Rik G. P. Frehen : Citation Profile


Are you Rik G. P. Frehen?

Universiteit van Tilburg
Universiteit van Tilburg

5

H index

3

i10 index

109

Citations

RESEARCH PRODUCTION:

5

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 8
   Journals where Rik G. P. Frehen has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 2 (1.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr182
   Updated: 2022-11-19    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 (5)

Broeders, Dirk (5)

HU, YANG (4)

Oxley, Les (4)

OOSTERLINCK, Kim (3)

Ravazzolo, Francesco (3)

Brière, Marie (3)

Guidolin, Massimo (3)

Szafarz, Ariane (3)

Yang, Xiye (2)

Bouvatier, Vincent (2)

Cites to:

Shleifer, Andrei (17)

French, Kenneth (13)

Fama, Eugene (13)

Gennaioli, Nicola (11)

Bollerslev, Tim (9)

Diebold, Francis (8)

Bordalo, Pedro (8)

Andersen, Torben (8)

Nagel, Stefan (6)

Imbs, Jean (5)

Favara, Giovanni (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 (2022 and 2021)


YearTitle of citing document
2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2021Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660.

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2021Competition for Attention in the ETF Space. (2021). Ben-David, Itzhak ; Moussawi, Rabih ; Kim, Byungwook ; Franzoni, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15762.

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2021Have scale effects on cost margins of pension fund investment portfolios disappeared?. (2021). Meringa, Jeroen ; Bikker, Jacob. In: Working Papers. RePEc:dnb:dnbwpp:710.

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2021Pension Funds and Drivers of Heterogeneous Investment Strategies. (2021). Jansen, Kristy ; Broeders, Dirk. In: Working Papers. RePEc:dnb:dnbwpp:712.

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2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

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2022Climate change, risk factors and stock returns: A review of the literature. (2022). Venturini, Alessio. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002568.

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2022A closed-form mean–variance–skewness portfolio strategy. (2022). Chen, Jingnan ; Zhen, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001957.

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2021An alternative behavioral explanation for the MAX effect. (2021). Mohrschladt, Hannes ; Baars, Maren. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:868-886.

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2021Time-varying state variable risk premia in the ICAPM. (2021). Karehnke, Paul ; Boons, Martijn ; Barroso, Pedro. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:428-451.

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2021Lucky factors. (2021). Harvey, Campbell R ; Liu, Yan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:413-435.

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2022Default risk, macroeconomic conditions, and the market skewness risk premium. (2022). Gao, Ning ; Chevapatrakul, Thanaset ; Li, Xiafei ; Xu, Zhongxiang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000869.

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2022How is the change in left-tail risk priced in China?. (2022). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002109.

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2022Salience Bias and Overwork. (2022). Müller, Daniel ; Herweg, Fabian ; Romeis, Fabio ; Muller, Daniel. In: Games. RePEc:gam:jgames:v:13:y:2022:i:1:p:15-:d:735080.

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2021Impacts of Infectious Disease Outbreaks on Firm Performance and Risk: The Forest Industries during the COVID-19 Pandemic. (2021). Tromborg, Erik ; Lien, Gudbrand ; Stordal, Stle. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:318-:d:592472.

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2021Travelers’ Bi-Attribute Decision Making on the Risky Mode Choice with Flow-Dependent Salience Theory. (2021). Ao, Xiaoyu ; Ji, Xiangfeng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:7:p:3901-:d:528120.

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2021Short-Term and Long-Term Discount Rates For Real Estate Investment Trusts. (2021). Zhao, Yanhui ; Giambona, Erasmo ; Giaccotto, Carmelo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09750-z.

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2021The ABC’s of the alternative risk premium: academic roots. (2021). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00234-0.

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2021Uncertainty, sentiments and time-varying risk premia. (2021). Berardi, Michele. In: MPRA Paper. RePEc:pra:mprapa:106922.

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2022Entrepreneurial, institutional and financial strategies for FinTech profitability. (2022). Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco ; Cuadros-Solas, Pedro J ; Carbo-Valverde, Santiago . In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00325-2.

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2022Speculative bubbles and herding in cryptocurrencies. (2022). Yagli, Ibrahim ; Haykir, Ozkan. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00383-0.

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2021Essays on macro-finance and market anomalies. (2021). Tancheva, Z. In: Other publications TiSEM. RePEc:tiu:tiutis:3cdb4eb6-0313-4a7a-81c4-21b97ce91a7b.

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2021Essays on institutional investors, portfolio choice, and asset prices. (2021). Jansen, Kristy . In: Other publications TiSEM. RePEc:tiu:tiutis:fd998408-d282-4e0f-b542-40e6154f40d2.

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2021The investment behaviour of pension funds in alternative assets: Interest rates and portfolio diversification. (2021). de Moor, Lieven ; Defau, Laurens. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1424-1434.

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2022The global latent factor and international index futures returns predictability. (2022). Lien, Donald ; Lee, Hsiuchuan ; Chang, Shulien. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:514-538.

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2021Riding the bubble or taken for a ride? Investors in the British bicycle mania. (2021). Turner, John D ; Quinn, William. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:202107.

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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.
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paper0
2008Regret aversion and annuity risk in defined contribution pension plans In: Insurance: Mathematics and Economics.
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article1
2013New evidence on the first financial bubble In: Journal of Financial Economics.
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article37
2009New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 37
paper
2021Can unpredictable risk exposure be priced? In: Journal of Financial Economics.
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article1
2021Salience theory and stock prices: Empirical evidence In: Journal of Financial Economics.
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article9
2014Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters.
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chapter6
2016Estimating Security Betas Using Prior Information Based on Firm Fundamentals In: Review of Financial Studies.
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article25
2016Estimating security betas using prior information based on firm fundamentals.(2016) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 25
paper
2010Pension Fund Performance and Costs: Small is Beautiful In: MPRA Paper.
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paper25
2009Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice In: MPRA Paper.
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paper5
2019Would Ambiguity Averse Investors Hedge Risk in Equity Markets? In: Other publications TiSEM.
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paper0

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