Moritz Heiden : Citation Profile


Are you Moritz Heiden?

Universität Augsburg

3

H index

1

i10 index

77

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   3 years (2015 - 2018). See details.
   Cites by year: 25
   Journals where Moritz Heiden has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (1.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe600
   Updated: 2024-11-08    RAS profile: 2023-11-08    
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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 Moritz Heiden.

Is cited by:

Anastasiou, Dimitris (5)

Lyócsa, Štefan (5)

Baumohl, Eduard (4)

Papadamou, Stephanos (4)

Fassas, Athanasios (4)

Kenourgios, Dimitris (4)

Dimitriou, Dimitrios (4)

Výrost, Tomáš (4)

Drakos, Konstantinos (3)

Bragoudakis, Zacharias (2)

Geraci, Andrea (2)

Cites to:

Diebold, Francis (11)

Bollerslev, Tim (10)

Andersen, Torben (10)

Gilboa, Itzhak (8)

Patton, Andrew (5)

Wurgler, Jeffrey (4)

Baker, Malcolm (4)

Lunde, Asger (4)

Hansen, Peter (4)

Bekaert, Geert (3)

Menkhoff, Lukas (3)

Main data


Where Moritz Heiden has published?


Recent works citing Moritz Heiden (2024 and 2023)


YearTitle of citing document
2024Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412.

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2023Do online searches actually measure future retail investor trades?. (2023). Piccoli, Pedro ; de Castro, Jessica. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000686.

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2024Does investor attitude toward carbon neutrality affect stock returns in China?. (2024). Wei, Kai ; Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001170.

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2023The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Halouskova, Martina ; Lyocsa, Tefan ; Haugom, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810.

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2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000294.

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2023The role of investor behavior in emerging stock markets: Evidence from Vietnam. (2023). Phan, Truc ; Vo, Xuan Vinh ; Bertrand, Philippe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:367-376.

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2023Maximum-Likelihood Estimation Using the Zig-Zag Algorithm*. (2023). Ristig, Alexander ; Okhrin, Ostap ; Hautsch, Nikolaus. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:4:p:1346-1375..

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2023Nowcasting the Greek (semi?) deposit run: Hidden uncertainty about the future currency in a Google search. (2021). Anastasiou, Dimitrios ; Drakos, Konstantinos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1133-1150.

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Works by Moritz Heiden:


YearTitleTypeCited
2018Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility In: German Economic Review.
[Full Text][Citation analysis]
article6
2018Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility In: German Economic Review.
[Full Text][Citation analysis]
article3
2015Forecasting volatility with empirical similarity and Google Trends In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article60
2018A multivariate volatility vine copula model In: Econometric Reviews.
[Full Text][Citation analysis]
article8

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