23
H index
27
i10 index
2513
Citations
SKEMA Business School | 23 H index 27 i10 index 2513 Citations RESEARCH PRODUCTION: 23 Articles 88 Papers 1 Books RESEARCH ACTIVITY: 24 years (1997 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pca582 |
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 |
---|---|
Journal of Econometrics | 4 |
American Economic Review | 2 |
Journal of Financial and Quantitative Analysis | 2 |
Journal of Finance | 2 |
Journal of Mathematical Economics | 2 |
The Journal of Financial Econometrics | 2 |
The Review of Economics and Statistics | 2 |
Year | Title of citing document |
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2023 | 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 |
2023 | 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 |
2023 | 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 |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
2023 | The Dark Side of Algorithms? The Effect of Recommender Systems on Online Investor Behaviors. (2023). Hu, Yu Jeffrey ; He, Cheng ; Zhu, Ruiqi Rich. In: Papers. RePEc:arx:papers:2303.14263. Full description at Econpapers || Download paper |
2023 | Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162. Full description at Econpapers || Download paper |
2023 | Path Shadowing Monte-Carlo. (2023). Bouchaud, Jean-Philippe ; Mallat, St'Ephane ; Morel, Rudy. In: Papers. RePEc:arx:papers:2308.01486. Full description at Econpapers || Download paper |
2023 | Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study. (2023). Rompho, Nopadol ; Kusawat, Poompak. In: Papers. RePEc:arx:papers:2311.00384. Full description at Econpapers || Download paper |
2023 | How Does Chinas Household Portfolio Selection Vary with Financial Inclusion?. (2023). Wang, Xiqian ; Bian, Yong ; Zhang, Qin. In: Papers. RePEc:arx:papers:2311.01206. Full description at Econpapers || Download paper |
2023 | Digital financial inclusion and investment diversification: Evidence from China. (2023). Zhang, Yong ; Lai, Yali ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2781-2799. Full description at Econpapers || Download paper |
2023 | A micro perspective on r > g. (2023). Iacono, Roberto ; Palagi, Elisa. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:531-556. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Belief aggregation for representative agent models. (2023). Zimper, Alexander. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:309-342. Full description at Econpapers || Download paper |
2023 | Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591. Full description at Econpapers || Download paper |
2023 | Naïve Buying Diversification and Narrow Framing by Individual Investors. (2023). Hirshleifer, David ; Gathergood, John ; Stewart, Neil ; Sakaguchi, Hiroaki ; Leake, David. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1705-1741. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330. Full description at Econpapers || Download paper |
2023 | Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670. Full description at Econpapers || Download paper |
2023 | Gibt es die Marktwirtschaft noch? : Ein Versuch über politische Ökonomie im einundzwanzigsten Jahrhundert. (2023). Josef, Falkinger. In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:24:y:2023:i:1:p:110-128:n:6. Full description at Econpapers || Download paper |
2023 | Disposed to Be Overconfident. (2023). Smeets, Paul ; Odean, Terrance ; Godker, Katrin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10357. Full description at Econpapers || Download paper |
2023 | Using GPT-4 for Financial Advice. (2023). Streich, David J ; Hornuf, Lars ; Fieberg, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10529. Full description at Econpapers || Download paper |
2023 | A tail of labor supply and a tale of monetary policy. (2023). ferroni, filippo ; Cantore, Cristiano ; Theophilopoulou, Angeliki ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2308. Full description at Econpapers || Download paper |
2023 | From Patriarchy to Partnership: Gender Equality and Household Finance. (2023). Zaccaria, Luana ; Guiso, Luigi. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:968. Full description at Econpapers || Download paper |
2023 | A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523. Full description at Econpapers || Download paper |
2023 | The Preference for Wealth and Inequality: Towards a Piketty Theory of Wealth Inequality. (2023). Ono, Yoshiyasu ; Michau, Jean-Baptiste ; Schlegl, Matthias. In: Working Papers. RePEc:crs:wpaper:2023-11. Full description at Econpapers || Download paper |
2023 | The Preference for Wealth and Inequality: Towards a Piketty Theory of Wealth Inequality. (2023). Schlegl, Matthias ; Ono, Yoshiyasu ; Michau, Jean-Baptiste. In: ISER Discussion Paper. RePEc:dpr:wpaper:1223. Full description at Econpapers || Download paper |
2023 | Richer earnings dynamics, consumption and portfolio choice over the life cycle. (2023). Paz-Pardo, Gonzalo ; Galvez, Julio. In: Working Paper Series. RePEc:ecb:ecbwps:20232810. Full description at Econpapers || Download paper |
2023 | Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633. Full description at Econpapers || Download paper |
2023 | Capital income risk and the dynamics of the wealth distribution. (2023). Walde, Klaus ; Khieu, Hoang. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s026499932300055x. Full description at Econpapers || Download paper |
2023 | US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078. Full description at Econpapers || Download paper |
2023 | Can a European wealth tax close the green investment gap?. (2023). Kapeller, Jakob ; Leitch, Stuart ; Wildauer, Rafael. In: Ecological Economics. RePEc:eee:ecolec:v:209:y:2023:i:c:s092180092300112x. Full description at Econpapers || Download paper |
2023 | A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444. Full description at Econpapers || Download paper |
2023 | Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425. Full description at Econpapers || Download paper |
2023 | The global financial cycle and capital flows during the COVID-19 pandemic. (2023). Davis, Jonathan ; Zlate, Andrei. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s001429212300106x. Full description at Econpapers || Download paper |
2023 | Stranded houses? The price effect of a minimum energy efficiency standard. (2023). Guin, Benjamin ; Gibberd, Alex ; Ferentinos, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000531. Full description at Econpapers || Download paper |
2023 | Fertility policy and stock market participation: Evidence from the universal two-child policy in China. (2023). Wang, Yumeng ; Liu, Jiayi ; Yin, Zhichao. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004252. Full description at Econpapers || Download paper |
2023 | Impact of financial investment on confidence in a happy future retirement. (2023). Tan, Weiqiang ; Shu, Hao ; Cheung, Yan-Leung. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003009. Full description at Econpapers || Download paper |
2023 | Geopolitical risk and household stock market participation. (2023). Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005074. Full description at Econpapers || Download paper |
2023 | The effects of personality and IQ on portfolio outcomes. (2023). Leake, David ; Antoniou, Constantinos ; Stewart, Neil ; Firth, Chris. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006407. Full description at Econpapers || Download paper |
2023 | A multifractal model of asset (in)variances. (2023). Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000355. Full description at Econpapers || Download paper |
2023 | What drives stock market participation? The role of institutional, traditional, and behavioral factors. (2023). Luotonen, Niilo ; Conlin, Andrew ; Kaustia, Markku. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003235. Full description at Econpapers || Download paper |
2023 | Population diversity and financial risk-taking. (2023). Ongena, Steven ; Dioikitopoulos, Evangelos V ; Delis, Manthos D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000778. Full description at Econpapers || Download paper |
2023 | Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391. Full description at Econpapers || Download paper |
2023 | Asset bubbles, entrepreneurial risks, and economic growth. (2023). Im, Ryonghun ; Hori, Takeo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000595. Full description at Econpapers || Download paper |
2023 | From patriarchy to partnership: Gender equality and household finance. (2023). Zaccaria, Luana ; Guiso, Luigi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:573-595. Full description at Econpapers || Download paper |
2023 | Barking up the wrong tree: Return-chasing in 401(k) plans. (2023). Wang, Pingle ; Tran, Anh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:69-90. Full description at Econpapers || Download paper |
2023 | Insurance and portfolio decisions: Two sides of the same coin?. (2023). Treich, Nicolas ; Foncel, Jerome ; Armantier, Olivier. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:201-219. Full description at Econpapers || Download paper |
2023 | Reaching for yield and the housing market: Evidence from 18th-century Amsterdam. (2023). Korevaar, Matthijs. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:273-296. Full description at Econpapers || Download paper |
2023 | What do mutual fund managers’ private portfolios tell us about their skills?. (2023). Ibert, Markus. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000523. Full description at Econpapers || Download paper |
2023 | Capital flows and growth across developing countries. (2023). Schroth, Josef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001055. Full description at Econpapers || Download paper |
2023 | Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes. (2023). Zimper, Alexander. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:125:y:2023:i:c:p:27-41. Full description at Econpapers || Download paper |
2023 | Wealth inequality dynamics in europe and the united states: Understanding the determinants. (2023). Martinez-Toledano, Clara ; Blanchet, Thomas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:133:y:2023:i:c:p:25-43. Full description at Econpapers || Download paper |
2023 | Financial literacy and retirees resource allocation decisions in New Zealand. (2023). Whiting, Rosalind H ; Roberts, Helen ; Coleman, Andrew ; Noviarini, Jelita. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000513. Full description at Econpapers || Download paper |
2023 | Households investments in socially responsible mutual funds. (2023). Noren, Vicke ; Kallestrup-Lamb, Malene ; Jansson, Thomas ; Christiansen, Charlotte. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:46-67. Full description at Econpapers || Download paper |
2023 | When do robo-advisors make us better investors? The impact of social design elements on investor behavior. (2023). Spann, Martin ; Morana, Stefan ; Back, Camila. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:103:y:2023:i:c:s2214804323000101. Full description at Econpapers || Download paper |
2023 | Switching activity in retail financial markets in Ireland. (2023). Lunn, Pete ; Timmons, Shane ; McGinnity, Frances ; McGowan, Feidhlim ; Papadopoulos, Alexandros. In: Research Series. RePEc:esr:resser:rs161. Full description at Econpapers || Download paper |
2023 | Who Pays For Your Rewards? Redistribution in the Credit Card Market. (2023). Wix, Carlo ; Silva, Andre F ; Presbitero, Andrea F ; Agarwal, Sumit. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-07. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The Impact of Uncertainty Shocks to Consumption under Different Confidence Regimes Based on a Stochastic Uncertainty-in-Mean TVAR Model. (2023). Chen, Zhuoran ; Zhou, Xianbo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3032-:d:1060891. Full description at Econpapers || Download paper |
2023 | Population Diversity and Financial Risk-Taking. (2023). Ongena, Steven ; Dioikitopoulos, Evangelos V ; Delis, Manthos D. In: Post-Print. RePEc:hal:journl:hal-04083169. Full description at Econpapers || Download paper |
2023 | Trading ambiguity: a tale of two heterogeneities. (2023). Tallon, Jean Marc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: Post-Print. RePEc:hal:journl:halshs-03962563. Full description at Econpapers || Download paper |
2023 | The different returns to cognitive ability in the labor and capital markets. (2023). Waldenstrom, Daniel ; Karlsson, Kristina ; Bastani, Spencer. In: Working Paper Series. RePEc:hhs:ifauwp:2023_008. Full description at Econpapers || Download paper |
2023 | The Different Returns to Cognitive Ability in the Labor and Capital Markets. (2023). Bastani, Spencer ; Waldenstrom, Daniel ; Karlsson, Kristina. In: Working Paper Series. RePEc:hhs:iuiwop:1459. Full description at Econpapers || Download paper |
2023 | On the change of risk aversion in wealth: a field experiment in a closed economic system. (2023). Strumpel, Dennis ; Richter, Andreas ; Jaspersen, Johannes G ; Huber, Tobias. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:1:d:10.1007_s10683-022-09762-x. Full description at Econpapers || Download paper |
2023 | Management customer complaints and performance: banks, be careful!. (2023). Stefanelli, Valeria ; Cotugno, Matteo. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:1:d:10.1007_s10997-021-09616-3. Full description at Econpapers || Download paper |
2023 | Consumption with earnings, liquidity, and market based models. (2023). Wroblewski, David ; Snigaroff, Robert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01103-6. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
2023 | At the Top of the Mind: Peak Prices and the Disposition Effect. (2023). Gathergood, John ; Stewart, Neil ; Loewenstein, George ; Hume, David ; Quispe-Torreblanca, Edika. In: Discussion Papers. RePEc:not:notcdx:2023-09. Full description at Econpapers || Download paper |
2023 | Estimating the Distribution of Wealth in New Zealand. (2023). Parkyn, Oscar ; Forward, Tayla ; Ching, Benjamin. In: Treasury Working Paper Series. RePEc:nzt:nztwps:23/01. Full description at Econpapers || Download paper |
2023 | The Impact of Communist Party Membership on Wealth Distribution and Accumulation in Urban China. (2023). Yang, LI. In: SocArXiv. RePEc:osf:socarx:y4pwa. Full description at Econpapers || Download paper |
2023 | How Do Inheritances Shape Wealth Inequality? Theory and Evidence from Sweden. (2023). Seim, David ; Nekoei, Arash. In: Review of Economic Studies. RePEc:oup:restud:v:90:y:2023:i:1:p:463-498.. Full description at Econpapers || Download paper |
2023 | Decomposing Long Bond Returns: A Decentralized Theory*. (2023). Wu, Liuren ; Carr, Peter. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:997-1026.. Full description at Econpapers || Download paper |
2023 | Social Interaction in the Family: Evidence from Investors’ Security Holdings*. (2023). Sarvimaki, Matti ; Rantapuska, Elias ; Knupfer, Samuli. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1297-1327.. Full description at Econpapers || Download paper |
2023 | Does Income Risk Affect the Wealth Distribution?. (2023). Krapf, Matthias. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00249-y. Full description at Econpapers || Download paper |
2023 | Cross-listing and price efficiency: An institutional explanation. (2023). Sheng, Hsia Hua ; Yaar, Mahmut ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00524-8. Full description at Econpapers || Download paper |
2023 | Do pension funds reach for yield? Evidence from a new database. (2023). Konradt, Maximilian. In: MPRA Paper. RePEc:pra:mprapa:116209. Full description at Econpapers || Download paper |
2023 | The Market-Based Probability of Stock Returns. (2023). . In: MPRA Paper. RePEc:pra:mprapa:116234. Full description at Econpapers || Download paper |
2023 | Adam Smiths Perfectly Competitive Market is Not Pareto Efficient: A Dynamic Perspective. (2023). Nawaz, Nasreen ; Ahmed, Muhammad Ashfaq. In: MPRA Paper. RePEc:pra:mprapa:118362. Full description at Econpapers || Download paper |
2023 | Industrialization, Returns, Inequality. (2023). Kersting, Felix ; Stieglitz, Timo. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:462. Full description at Econpapers || Download paper |
2023 | A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172. Full description at Econpapers || Download paper |
2023 | Selection into Financial Education and Effects on Portfolio Choice. (2023). Mitchell, Olivia S ; Michaud, Pierre-Carl ; Gemmo, Irina. In: Cahiers de recherche / Working Papers. RePEc:rsi:irersi:16. Full description at Econpapers || Download paper |
2023 | Identifying household finance heterogeneity via deep clustering. (2023). Fabozzi, Frank J ; Lee, Yongjae ; Hwang, Yoontae. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:2:d:10.1007_s10479-022-04900-3. Full description at Econpapers || Download paper |
2023 | Cognitive limits and preferences for information. (2023). Tobias, Aron. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00376-9. Full description at Econpapers || Download paper |
2023 | Price impact in Nash equilibria. (2023). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00499-w. Full description at Econpapers || Download paper |
2023 | Education and financial mistakes: The case of avoidable trading fees in stock markets. (2023). Mendes, Victor ; Silva, Paulo Pereira. In: Portuguese Economic Journal. RePEc:spr:portec:v:22:y:2023:i:2:d:10.1007_s10258-022-00209-y. Full description at Econpapers || Download paper |
2023 | Paralyzed by shock: the portfolio formation behavior of peer-to-business lending investors. (2023). Weber, Martina ; Hornuf, Lars ; Dorfleitner, Gregor. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:3:d:10.1007_s11846-022-00544-6. Full description at Econpapers || Download paper |
2023 | Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3. Full description at Econpapers || Download paper |
2023 | Essays in finance & health. (2023). Karpati, Daniel. In: Other publications TiSEM. RePEc:tiu:tiutis:5505e140-1f4d-4f61-a5a5-ed21a15e4ecf. Full description at Econpapers || Download paper |
2023 | Insurance and Portfolio Decisions: Two Sides of the Same Coin?. (2023). Treich, Nicolas ; Foncel, Jerome ; Armantier, Olivier. In: TSE Working Papers. RePEc:tse:wpaper:128034. Full description at Econpapers || Download paper |
2023 | Consumption, Wealth, and Income Inequality: A Tale of Tails. (2023). Werquin, Nicolas ; Wangner, Philipp ; Hellwig, Christian ; Gaillard, Alexandre. In: TSE Working Papers. RePEc:tse:wpaper:128768. Full description at Econpapers || Download paper |
2023 | Household choices on investing in financial risky assets: Do national institutional factors have their own merit?. (2023). Bouras, Christos ; Apergis, Nicholas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:405-420. Full description at Econpapers || Download paper |
2023 | Do gamblers invest in lottery stocks?. (2022). Hackethal, Andreas ; Hanspal, Tobin ; Kormanyos, Emily. In: SAFE Working Paper Series. RePEc:zbw:safewp:373. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Rich Pickings? Risk, Return, and Skill in Household Wealth In: American Economic Review. [Full Text][Citation analysis] | article | 71 |
2009 | Measuring the Financial Sophistication of Households In: American Economic Review. [Full Text][Citation analysis] | article | 191 |
2009 | Measuring the Financial Sophistication of Households.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 191 | paper | |
2009 | Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 191 | paper | |
2009 | Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 191 | paper | |
2011 | State-Observation Sampling and the Econometrics of Learning Models In: Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | state-observation sampling and the econometrics of learning models.(2011) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2011 | State-Observation Sampling and the Econometrics of Learning Models.(2011) In: Working Papers. [Citation analysis] This paper has nother 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 | 146 |
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 nother version. Agregated cites: 146 | paper | |
2011 | Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 146 | 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 nother version. Agregated cites: 146 | 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 nother version. Agregated cites: 146 | paper | |
2017 | Who Are the Value and Growth Investors? In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
2014 | Who Are the Value and Growth Investors?.(2014) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2014 | Who Are the Value and Growth Investors?.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2014 | Who are the value and growth investors?.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
1998 | Heterogeneous probabilities in complete asset markets In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 5 |
2016 | Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
2015 | Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2015 | Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2019 | A Supply and Demand Approach to Equity Pricing In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Can Security Design Foster Household Risk-Taking? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2001 | Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2004 | Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets.(2018) In: Research in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2016 | Structural Dynamic Analysis of Systematic Risk In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Financial Innovation, Market Participation, and Asset Prices In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 35 |
2001 | Financial Innovation, Market Participation and Asset Prices.(2001) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2004 | Financial Innovation, Market Participation, and Asset Prices.(2004) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2001 | Financial Innovation, Market Participation and Asset Prices.(2001) In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2003 | Financial Innovation, Market Participation and Asset Prices.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2004 | Financial Innovation, Market Participation, and Asset Prices.(2004) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2018 | Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 3 |
1997 | A Multifractal Model of Asset Returns In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 200 |
1999 | A 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 nother version. Agregated cites: 200 | paper | |
2011 | A Multifractal Model of Asset Returns.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 200 | paper | |
1997 | Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
1997 | Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
2006 | Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 492 |
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 nother version. Agregated cites: 492 | paper | |
2007 | Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 492 | paper | |
2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 492 | paper | |
2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 492 | 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 nother version. Agregated cites: 492 | paper | |
2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 492 | 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 nother version. Agregated cites: 492 | paper | |
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 nother version. Agregated cites: 492 | article | |
2013 | Whats Beneath the Surface? Option Pricing with Multifrequency Latent States In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 7 |
2015 | What is beneath the surface? Option pricing with multifrequency latent states.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2013 | Through the Looking Glass: Indirect Inference via Simple Equilibria In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 12 |
2015 | Through the looking glass: Indirect inference via simple equilibria.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2015 | Through the Looking Glass : Indirect Inference via Simple Equilibria.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2014 | Through the Looking Glass: Indirect Inference via Simple Equilibria.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2001 | Forecasting multifractal volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 128 |
2000 | Forecasting Multifractal Volatility.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 128 | 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 nother version. Agregated cites: 128 | paper | |
2001 | Forecasting multifractal volatility.(2001) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 128 | paper | |
2006 | Volatility comovement: a multifrequency approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 57 |
2006 | Volatility Comovement: a multifrequency approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2004 | Volatility Comovement: A Multifrequency Approach.(2004) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2001 | Incomplete Markets and Volatility In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 36 |
1999 | Incomplete Markets and Volatility.(1999) In: Harvard Institute of Economic Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2001 | Incomplete Markets and Volatility.(2001) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2007 | Multifrequency news and stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 42 |
2007 | Multifrequency news and stock returns.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2011 | Multifrequency News and Stock Returns.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2005 | Multifrequency News and Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2005 | Incomplete-market dynamics in a neoclassical production economy In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 34 |
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 nother version. Agregated cites: 34 | paper | |
2005 | Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2004 | Incomplete Market Dynamics in a Neoclassical Production Economy.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | 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 nother version. Agregated cites: 9 | paper | |
2006 | Multifrequency Jump-Diffusions: An Equilibrium Approach.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2006 | Idiosyncratic production risk, growth and the business cycle In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 108 |
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 nother version. Agregated cites: 108 | paper | |
2006 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
2003 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2003) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
2012 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
2003 | Idiosyncratic Production Risk, Growth, and the Business Cycle.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | 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 | 29 |
2003 | Behavioral Heterogeneity and the Income Effect.(2003) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2003 | Behavioral Heterogeneity and the Income Effect.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | 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 nother version. Agregated cites: 16 | paper | |
2009 | Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print. [Citation analysis] | paper | 278 |
2009 | Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 278 | paper | |
2008 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 278 | paper | |
2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 278 | article | |
2002 | Multifractality in Asset Returns: Theory and Evidence In: Post-Print. [Citation analysis] | paper | 158 |
2002 | Multifractality In Asset Returns: Theory And Evidence.(2002) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 158 | article | |
2004 | How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes In: Post-Print. [Citation analysis] | paper | 134 |
2004 | How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes.(2004) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | 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 | 1 |
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 nother version. Agregated cites: 1 | paper | |
2008 | Multifractal Volatility: Theory, Forecasting and Pricing In: Post-Print. [Citation analysis] | paper | 61 |
2008 | Fractals In: Post-Print. [Citation analysis] | paper | 0 |
2015 | Accurate Methods for Approximate Bayesian Computation Filtering In: Post-Print. [Citation analysis] | paper | 10 |
2015 | Accurate Methods for Approximate Bayesian Computation Filtering.(2015) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 nother 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 | 13 |
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