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)

21

H index

23

i10 index

1675

Citations

RESEARCH PRODUCTION:

23

Articles

86

Papers

1

Books

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 72
   Journals where Laurent E. Calvet has often published
   Relations with other researchers
   Recent citing documents: 121.    Total self citations: 35 (2.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca582
   Updated: 2021-03-01    RAS profile: 2021-02-04    
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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)

Devereux, Paul (35)

Black, Sandra (35)

Lundborg, Petter (35)

Campbell, John (35)

Lux, Thomas (34)

Guiso, Luigi (32)

Mitchell, Olivia (30)

Lusardi, Annamaria (28)

GUPTA, RANGAN (25)

Fagereng, Andreas (21)

Cites to:

Campbell, John (31)

Fisher, Adlai (19)

Bollerslev, Tim (13)

Ghysels, Eric (11)

Engle, Robert (10)

Abel, Andrew (10)

Mandelbrot, Benoît (9)

Weil, Philippe (9)

Benhabib, Jess (9)

Cochrane, John (8)

Duffie, Darrell (8)

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
Journal of Finance2
Journal of Financial and Quantitative Analysis2
American Economic Review2
Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL26
Working Papers / HAL14
Working Papers / Center for Research in Economics and Statistics3
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
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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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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2020Decomposition 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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2020Multiscale 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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2020Dynamical 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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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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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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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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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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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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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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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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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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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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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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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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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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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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2020Socially responsible investments among parents and adult children. (2020). Hellstrom, Jorgen ; Olsson, Rickard ; Lapanan, Nicha. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301886.

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2020Turning local: Home-bias dynamics of relocating foreigners. (2020). Nielsson, Ulf ; Rangvid, Jesper ; Raahauge, Peter ; Florentsen, Bjarne. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:436-452.

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2020Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency. (2020). Rizvi, Syed Aun R. ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301837.

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2020Google search volume and individual investor trading. (2020). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300136.

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2020Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market. (2020). Agudelo, Diego A ; Hincapie-Salazar, Juliana. In: Global Finance Journal. RePEc:eee:glofin:v:46:y:2020:i:c:s1044028319301632.

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2020Determinants of household broker choices and their impacts on performance. (2020). Westerholm, Joakim ; Leung, Henry ; Krug, Juliane D ; Fong, Kingsley. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426619301402.

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2020Equity market integration and portfolio rebalancing. (2020). Lee, Dongwon ; Kim, Kyungkeun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300431.

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2020A mean-variance benchmark for household portfolios over the life cycle. (2020). Munk, Claus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s037842662030100x.

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2020Academic abilities, education and performance in the stock market. (2020). Vaarmets, Tarvo ; Liivamagi, Kristjan ; Talpsepp, Tnn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030114x.

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2020Till mortgage do us part: Mortgage switching costs and households bank switching. (2020). Djordjevic, LJ ; Ciciretti, R ; Brunetti, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301709.

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2021Economic condition and financial cognition. (2021). Monne, Jerome ; Galariotis, Emilios ; Delis, Manthos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s037842662030296x.

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2020What age do you feel? – Subjective age identity and economic behaviors. (2020). Post, Thomas ; Ye, Zihan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:173:y:2020:i:c:p:322-341.

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2020Portfolio rebalancing in general equilibrium. (2020). Kimball, Miles ; Shumway, Tyler ; Shapiro, Matthew D ; Zhang, Jing. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:816-834.

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2020Is conflicted investment advice better than no advice?. (2020). Reuter, Jonathan ; Chalmers, John. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:366-387.

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2021Windfall gains and stock market participation. (2021). Lindqvist, Erik ; Cesarini, David ; Ostling, Robert ; Briggs, Joseph. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:57-83.

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2020Heterogeneity in households’ expectations of housing prices – evidence from micro data. (2020). Österholm, Pär ; Hjalmarsson, Erik ; Osterholm, Par. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s105113772030067x.

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2020Taking control: Active investment choice in Singapore’s national defined contribution scheme. (2020). Fong, Joelle H. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x20300141.

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2020Early life conditions and financial risk-taking in older age. (2020). Dobrescu, Loretti ; Christelis, Dimitris ; Motta, Alberto. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x20300311.

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2020Consumer fraud victimization and financial well-being. (2020). Brenner, Lukas ; Walter, Andreas ; Stolper, Oscar ; Meyll, Tobias. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:76:y:2020:i:c:s016748701930251x.

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2020Impact of inflated perceptions of financial literacy on financial decision making. (2020). Sargent, Carol Springer ; Balasubramnian, Bhanu. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:80:y:2020:i:c:s0167487020300672.

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2020Detection of volatility regime-switching for crude oil price modeling and forecasting. (2020). Sun, Huaping ; Liu, Yue ; Taghizadeh-Hesary, Farhad ; Zhang, Jijian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719306439.

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2020Why are exchange rates so smooth? A household finance explanation. (2020). Naknoi, Kanda ; Chien, YiLi ; Lustig, Hanno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:129-144.

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2020Financial literacy and retirement preparation in China. (2020). Niu, Geng ; Gan, Hongwu ; Zhou, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x18306358.

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2020Fluctuation and volatility dynamics of stochastic interacting energy futures price model. (2020). Wang, Jun ; Zheng, Shenzhou. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315353.

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2020The (in)efficiency of NYMEX energy futures: A multifractal analysis. (2020). , Igor ; Fernando, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303952.

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2021The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool. (2021). Brandi, Giuseppe ; Antoniades, I P ; di Matteo, T ; Magafas, L. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308591.

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2021Information flux in complex networks: Path to stylized facts. (2021). Bosco, A R ; Atman, A. P. F., ; Ducha, F A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309365.

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2020Household stock market participation during the great financial crisis. (2020). Zhou, Jie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:265-275.

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2020Financing affordable and sustainable homeownership with Fixed-COFI mortgages. (2020). Passmore, Stuart Wayne ; von Hafften, Alexander H. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:80:y:2020:i:c:s0166046217304519.

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2020Household portfolio optimization with XTFs? An empirical study using the SHS-base. (2020). Oehler, Andreas ; Wanger, Hans Philipp. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919305318.

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2020Financial education and digital asset management: Whats in the black box?. (2020). Streich, David J ; Litterscheidt, Rouven. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:87:y:2020:i:c:s2214804319304367.

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2020On the efficiency of foreign exchange markets in times of the COVID-19 pandemic. (2020). Nguyen, Duc Khuong ; Khan, Maaz ; Mughal, Khurrum S ; Aziz, Saqib ; Aslam, Faheem. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520310878.

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2020K-Returns to Education. (2020). Holm, Martin ; Guiso, Luigi ; Fagereng, Andreas ; Pistaferri, Luigi. In: EIEF Working Papers Series. RePEc:eie:wpaper:2002.

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2020Attention and biases: evidence from tax-inattentive investors. (2020). Giovannetti, Bruno ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Birru, Justin ; Chague, Fernando. In: Textos para discussão. RePEc:fgv:eesptd:523.

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2020Confidence, Financial Literacy and Investment in Risky Assets: Evidence from the Survey of Consumer Finances. (2020). Fessler, Pirmin ; Cupak, Andrej ; Paradowski, Piotr R ; Hsu, Joanne W. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-04.

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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models. (2020). Lopez, Beatriz Peraza ; Khalaf, Lynda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306.

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2020A Hypothesis Test Method for Detecting Multifractal Scaling, Applied to Bitcoin Prices. (2020). Maller, Ross A ; Dev, Priya ; Jiang, Chuxuan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:104-:d:360729.

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2020Risk-Intolerant but Risk-Taking—Towards a Better Understanding of Inconsistent Survey Responses of the Euro Area Households. (2020). Ulman, Pawe ; Kochaniak, Katarzyna. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:6912-:d:403913.

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2020Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections. (2020). Walter, Christian. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7789-:d:416749.

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2020Financial Literacy and Attitudes to Cryptocurrencies. (2020). Panos, Georgios ; Atkinson, Adele ; Karkkainen, Tatja. In: Working Papers. RePEc:gla:glaewp:2020_26.

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2020Financial risk-taking and the gender wage gap. (2020). Selin, Hkan ; Edin, Per-Anders. In: Working Paper Series. RePEc:hhs:ifauwp:2020_016.

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2020Market shocks and professionals investment behavior - Evidence from the COVID-19 crash. (2020). Huber, Christoph ; Kirchler, Michael. In: Working Papers. RePEc:inn:wpaper:2020-11.

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2020THE DISPOSITION EFFECT AMONG MUTUAL FUND PARTICIPANTS: A RE-EXAMINATION. (2020). Mendes, Victor ; Silva, Paulo ; Abreu, Margarida. In: Working Papers REM. RePEc:ise:remwps:wp01262020.

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2020How People React to Pension Risk. (2020). de Grip, Andries ; Sleijpen, Olaf ; Salamanca, Nicolas. In: IZA Discussion Papers. RePEc:iza:izadps:dp13077.

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2020Are Older People Aware of Their Cognitive Decline? Misperception and Financial Decision Making. (2020). Peracchi, Franco ; Mazzonna, Fabrizio. In: IZA Discussion Papers. RePEc:iza:izadps:dp13725.

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2020Forecasting volatility in bitcoin market. (2020). Bekiros, Stelios ; Segnon, Mawuli. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00368-y.

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2020A Numerical Solution of Optimal Portfolio Selection Problem with General Utility Functions. (2020). Kang, Boda ; Zhu, Song-Ping ; Ma, Guiyuan. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09923-w.

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2020Multifractal Analysis of Realized Volatilities in Chinese Stock Market. (2020). Liu, Yufang ; Wu, Xiang ; Fu, Junhui ; Zhang, Weiguo. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09920-z.

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2020Retirement Financial Behaviour: How Important Is Being Financially Literate?. (2020). Hauff, J C ; Nicolini, G ; Garling, T ; Carlander, A. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:43:y:2020:i:3:d:10.1007_s10603-019-09444-x.

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2021High-Frequency Volatility Forecasting of US Housing Markets. (2021). Wohar, Mark E ; Segnon, Mawuli ; Gupta, Rangan ; Lesame, Keagile. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:2:d:10.1007_s11146-020-09745-w.

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2020Valuation ratio style investing and economic sentiment: evidence from major Eurozone markets. (2020). Spyrou, Spyros I. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00861-0.

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2020Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14.

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2020Target Date Funds and Portfolio Choice in 401(k) Plans. (2020). Mitchell, Olivia ; Utkus, Stephen. In: NBER Working Papers. RePEc:nbr:nberwo:26684.

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2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

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2020Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation. (2020). Turtle, Harry J ; Starks, Laura ; Sias, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:27638.

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2020Market shocks and professionals investment behavior – Evidence from the COVID-19 crash. (2020). Huber, Christoph ; Kirchler, Michael. In: OSF Preprints. RePEc:osf:osfxxx:fgxpb.

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2020Automated portfolio rebalancing: Automatic erosion of investment performance?. (2020). Oehler, Andreas ; Horn, Matthias. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:6:d:10.1057_s41260-020-00183-0.

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2020On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic. (2020). Khan, Maaz ; Mughal, Khurram S ; Nguyen, Duc Khuong ; Aziz, Saqib ; Aslam, Faheem. In: MPRA Paper. RePEc:pra:mprapa:102458.

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2021Online Banking Users vs. Branch Visitors: Why Are Their Portfolio Returns Different?. (2021). Uchida, Yuki ; Nagano, Mamoru. In: MPRA Paper. RePEc:pra:mprapa:105531.

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2020Long memory and fractality among global equity markets: A multivariate wavelet approach. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:99653.

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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]		article1
2009Measuring the Financial Sophistication of Households In: American Economic Review.
[Full Text][Citation analysis]		article122
2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
[Citation analysis]
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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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122		paper
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]		article86
2011Twin 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: 86		paper
2011Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2011) In: Working Papers.
[Citation analysis]
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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: 86		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: 86		paper
2017Who Are the Value and Growth Investors? In: Journal of Finance.
[Full Text][Citation analysis]		article13
2014Who Are the Value and Growth Investors?.(2014) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2014Who Are the Value and Growth Investors?.(2014) In: Working Papers.
[Citation analysis]
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2014Who are the value and growth investors?.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		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]		paper33
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: 33		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: 33		paper
2019A Supply and Demand Approach to Equity Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
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]		paper4
2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets.(2018) In: Research in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
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]		article30
2001Financial Innovation, Market Participation and Asset Prices.(2001) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
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2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 30		paper
2001Financial Innovation, Market Participation and Asset Prices.(2001) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
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2003Financial Innovation, Market Participation and Asset Prices.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 30		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]		paper87
1999A Multifractal Model of Assets Returns.(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: 87		paper
2011A Multifractal Model of Asset Returns.(2011) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 87		paper
1997Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper21
1997Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper32
2006Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper345
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: 345		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: 345		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: 345		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: 345		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: 345		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: 345		paper
2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
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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: 345		article
2013Whats Beneath the Surface? Option Pricing with Multifrequency Latent States In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper3
2015What 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: 3		article
2013Through the Looking Glass: Indirect Inference via Simple Equilibria In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper8
2015Through the looking glass: Indirect inference via simple equilibria.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
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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.
[Citation analysis]
This paper has another version. Agregated cites: 8		paper
2001Forecasting multifractal volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article104
2000Forecasting Multifractal Volatility.(2000) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104		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: 104		paper
2001Forecasting multifractal volatility.(2001) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 104		paper
2006Volatility comovement: a multifrequency approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article49
2006Volatility Comovement: a multifrequency approach.(2006) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 49		paper
2004Volatility Comovement: A Multifrequency Approach.(2004) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2001Incomplete Markets and Volatility In: Journal of Economic Theory.
[Full Text][Citation analysis]		article27
1999Incomplete Markets and Volatility.(1999) In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 27		paper
2001Incomplete Markets and Volatility.(2001) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 27		paper
2007Multifrequency news and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article34
2007Multifrequency news and stock returns.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 34		paper
2011Multifrequency News and Stock Returns.(2011) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 34		paper
2005Multifrequency News and Stock Returns.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2005Incomplete-market dynamics in a neoclassical production economy In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article21
2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
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2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Post-Print.
[Citation analysis]
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2004Incomplete Market Dynamics in a Neoclassical Production Economy.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
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2008Multifrequency jump-diffusions: An equilibrium approach In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article75
2002Idiosyncratic Production Risk, Growth and the Business Cycle.(2002) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
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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]
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2003Idiosyncratic Production Risk, Growth, and the Business Cycle.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
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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]		paper24
2003Behavioral Heterogeneity and the Income Effect.(2003) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 24		paper
2003Behavioral Heterogeneity and the Income Effect.(2003) In: The Review of Economics and Statistics.
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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]		paper17
2003Regime-Switching and the Estimation of Multifractal Processes.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2009Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print.
[Citation analysis]		paper192
2009Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 192		paper
2008Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers.
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2009Fight 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: 192		article
2002Multifractality in Asset Returns: Theory and Evidence In: Post-Print.
[Citation analysis]		paper131
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: 131		article
2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes In: Post-Print.
[Citation analysis]		paper109
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: 109		article
2009Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print.
[Citation analysis]		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]		paper1
2012Efficient Estimation of Learning Models.(2012) In: Working Papers.
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2008Multifractal Volatility: Theory, Forecasting and Pricing In: Post-Print.
[Citation analysis]		paper32
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.
[Citation analysis]		paper0
2011Multifractality of US Dollar/Deutsche Mark Exchange Rates In: Working Papers.
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