21
H index
33
i10 index
1607
Citations
Jerome Detemple : Citation Profile
Boston University | RESEARCH PRODUCTION: 57 Articles 33 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1986 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Jerome Detemple. | Is cited by:
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Main data
Where Jerome Detemple has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 3 |
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 2 |
Recent works citing Jerome Detemple (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A nonparametric algorithm for optimal stopping based on robust optimization. (2021). Sturt, Bradley. In: Papers. RePEc:arx:papers:2103.03300. Full description at Econpapers || Download paper |
| 2024 | The American put with finite-time maturity and stochastic interest rate. (2021). Cai, Cheng ; Palczewski, Jan ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2104.08502. Full description at Econpapers || Download paper |
| 2024 | Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648. Full description at Econpapers || Download paper |
| 2023 | Recent Advances in Reinforcement Learning in Finance. (2021). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Papers. RePEc:arx:papers:2112.04553. Full description at Econpapers || Download paper |
| 2023 | Neural Optimal Stopping Boundary. (2022). Tissot-Daguette, Valentin ; Soner, Mete H ; Reppen, Max A. In: Papers. RePEc:arx:papers:2205.04595. Full description at Econpapers || Download paper |
| 2024 | A mean field game approach to equilibrium consumption under external habit formation. (2022). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341. Full description at Econpapers || Download paper |
| 2023 | Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095. Full description at Econpapers || Download paper |
| 2023 | Optimal stopping of Gauss-Markov bridges. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835. Full description at Econpapers || Download paper |
| 2023 | Optimal Mix Among PAYGO, EET and Individual Savings. (2023). Song, Yilun ; Ren, Zhaojie ; Liang, Zongxia ; He, Lin. In: Papers. RePEc:arx:papers:2302.09218. Full description at Econpapers || Download paper |
| 2024 | Equilibrium with Heterogeneous Information Flows. (2023). Robertson, Scott. In: Papers. RePEc:arx:papers:2304.01272. Full description at Econpapers || Download paper |
| 2023 | A greedy algorithm for habit formation under multiplicative utility. (2023). Salisbury, Thomas S ; Kirusheva, Snezhana. In: Papers. RePEc:arx:papers:2305.04748. Full description at Econpapers || Download paper |
| 2023 | American Exchange option driven by a L\evy process. (2023). Marah, Zakaria. In: Papers. RePEc:arx:papers:2307.10900. Full description at Econpapers || Download paper |
| 2023 | Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping. (2023). Ware, Tony ; Dai, Weizhong ; Nwankwo, Chinonso. In: Papers. RePEc:arx:papers:2309.03984. Full description at Econpapers || Download paper |
| 2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169. Full description at Econpapers || Download paper |
| 2023 | Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266. Full description at Econpapers || Download paper |
| 2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683. 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 | Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486. Full description at Econpapers || Download paper |
| 2023 | Recent advances in reinforcement learning in finance. (2023). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:437-503. Full description at Econpapers || Download paper |
| 2023 | Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03. Full description at Econpapers || Download paper |
| 2023 | Risk management in solar-based power plants with storage: a comparative study. (2023). Mora, Carlos Ruiz ; Oliveira, Fernando S. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:38369. Full description at Econpapers || Download paper |
| 2023 | Optimal procurement and investment in new technologies under uncertainty. (2023). Zwart, Gijsbert ; Arve, Malin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000118. Full description at Econpapers || Download paper |
| 2023 | Public support and energy innovation: Why do firms react differently?. (2023). Zhang, Lin. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000269. Full description at Econpapers || Download paper |
| 2023 | Green investment and asset stranding under transition scenario uncertainty. (2023). Tankov, Peter ; Flora, Maria. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002712. Full description at Econpapers || Download paper |
| 2023 | Valuation of chooser options with state-dependent risks. (2023). Chen, Jun-Home ; Lian, Yu-Min. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007036. Full description at Econpapers || Download paper |
| 2023 | Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (2023). Zhang, Qinyi ; Yu, Xiang ; Li, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:25-45. Full description at Econpapers || Download paper |
| 2023 | Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper |
| 2023 | Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091. Full description at Econpapers || Download paper |
| 2023 | Rivals risk-taking incentives and firm corporate policy. (2023). Abdoh, Hussein. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:106-123. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The Impact of Commercial Medical Insurance Participation on Household Debt. (2023). Ren, Ting ; He, DI ; Hong, Cancheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1526-:d:1034220. Full description at Econpapers || Download paper |
| 2023 | The Legacy of Peter Fishburn: Foundational Work and Lasting Impact. (2023). Simon, Jay ; Hupman, Andrea C. In: Decision Analysis. RePEc:inm:ordeca:v:20:y:2023:i:1:p:1-15. Full description at Econpapers || Download paper |
| 2023 | Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002. Full description at Econpapers || Download paper |
| 2023 | Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0. Full description at Econpapers || Download paper |
| 2023 | Deep stochastic optimization in finance. (2023). Tissot-Daguette, Valentin ; Soner, Mete H ; Reppen, Max A. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00074-6. Full description at Econpapers || Download paper |
| 2023 | Optimal execution with multiplicative price impact and incomplete information on the return. (2023). Ferrari, Giorgio ; Dammann, Felix. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:3:d:10.1007_s00780-023-00508-y. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Jerome Detemple:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Life-Cycle Finance and the Design of Pension Plans In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 25 |
| 2014 | Optimal Exercise for Derivative Securities In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2017 | On American VIX options under the generalized 3/2 and 1/2 models In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2018 | On American VIX options under the generalized 3/2 and 1/2 models.(2018) In: Mathematical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2017 | American Options with Discontinuous Two-Level Caps In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 1986 | Asset Pricing in a Production Economy with Incomplete Information. In: Journal of Finance. [Full Text][Citation analysis] | article | 135 |
| 2003 | A Monte Carlo Method for Optimal Portfolios In: Journal of Finance. [Full Text][Citation analysis] | article | 124 |
| 2000 | A Monte-Carlo Method for Optimal Portfolios.(2000) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | paper | |
| 2005 | CLOSED?FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS In: Mathematical Finance. [Full Text][Citation analysis] | article | 21 |
| 1992 | Optimal Consumption?Portfolio Policies With Habit Formation1 In: Mathematical Finance. [Full Text][Citation analysis] | article | 32 |
| 1997 | The Valuation of American Options on Multiple Assets In: Mathematical Finance. [Full Text][Citation analysis] | article | 54 |
| 1994 | The Valuation of American Options on Multiple Assets.(1994) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 2013 | Asset Pricing with Regime-Dependent Preferences and Learning In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2023 | Volatility during the COVID-19 Pandemic In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2004 | Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes..(2004) In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2006 | Asymptotic properties of Monte Carlo estimators of diffusion processes.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 1994 | American Capped Call Options on Dividend Paying Assets In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 1993 | American Capped Call Options on Dividend Paying Assets..(1993) In: Columbia - Graduate School of Business. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 1995 | American Capped Call Options on Dividend-Paying Assets..(1995) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 1994 | American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 152 |
| 1996 | American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods..(1996) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 152 | article | |
| 1995 | Asset and Commodity Prices with Multiattribute Durable Goods In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 1996 | Asset and commodity prices with multi-attribute durable goods.(1996) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 1996 | American Options on Dividend-Paying Assets In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Recent Advances in Numerical Methods for Pricing Derivative Securities In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Nonparametric Estimation of American Options Exercise Boundaries and Call Prices In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2000 | Nonparametric estimation of American options exercise boundaries and call prices.(2000) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 1996 | American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 2000 | American options with stochastic dividends and volatility: A nonparametric investigation.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
| 1997 | Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 1998 | Aggregation, efficiency and mutual fund separation in incomplete markets.(1998) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 1997 | Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 70 |
| 1997 | Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints..(1997) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 70 | article | |
| 1998 | Dynamic Equilibrium with Liquidity Constraints In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2003 | Dynamic Equilibrium with Liquidity Constraints.(2003) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 1999 | Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 65 |
| 1999 | Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach..(1999) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
| 1999 | The Valuation of Volatility Options In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 59 |
| 2000 | The Valuation of Volatility Options.(2000) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
| 1999 | American Options: Symmetry Properties In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1990 | The relevance of financial policy In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 4 |
| 1995 | The relevance of financial policy.(1995) In: LIDAM Reprints CORE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1995 | The relevance of financial policy.(1995) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1989 | THE RELEVANCE OF FINANCIAL POLICY..(1989) In: Columbia - Graduate School of Business. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1991 | Asset Prices in an Exchange Economy with Habit Formation. In: Econometrica. [Full Text][Citation analysis] | article | 87 |
| 2007 | Monte Carlo methods for derivatives of options with discontinuous payoffs In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2022 | Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1991 | Further results on asset pricing with incomplete information In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 25 |
| 2004 | Optimal consumption-portfolio choices and retirement planning In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 53 |
| 2009 | American chooser options In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 2020 | American step options In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
| 2020 | American Step Options.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2022 | Optimal technology adoption for power generation In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | The value of green energy under regulation uncertainty In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
| 2008 | Dynamic asset liability management with tolerance for limited shortfalls In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 16 |
| 1990 | Option listing and stock returns : An empirical analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 55 |
| 2005 | Intertemporal asset allocation: A comparison of methods In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
| 2003 | Non-addictive habits: optimal consumption-portfolio policies In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 17 |
| 1994 | Intertemporal Asset Pricing with Heterogeneous Beliefs In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 91 |
| 2018 | Asset pricing with beliefs-dependent risk aversion and learning In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2002 | Asset pricing in an intertemporal partially-revealing rational expectations equilibrium In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 7 |
| 1993 | Bounds and Approximations for American Option Values. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 0 |
| 1989 | FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 2 |
| 1989 | OPTION LISTING AND STOCK RETURNS. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 8 |
| 1989 | BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 0 |
| 1989 | OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 1 |
| 2021 | Optimal Power Investment and Pandemics: A Micro-Economic Analysis In: Energies. [Full Text][Citation analysis] | article | 1 |
| 2018 | Optimal Investment under Cost Uncertainty In: Risks. [Full Text][Citation analysis] | article | 1 |
| 1998 | Generalized optimal stopping problems and financial markets, by Dennis Wong In: International Journal of Stochastic Analysis. [Full Text][Citation analysis] | article | 0 |
| 1991 | A General Equilibrium Analysis of Option and Stock Market Interactions. In: International Economic Review. [Full Text][Citation analysis] | article | 81 |
| 2002 | The Valuation of American Options for a Class of Diffusion Processes In: Management Science. [Full Text][Citation analysis] | article | 39 |
| 2004 | ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications In: Management Science. [Full Text][Citation analysis] | article | 71 |
| 2005 | Asymptotic Properties of Monte Carlo Estimators of Derivatives In: Management Science. [Full Text][Citation analysis] | article | 9 |
| 2002 | Book Reviews In: Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 23 |
| 2013 | A Structural Model of Dynamic Market Timing In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 0 |
| 2020 | The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 3 |
| 1990 | Financial Innovation, Values and Volatilities when Markets Are Incomplete* In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 4 |
| 1987 | Acquisition d’information dans un modèle intertemporel en temps continu In: L'Actualité Economique. [Full Text][Citation analysis] | article | 5 |
| 1993 | Demande de portefeuille et politique de couverture de risque sous information incomplète In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2005 | Wealth-Robust Intertemporal Incentive Contracts In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2012 | An optimal stopping problem with a reward constraint In: Finance and Stochastics. [Full Text][Citation analysis] | article | 3 |
| 2005 | Representation formulas for Malliavin derivatives of diffusion processes In: Finance and Stochastics. [Full Text][Citation analysis] | article | 11 |
| 2014 | Portfolio Selection: A Review In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 13 |
| 2021 | Callable barrier reverse convertible securities In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Dynamic Noisy Rational Expectations Equilibrium With Insider Information In: Econometrica. [Full Text][Citation analysis] | article | 4 |
| 1988 | Hedging with futures in an intertemporal portfolio context In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
| 2022 | Asset Prices and Pandemics: The Effects of Lockdowns In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 1 |
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