Valentina Galvani : Citation Profile


Are you Valentina Galvani?

University of Alberta

4

H index

2

i10 index

52

Citations

RESEARCH PRODUCTION:

11

Articles

11

Papers

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 3
   Journals where Valentina Galvani has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 9 (14.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga325
   Updated: 2022-11-19    RAS profile: 2022-03-21    
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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 Valentina Galvani.

Is cited by:

Plourde, Andre (2)

Nguyen, Duc Khuong (2)

Agyei-Ampomah, Sam (2)

Walther, Thomas (2)

Miralles Quirós, José (2)

Kirikkaleli, Dervis (1)

Wohar, Mark (1)

Topaloglou, Nikolas (1)

Puch, Luis (1)

Balli, Faruk (1)

ben mabrouk, houda (1)

Cites to:

Nijman, Theo (15)

Campbell, John (14)

Bekaert, Geert (13)

Cochrane, John (10)

Jarrow, Robert (10)

Landon, Stuart (10)

French, Kenneth (8)

Stein, Jeremy (8)

Zhang, Lu (7)

Titman, Sheridan (7)

Veld, Chris (6)

Main data


Where Valentina Galvani has published?


Journals with more than one article published# docs
Finance Research Letters3
Journal of Mathematical Economics2

Recent works citing Valentina Galvani (2022 and 2021)


YearTitle of citing document
2022A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379.

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2022Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:1-33.

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2021Cross-commodity hedging for illiquid futures: Evidence from Chinas base metal futures market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000508.

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2021Bond return predictability: Evidence from 25 OECD countries. (2021). Sharma, Susan Sunila ; Narayan, Paresh Kumar ; Devpura, Neluka. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000202.

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2022U.S. banks’ lending, financial stability, and text-based sentiment analysis. (2022). Kouretas, Georgios P ; Aslanidis, Nektarios ; Agoraki, Maria-Eleni K. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:73-90.

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2021Investor sentiment and sovereign bonds. (2021). Li, Yulin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000371.

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2021Reversal effect and corporate bond pricing in China. (2021). Wang, Guanying ; Zhang, Heming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001712.

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2021Informed Trading and Momentum in the Corporate Bond Market*. (2021). Galvani, Valentina ; Li, Lifang. In: Review of Finance. RePEc:oup:revfin:v:25:y:2021:i:6:p:1773-1816..

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2022Portfolio optimization of financial commodities with energy futures. (2022). Kirikkaleli, Dervis ; Luo, Gong-Li ; Ahmad, Ferhana ; Wang, LU ; Umar, Muhammad. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04283-x.

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2021Momentum profits: Fundamentals or time varying unsystematic risk. (2021). ben mabrouk, houda ; Souayeh, Ismahen ; Benmabrouk, Houda. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:777-789.

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2021Relationship between investor sentiment and earnings news in high? and low?sentiment periods. (2021). Wen, Fenghua ; Ouyang, Guangda ; Tian, Meiyu ; Li, Zhuo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2748-2765.

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2022Fundamental index aligned and excess market return predictability. (2022). Ym, Samuel. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:592-614.

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Works by Valentina Galvani:


YearTitleTypeCited
2010Portfolio diversification in energy markets In: Energy Economics.
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article19
2009Portfolio Diversification in Energy Markets.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2013Mean–variance dominant trading strategies In: Finance Research Letters.
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article0
2021The value premium during flights In: Finance Research Letters.
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article0
2018The Value Premium During Flights.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2007Underlying assets for which options complete the market In: Finance Research Letters.
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article1
2018Market states, sentiment, and momentum in the corporate bond market In: Journal of Banking & Finance.
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article10
2009Option spanning with exogenous information structure In: Journal of Mathematical Economics.
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article6
2010Options and efficiency in spaces of bounded claims In: Journal of Mathematical Economics.
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article4
2009Options and Efficiency in Spaces of Bounded Claims.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2007A note on spanning with options In: Mathematical Social Sciences.
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article0
2013Spanning with futures contracts In: The Quarterly Review of Economics and Finance.
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article0
2017Firm-specific stock and bond predictability: New evidence from Canada In: International Review of Economics & Finance.
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article4
2013Riding the yield curve: a spanning analysis In: Review of Quantitative Finance and Accounting.
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article4
2011Riding the Yield Curve: A Spanning Analysis.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2009Spanning with Zero-Price Investment Assets In: Working Papers.
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paper2
2009A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds In: Working Papers.
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paper2
2018The Momentum Effect for Canadian Corporate Bonds In: Working Papers.
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paper0
2018Asymmetric Information, Predictability and Momentum in the Corporate Bond Market In: Working Papers.
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paper0
2022Outliers and Momentum in the Corporate Bond Market In: Working Papers.
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2022The Mean-Variance Core of Cryptocurrencies: When More is Not Better In: Working Papers.
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2022Country-Based Investing with Exchange Rate and Reserve Currency In: Working Papers.
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