Rik G. P. Frehen : Citation Profile

Are you Rik G. P. Frehen?

Universiteit van Tilburg
Universiteit van Tilburg

5

H index

4

i10 index

164

Citations

RESEARCH PRODUCTION:

5

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 12
   Journals where Rik G. P. Frehen has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 2 (1.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr182
   Updated: 2024-12-03    RAS profile: 2021-06-14    
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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 Rik G. P. Frehen.

Is cited by:

Grossman, Richard (6)

HU, YANG (4)

Oxley, Les (4)

Bouvatier, Vincent (3)

Szafarz, Ariane (3)

Broeders, Dirk (3)

Guidolin, Massimo (3)

Ravazzolo, Francesco (3)

Brière, Marie (3)

Prokopczuk, Marcel (3)

OOSTERLINCK, Kim (3)

Cites to:

Shleifer, Andrei (17)

French, Kenneth (15)

Fama, Eugene (13)

Gennaioli, Nicola (11)

Bollerslev, Tim (9)

Andersen, Torben (8)

Bordalo, Pedro (8)

Diebold, Francis (8)

Nagel, Stefan (7)

Imbs, Jean (5)

Pastor, Lubos (5)

Main data

Where Rik G. P. Frehen has published?

Journals with more than one article published# docs
Journal of Financial Economics3

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

Recent works citing Rik G. P. Frehen (2024 and 2023)

YearTitle of citing document
2023Information Salience and Credit Supply: Evidence from Payment Defaults on Trade Bills. (2023). Federica, Salvade ; Mattia, Girotti ; Ettore, Croci ; Aleksandra, Baros. In: Working papers. RePEc:bfr:banfra:918.

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2023Income elasticity of demand and stock market beta. (2023). Kim, Doyeon ; Bhadra, Madhusmita. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:225-240.

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2023Probability distortions, collectivism, and international stock prices. (2023). Sejdiu, Vulnet ; Hollstein, Fabian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000503.

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2023Lottery preference, short-sale constraint, and the salience effect: Evidence from China. (2023). Zhu, Dongming ; Sun, Peng ; Liu, Chang. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001530.

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2024What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431.

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2023Salience theory and mutual fund flows: Empirical evidence from China. (2023). Quan, Xiaofeng ; Xiang, Cheng ; Hu, Shiyang. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001054.

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2023Leverage made at home: Investors margin loan usage and firm leverage. (2023). Niu, Zilong ; Liu, Chunbo. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000158.

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2023Salience theory in price and trading volume: Evidence from China. (2023). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:38-61.

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2024Sustainability of renewable energy in China: Enhanced strategic investment and displaced R&D expenditure. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000203.

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2023Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Jansen, Maarten ; Hanauer, Matthias X ; Zhou, Weili. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Bitcoin attention and economic policy uncertainty. (2024). Ordoez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2024Size matters: Unpacking the relationship between institutional investor size and private equity asset allocation within diverse institutional contexts. (2024). Khan, Zafir Ullah ; Cumming, Douglas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000246.

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2023Hot potatoes: Underpricing of stocks following extreme negative returns. (2023). Reyes-Pea, Robinson ; Lawrence, Edward ; Caglayan, Mustafa O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000018.

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2023The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097.

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2024Salience theory and cryptocurrency returns. (2024). Zhao, Ran ; Cai, Charlie X. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002388.

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2023Safety first, loss probability, and the cross section of expected stock returns. (2023). Zhao, Lei ; Rieger, Marc Oliver ; Cao, JI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:345-369.

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2023The long shadow beyond lockdown: Board chairs’ professional pandemic experiences and corporate investments. (2023). Peng, Yuchao ; Ni, Xiaoran ; Li, Jianjun ; Gu, Leilei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:522-541.

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2024Preferences for maximum daily returns. (2024). Mohrschladt, Hannes ; Baars, Maren. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:343-353.

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2023Are environmental punishments good news or bad news? Evidence from China. (2023). Zhu, Xiao ; Kuang, Weida ; Ding, Yanhao ; Agarwal, Sumit. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:120:y:2023:i:c:s0095069623000657.

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2023Reaching 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.

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2024Why did shareholder liability disappear?. (2024). Coyle, Christopher ; Campbell, Gareth ; Bogle, David A ; Turner, John D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23002015.

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2024The puzzling persistence of financial crises: A selective review of 2000 years of evidence. (2024). Jaremski, Matthew ; Calomiris, Charles W. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000184.

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2023Mispricing and anomalies in China. (2023). Zhen, Hongxian ; Xia, YU ; Wang, Haomiao ; Shi, Yongdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x2300104x.

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2024An empirical evaluation of the salience-based asset pricing model: Evidence from Australia. (2024). Xiao, Yucaho ; Min, Byoung-Kyu ; Lee, Deok-Hyeon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000039.

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2024Quality acceleration and cross-sectional returns: Empirical evidence. (2024). Ye, Tao ; Yang, Baochen ; Ma, Yao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400062x.

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2023.

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2023Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium. (2023). Wang, Tong. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:325-367..

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2023What drives the distress risk–return puzzle? A perspective on limits of arbitrage. (2023). Bu, Ziwen ; Sha, Yezhou ; Wang, Zilong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3574-3592.

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2023How do investors price accrual risk during crises?. (2023). Hassan, Kabir M ; Alhenawi, Yasser. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4684-4706.

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2023Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis. (2023). Magkonis, Georgios ; Filis, George ; Tzouvanas, Panagiotis ; Filippidis, Michail. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:807-825.

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Works by Rik G. P. Frehen:

YearTitleTypeCited
2020Does credit affect stock trading? Evidence from the South Sea Bubble In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2008Regret aversion and annuity risk in defined contribution pension plans In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2013New evidence on the first financial bubble In: Journal of Financial Economics.
[Full Text][Citation analysis]		article48
2009New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2021Can unpredictable risk exposure be priced? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article5
2021Salience theory and stock prices: Empirical evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article41
2014Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters.
[Full Text][Citation analysis]		chapter6
2016Estimating Security Betas Using Prior Information Based on Firm Fundamentals In: The Review of Financial Studies.
[Full Text][Citation analysis]		article30
2016Estimating security betas using prior information based on firm fundamentals.(2016) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2010Pension Fund Performance and Costs: Small is Beautiful In: MPRA Paper.
[Full Text][Citation analysis]		paper27
2009Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2019Would Ambiguity Averse Investors Hedge Risk in Equity Markets? In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0

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