Rik G. P. Frehen : Citation Profile


Are you Rik G. P. Frehen?

Universiteit van Tilburg
Universiteit van Tilburg

4

H index

2

i10 index

68

Citations

RESEARCH PRODUCTION:

4

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 5
   Journals where Rik G. P. Frehen has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr182
   Updated: 2021-03-27    RAS profile: 2021-03-08    
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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)

Grossman, Richard (5)

Oxley, Les (4)

OOSTERLINCK, Kim (3)

Brière, Marie (3)

Szafarz, Ariane (3)

Jagannathan, Ravi (2)

Bikker, Jacob (2)

Shleifer, Andrei (2)

Condorelli, Stefano (2)

Bouvatier, Vincent (2)

Cites to:

French, Kenneth (10)

Fama, Eugene (10)

Bollerslev, Tim (9)

Andersen, Torben (8)

Diebold, Francis (8)

Gollier, Christian (5)

Schmeidler, David (4)

Gilboa, Itzhak (4)

Ang, Andrew (4)

Harvey, Campbell (4)

Ruffino, Doriana (3)

Main data


Where Rik G. P. Frehen has published?


Journals with more than one article published# docs
Journal of Financial Economics2

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

Recent works citing Rik G. P. Frehen (2021 and 2020)


YearTitle of citing document
2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES. (2020). Ibrushi, Denada ; Cenesizoglu, Tolga. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:649-673.

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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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2020Beta and firm age. (2020). Moneta, Fabio ; Kim, Daehwan ; Chincarini, Ludwig B. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:50-74.

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2020Term structure of discount rates for firms in the insurance industry. (2020). Zhao, Yanhui ; Lin, Xiao ; Giaccotto, Carmelo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:147-158.

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2020Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

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2020Portfolio optimization in the era of digital financialization using cryptocurrencies. (2020). Wang, Zi Long ; Liu, Miao ; Ahmad, Ferhana. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s004016252031091x.

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2020State Pension Funds and Corporate Social Responsibility: Do Beneficiaries’ Political Values Influence Funds’ Investment Decisions?. (2020). Andreas, ; Schopohl, Lisa. In: Journal of Business Ethics. RePEc:kap:jbuset:v:165:y:2020:i:3:d:10.1007_s10551-018-4091-z.

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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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2020Bubbles in history. (2020). Turner, John D ; Quinn, William. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:202007.

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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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article30
2009New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
2021Can unpredictable risk exposure be priced? In: Journal of Financial Economics.
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article0
2014Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters.
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chapter1
2016Estimating Security Betas Using Prior Information Based on Firm Fundamentals In: Review of Financial Studies.
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article9
2016Estimating security betas using prior information based on firm fundamentals.(2016) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2010Pension Fund Performance and Costs: Small is Beautiful In: MPRA Paper.
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paper22
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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