Valentina Galvani : Citation Profile


Are you Valentina Galvani?

University of Alberta

4

H index

1

i10 index

38

Citations

RESEARCH PRODUCTION:

10

Articles

8

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 3
   Journals where Valentina Galvani has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 7 (15.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga325
   Updated: 2020-10-17    RAS profile: 2019-07-05    
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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:

Ramos-Real, Francisco (2)

Kim, Hyunsok (2)

Plourde, Andre (2)

Puch, Luis (2)

cerrato, mario (2)

MacDonald, Ronald (2)

Marrero, Gustavo (2)

Agyei-Ampomah, Sam (2)

Hantzsche, Arno (1)

Balli, Faruk (1)

Jain, Rajeev (1)

Cites to:

Nijman, Theo (14)

Bekaert, Geert (12)

Campbell, John (12)

Jarrow, Robert (10)

Landon, Stuart (9)

French, Kenneth (9)

Cochrane, John (8)

Fama, Eugene (7)

Titman, Sheridan (6)

Veld, Chris (6)

Stein, Jeremy (5)

Main data


Where Valentina Galvani has published?


Journals with more than one article published# docs
Finance Research Letters2
Journal of Mathematical Economics2

Recent works citing Valentina Galvani (2020 and 2019)


YearTitle of citing document
2019Pure momentum is priced. (2019). Welch, Robert ; Wang, Yan ; Lazrak, Skander ; Chen, Lemeng. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:75-89.

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2019Are alternative energies a real alternative for investors?. (2019). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:535-545.

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2020Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846.

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2020Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach. (2020). Wiethe, Christian ; Trankler, Timm ; Toppel, Jannick ; Baltuttis, Dennik. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305131.

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2020Cyberattacks and impact on bond valuation. (2020). Wang, Heng ; Simkins, Betty J ; Iyer, Subramanian R. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302934.

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2019What is a better cross-hedge for energy: Equities or other commodities?. (2019). Olson, Eric ; Wohar, Mark E ; Vivian, Andrew. In: Global Finance Journal. RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317302259.

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2020MOMENTUM MARKET STATES AND CAPITAL STRUCTURE ADJUSTMENT SPEED. (2020). Yang, Che-Ming ; Chen, An-Sing. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:14:y:2020:i:2:p:37-49.

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2019Semi-nonparametric approximation and index options. (2019). Tian, Weidong ; Jiang, Julia. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:4:d:10.1007_s10436-018-0341-4.

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2020The role of financial investors in determining the commodity futures risk premium. (2020). Isleimeyyeh, Mohammad. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1375-1397.

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Works by Valentina Galvani:


YearTitleTypeCited
2010Portfolio diversification in energy markets In: Energy Economics.
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article15
2009Portfolio Diversification in Energy Markets.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 15
paper
2013Mean–variance dominant trading strategies In: Finance Research Letters.
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article0
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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article2
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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article2
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
2018The Value Premium During Flights In: Working Papers.
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paper0

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