at Econpapers || Download paper | |
2020 | Conditional 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. Full description at Econpapers || Download paper | |
2020 | International 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. Full description at Econpapers || Download paper | |
2020 | Protecting 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. Full description at Econpapers || Download paper | |
2020 | When 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. Full description at Econpapers || Download paper | |
2021 | Exchange-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. Full description at Econpapers || Download paper | |
2021 | Nudging 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2020 | Inequality 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. Full description at Econpapers || Download paper | |
2020 | Characterization 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. Full description at Econpapers || Download paper | |
2020 | Multifractal processes: Definition, properties and new examples. (2020). Grahovac, Danijel. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920301375. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2022 | U.S. Politics from a multifractal perspective. (2022). Schadner, Wolfgang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010316. Full description at Econpapers || Download paper | |
2020 | Do ‘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. Full description at Econpapers || Download paper | |
2022 | Robust 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. Full description at Econpapers || Download paper | |
2020 | Can 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. Full description at Econpapers || Download paper | |
2020 | Redistribution, 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. Full description at Econpapers || Download paper | |
2021 | Risk 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. Full description at Econpapers || Download paper | |
2020 | Stock 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2009 | Measuring the Financial Sophistication of Households.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 164 | paper | |
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2009 | Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 164 | paper | |
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2011 | state-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 | |
2011 | State-Observation Sampling and the Econometrics of Learning Models.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios In: Journal of Finance. [Full Text][Citation analysis] | article | 110 |
2011 | Twin picks: disentangling the determinants of risk-taking in household portfolios.(2011) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2011 | Twin 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 | |
2010 | Twin 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 | |
2013 | Twin 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 | |
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2011 | A Multifractal Model of Asset Returns.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
1997 | Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
1997 | Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
2006 | Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 446 |
2007 | Down 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 | |
2012 | Down 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 | |
2012 | Down 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 | |
2007 | Down 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 | |
2006 | Down 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 | |
2006 | Down 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 | |
2006 | Down 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 | |
2007 | Down 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 | |
2013 | Whats Beneath the Surface? Option Pricing with Multifrequency Latent States In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 5 |
2015 | What is beneath the surface? Option pricing with multifrequency latent states.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2013 | Through the Looking Glass: Indirect Inference via Simple Equilibria In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 10 |
2015 | Through the looking glass: Indirect inference via simple equilibria.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2015 | Through the Looking Glass : Indirect Inference via Simple Equilibria.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2014 | Through the Looking Glass: Indirect Inference via Simple Equilibria.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2001 | Forecasting multifractal volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 123 |
2000 | Forecasting Multifractal Volatility.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
1999 | Forecasting 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 | |
2001 | Forecasting multifractal volatility.(2001) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2006 | Volatility comovement: a multifrequency approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
2006 | Volatility Comovement: a multifrequency approach.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2004 | Volatility Comovement: A Multifrequency Approach.(2004) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2001 | Incomplete Markets and Volatility In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 35 |
1999 | Incomplete Markets and Volatility.(1999) In: Harvard Institute of Economic Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2001 | Incomplete Markets and Volatility.(2001) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2007 | Multifrequency news and stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 39 |
2007 | Multifrequency news and stock returns.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2011 | Multifrequency News and Stock Returns.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2005 | Multifrequency News and Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2005 | Incomplete-market dynamics in a neoclassical production economy In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 31 |
2005 | Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2005 | Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2004 | Incomplete Market Dynamics in a Neoclassical Production Economy.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2008 | Multifrequency jump-diffusions: An equilibrium approach In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 9 |
2008 | Multifrequency jump-diffusions: An equilibrium approach.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2006 | Multifrequency Jump-Diffusions: An Equilibrium Approach.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2006 | Idiosyncratic production risk, growth and the business cycle In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 105 |
2002 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2006 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2003 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2003) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2012 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2003 | Idiosyncratic 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 | |
2008 | Multifractal Volatility In: Elsevier Monographs. [Full Text][Citation analysis] | book | 25 |
2000 | Behavioral Heterogeneity and The Income Effect In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 28 |
2003 | Behavioral Heterogeneity and the Income Effect.(2003) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2003 | Behavioral Heterogeneity and the Income Effect.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2001 | Incomplete Markets, Growth, and the Business Cycle In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 8 |
2003 | Regime-Switching and the Estimation of Multifractal Processes In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 16 |
2003 | Regime-Switching and the Estimation of Multifractal Processes.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2009 | Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print. [Citation analysis] | paper | 250 |
2009 | Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 250 | paper | |
2008 | Fight 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 | |
2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 250 | article | |
2002 | Multifractality in Asset Returns: Theory and Evidence In: Post-Print. [Citation analysis] | paper | 150 |
2002 | Multifractality In Asset Returns: Theory And Evidence.(2002) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | article | |
2004 | How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes In: Post-Print. [Citation analysis] | paper | 126 |
2004 | How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes.(2004) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | article | |
2009 | Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print. [Citation analysis] | paper | 5 |
2009 | Household Heterogeneity in financial Market In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Multifractal Volatility: Theory, Estimation and Forecasting In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Asset Pricing In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) In: Post-Print. [Citation analysis] | paper | 0 |
2011 | Efficient estimation of learning models In: Post-Print. [Citation analysis] | paper | 1 |
2012 | Efficient Estimation of Learning Models.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2008 | Multifractal Volatility: Theory, Forecasting and Pricing In: Post-Print. [Citation analysis] | paper | 57 |
2008 | Fractals In: Post-Print. [Citation analysis] | paper | 0 |
2015 | Accurate Methods for Approximate Bayesian Computation Filtering In: Post-Print. [Citation analysis] | paper | 7 |
2015 | Accurate Methods for Approximate Bayesian Computation Filtering.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2015 | Robust Filtering In: Post-Print. [Citation analysis] | paper | 0 |
2015 | Robust Filtering.(2015) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2011 | Large Deviation Theory and the Distribution of Price Changes In: Working Papers. [Citation analysis] | paper | 0 |
2011 | Multifractality of US Dollar/Deutsche Mark Exchange Rates In: Working Papers. [Citation analysis] | paper | 0 |
2021 | The Cross-Section of Household Preferences In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
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