David Chapman : Citation Profile


Are you David Chapman?

Boston College

8

H index

8

i10 index

389

Citations

RESEARCH PRODUCTION:

8

Articles

6

Papers

RESEARCH ACTIVITY:

   17 years (1992 - 2009). See details.
   Cites by year: 22
   Journals where David Chapman has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 1 (0.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch85
   Updated: 2020-08-01    RAS profile: 2011-04-05    
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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 David Chapman.

Is cited by:

Renò, Roberto (8)

Hong, Harrison (7)

Mele, Antonio (7)

Chiarella, Carl (5)

Yu, Jun (5)

Rosenberg, Joshua (5)

Weber, Michael (5)

Basak, Suleyman (4)

LINTON, OLIVER (4)

Phillips, Peter (4)

Hong, Yongmiao (4)

Cites to:

Campbell, John (10)

Cochrane, John (6)

Harvey, Campbell (4)

Hansen, Lars (4)

Christiano, Lawrence (3)

Shiller, Robert (3)

Fama, Eugene (3)

Ellison, Glenn (2)

Mehra, Rajnish (2)

Constantinides, George (2)

French, Kenneth (2)

Main data


Where David Chapman has published?


Journals with more than one article published# docs
Journal of Finance2

Working Papers Series with more than one paper published# docs
Finance / University Library of Munich, Germany2

Recent works citing David Chapman (2018 and 2017)


YearTitle of citing document
2017Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Zibriczky, David ; Erdos, Peter . In: Papers. RePEc:arx:papers:1703.09500.

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2018Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor. In: Papers. RePEc:arx:papers:1810.05287.

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2017Derivative Use of Turkish Investment Funds During the 2008-09 Financial Crisis. (2017). Pirgaip, Burak ; Tademir, Aslihan . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1-14.

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2020Nonparametric Euler Equation Identi?cation and Estimation. (2020). Hoderlein, S ; Escanciano, J C ; Srisuma, S ; Linton, O ; Lewbel, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2064.

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2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

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2018Tax Evasion on a Social Network. (2018). Rablen, Matthew ; Degl, Duccio Gamannossi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7063.

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2018The Effect of Investment Constraints on Hedge Fund Investor Returns. (2018). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12599.

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2018Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111.

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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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2018Mutual Fund Fee Structures and Broker Compensation. (2018). Bryant, Lonnie L ; Cao, Zhongling ; Butler, Maureen. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:bryant:butler:cao.

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2020LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC. (2020). Fergusson, Kevin. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:2:p:381-417_3.

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2017Empirical Pricing Kernels: Evidence from the Hong Kong Stock Market. (2017). Wu, Xin Yu ; Zhou, Hailin ; Ren, Senchun. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:4:p:263-278.

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2017Equilibrium asset pricing with Epstein-Zin and loss-averse investors. (2017). Guo, Jing ; He, Xue Dong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:86-108.

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2018Asset prices and wealth dynamics in a financial market with random demand shocks. (2018). Dindo, Pietro ; Staccioli, Jacopo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:187-210.

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2017Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds. (2017). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:91-107.

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2018Journalist disagreement. (2018). Hillert, Alexander ; Muller, Sebastian ; Jacobs, Heiko. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:57-76.

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2019The convergence and divergence of investors opinions around earnings news: Evidence from a social network. (2019). Shu, Tao ; Irvine, Paul ; Giannini, Robert. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:94-120.

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2017Why do fund managers increase risk?. (2017). Ha, Yeonjeong ; Ko, Kwangsoo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:108-116.

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2017Starting on the wrong foot: Seasonality in mutual fund performance. (2017). Brown, Stephen ; Yao, Yaqiong ; Wang, Jiaguo ; Sotes-Paladino, Juan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:133-150.

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2017The pricing effects of ambiguous private information. (2017). Ganguli, Jayant ; Condie, Scott . In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:512-557.

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2017Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Tang, YI ; Bali, Turan G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:471-489.

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2018Leverage constraints and asset prices: Insights from mutual fund risk taking. (2018). Boguth, Oliver ; Simutin, Mikhail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:325-341.

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2018Cash flow duration and the term structure of equity returns. (2018). Weber, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:486-503.

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2019The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk. (2019). Aragon, George O ; Qj, Jun ; Li, Lei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:168-185.

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2019An asset pricing approach to testing general term structure models. (2019). van der Wel, Michel ; Christensen, Bent Jesper. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:165-191.

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2020Idea sharing and the performance of mutual funds. (2020). Cujean, Julien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:88-119.

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2017The interaction between security lending market and security trading market. (2017). Wang, Tiandu ; Sun, Qian ; Ma, Chenghu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:309-322.

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2017An Empirical Examination of the Incremental Contribution of Stock Characteristics in UK Stock Returns. (2017). Fletcher, Jonathan. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:21-:d:114588.

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2020Performance and Resilience of Socially Responsible Investing (SRI) and Conventional Funds during Different Shocks in 2016: Evidence from Japan. (2020). Shimada, Koji ; Arefeen, Saiful. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:540-:d:307507.

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2018Tax Evasion on a Social Network. (2018). Rablen, Matthew ; Deglinnocenti, Duccio Gamannossi. In: IZA Discussion Papers. RePEc:iza:izadps:dp11535.

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2017The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence. (2017). Payne, James ; Mervar, Andrea ; Gil-Alana, Luis. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9181-2.

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2017Management of flow risk in mutual funds. (2017). Rohleder, Martin ; Wilkens, Marco ; Schulte, Dominik. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0541-1.

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2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: NBER Working Papers. RePEc:nbr:nberwo:23227.

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2017Bond mutual funds and complex investments. (2017). Natter, Markus ; Wilkens, Marco ; Schulte, Dominik ; Rohleder, Martin. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0046-7.

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2017Factor Investing: The Rocky Road from Long-Only to Long-Short. (2017). Szafarz, Ariane ; Briere, Marie. In: Working Papers CEB. RePEc:sol:wpaper:2013/249918.

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2018Less-Expensive Pricing and Hedging of Extreme-Maturity Interest Rate Derivatives and Equity Index Options Under the Real-World Measure. (2018). Fergusson, Kevin John. In: PhD Thesis. RePEc:uts:finphd:3-2018.

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2018Less-Expensive Pricing and Hedging of Extreme-Maturity Interest Rate Derivatives and Equity Index Options Under the Real-World Measure. (2018). Fergusson, Kevin John. In: PhD Thesis. RePEc:uts:finphd:40.

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2018Optionable Stocks and Mutual Fund Performance. (2018). Zykaj, Blerina ; Chung, Chune Young ; Wang, Kainan ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:3:p:390-412.

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2020Household finance. (2020). Haliassos, Michael ; Gomes, Francisco J ; Ramadorai, Tarun. In: IMFS Working Paper Series. RePEc:zbw:imfswp:138.

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Works by David Chapman:


YearTitleTypeCited
1997 Approximating the Asset Pricing Kernel. In: Journal of Finance.
[Full Text][Citation analysis]
article54
1996Approximating the Asset Pricing Kernel..(1996) In: Rochester, Business - Financial Research and Policy Studies.
[Citation analysis]
This paper has another version. Agregated cites: 54
paper
2009First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes In: Journal of Finance.
[Full Text][Citation analysis]
article15
1998Habit Formation and Aggregate Consumption In: Econometrica.
[Citation analysis]
article32
1993Cotrending and the stationarity of the real interest rate In: Economics Letters.
[Full Text][Citation analysis]
article13
1992Cotrending and the Stationarity of the Real Interest Rate..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2004Why constrain your mutual fund manager? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article127
1997The cyclical properties of consumption growth and the real term structure In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article25
1992Bond Yields, returns, and Aggregate Activity. In: Rochester, Business - Ph.D.,.
[Citation analysis]
paper0
2006Linear Approximations and Tests of Conditional Pricing Models In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
1999Using Proxies for the Short Rate: When Are Three Months Like an Instant? In: Review of Financial Studies.
[Citation analysis]
article57
1998Using Proxies for the Short Rate: When are Three Months Like an Instant?.(1998) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2002Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? In: Review of Economic Dynamics.
[Full Text][Citation analysis]
article6
1998Is the Short Rate Drift Actually Nonlinear? In: Finance.
[Full Text][Citation analysis]
paper54

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