Jose Afonso Faias : Citation Profile

Universidade Católica Portuguesa

3

H index

2

i10 index

32

Citations

RESEARCH PRODUCTION:

6

Articles

1

Papers

RESEARCH ACTIVITY:

   6 years (2017 - 2023). See details.
   Cites by year: 5
   Journals where Jose Afonso Faias has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa272
   Updated: 2025-03-08    RAS profile: 2024-07-07    
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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 Jose Afonso Faias.

Is cited by:

Schmukler, Sergio (2)

Raddatz, Claudio (2)

Williams, Tomas (2)

Campos, Rodolfo (1)

Jiang, Danling (1)

Jung, Kwangmin (1)

Eling, Martin (1)

Barroso, Pedro (1)

Guidolin, Massimo (1)

Campa, Jose (1)

Cites to:

Campbell, John (18)

Bekaert, Geert (8)

Bollerslev, Tim (7)

French, Kenneth (7)

Stulz, René (6)

Ang, Andrew (5)

West, Kenneth (5)

Zhou, Guofu (5)

Hodrick, Robert (5)

Nyborg, Kjell (4)

Lettau, Martin (4)

Main data

Production by document typearticlepaper20172018201920202021202220230123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201720182019202020212022202302.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20172018201920202021202220232024202502.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20172018201920202021202220230102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents12345051015Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jose Afonso Faias has published?

Recent works citing Jose Afonso Faias (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Portfolio optimisation with options. (2021). Muguruza, Aitor ; Jacquier, Antoine ; Huckle, Thomas ; Chan, Jonathan Raimana. In: Papers. RePEc:arx:papers:2111.12658.

Full description at Econpapers || Download paper

2024Who should buy structured investment products and why?. (2024). Pedio, Manuela ; Leonetti, Giacomo ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24222.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

Works by Jose Afonso Faias:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article14
2023Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
2020The diffusion of complex securities: The case of CAT bonds In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
2017Does institutional ownership matter for international stock return comovement? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article12
2022Equity Risk Premium Predictability from Cross-Sectoral Downturns In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article0
2023Price elasticity of demand and risk-bearing capacity in sovereign bond auctions In: Working Papers.
[Full Text][Citation analysis]		paper0
2018OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team