Rik G. P. Frehen : Citation Profile


Are you Rik G. P. Frehen?

Universiteit van Tilburg
Universiteit van Tilburg

3

H index

2

i10 index

47

Citations

RESEARCH PRODUCTION:

1

Articles

3

Papers

RESEARCH ACTIVITY:

   2 years (2008 - 2010). See details.
   Cites by year: 23
   Journals where Rik G. P. Frehen has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr182
   Updated: 2019-11-16    RAS profile: 2010-07-02    
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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:

Broeders, Dirk (5)

Oxley, Les (4)

Brière, Marie (3)

Szafarz, Ariane (3)

OOSTERLINCK, Kim (3)

Condorelli, Stefano (2)

Jagannathan, Ravi (2)

Bikker, Jacob (2)

Grossman, Richard (2)

Yang, Xiye (2)

Bouvatier, Vincent (2)

Cites to:

French, Kenneth (6)

Fama, Eugene (6)

Bollerslev, Tim (5)

Diebold, Francis (4)

Andersen, Torben (4)

Shanken, Jay (3)

Voth, Hans-Joachim (3)

Harvey, Campbell (3)

Zhang, Lu (2)

Nagel, Stefan (2)

Piazzesi, Monika (2)

Main data


Where Rik G. P. Frehen has published?


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

Recent works citing Rik G. P. Frehen (2018 and 2017)


YearTitle of citing document
2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2017Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929. (2017). Grossman, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12121.

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2019Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929. (2019). Turner, John ; Grossman, Richard ; Campbell, Gareth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13717.

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2017Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco . In: DNB Working Papers. RePEc:dnb:dnbwpp:561.

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2018Benchmark selection and performance. (2018). de Haan, Leo ; Broeders, Dirk. In: DNB Working Papers. RePEc:dnb:dnbwpp:603.

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2018Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?. (2018). Oxley, Les ; Hu, Yang. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:131-134.

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2019Bubbles for Fama. (2019). Greenwood, Robin ; You, Yang ; Shleifer, Andrei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:20-43.

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2019Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2019). Broeders, Dirk ; Rijsbergen, David R ; van Oord, Arco . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:299-312.

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2018Blockchain-Based ICOs: Pure Hype or the Dawn of a New Era of Startup Financing?. (2018). Ante, Lennart ; Fiedler, Ingo ; Sandner, Philipp. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:80-:d:184453.

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2018Corruption, governance, and public pension funds. (2018). Zhang, Hongxian ; Hao, Maggie ; Guo, Liang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:4:d:10.1007_s11156-017-0691-4.

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2018Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets. (2018). Condorelli, Stefano. In: MPRA Paper. RePEc:pra:mprapa:89888.

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2017Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). Yang, Xiye ; Liao, Yuan. In: Departmental Working Papers. RePEc:rut:rutres:201711.

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2017Exuberance in Historical Stock Prices during the Mississippi and South Seas Bubble Episodes. (2017). Oxley, Les ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:17/08.

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2017Exuberance in British Share Prices during the Railway Mania of the 1840s: Evidence from the Phillips, Shi and Yu Test. (2017). Oxley, Les ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:17/09.

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2017Do 18th Century Bubbles Survive the Scrutiny of 21st Century Time Series Econometrics?. (2017). Oxley, Les ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:17/19.

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2017Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929. (2017). Grossman, Richard. In: Wesleyan Economics Working Papers. RePEc:wes:weswpa:2017-004.

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2019Before the Cult of Equity:New Monthly Indices of the British Share Market, 1829-1929. (2019). Turner, John D ; Grossman, Richard S ; Campbell, Gareth. In: Wesleyan Economics Working Papers. RePEc:wes:weswpa:2019-003.

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2017The development of English company law before 1900. (2017). Turner, John. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:201701.

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2019Before the cult of equity: New monthly indices of the British share market, 1829-1929. (2019). Turner, John D ; Grossman, Richard S ; Campbell, Gareth. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:201901.

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Works by Rik G. P. Frehen:


YearTitleTypeCited
2008Regret aversion and annuity risk in defined contribution pension plans In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article0
2009New Evidence on the First Financial Bubble In: NBER Working Papers.
[Full Text][Citation analysis]
paper24
2010Pension Fund Performance and Costs: Small is Beautiful In: MPRA Paper.
[Full Text][Citation analysis]
paper18
2009Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice In: MPRA Paper.
[Full Text][Citation analysis]
paper5

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