Stephan Jank : Citation Profile


Are you Stephan Jank?

Frankfurt School of Finance and Management

4

H index

4

i10 index

147

Citations

RESEARCH PRODUCTION:

2

Articles

12

Papers

RESEARCH ACTIVITY:

   5 years (2008 - 2013). See details.
   Cites by year: 29
   Journals where Stephan Jank has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 1 (0.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja285
   Updated: 2021-01-02    RAS profile: 2013-11-25    
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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 Stephan Jank.

Is cited by:

Molnár, Peter (5)

Dimpfl, Thomas (4)

Shen, Dehua (4)

Ramos, Sofia (3)

Tan, Chih Ming (3)

Kutan, Ali (3)

Bianconi, Marcelo (3)

Veiga, Helena (3)

Lu, Jing (2)

mamatzakis, emmanuel (2)

Spagnolo, Nicola (2)

Cites to:

Campbell, John (14)

Bollerslev, Tim (5)

Lettau, Martin (5)

Andersen, Torben (5)

Ludvigson, Sydney (4)

welch, ivo (4)

Diebold, Francis (4)

Roll, Richard (4)

Shiller, Robert (4)

Goyal, Amit (4)

Cochrane, John (3)

Main data


Where Stephan Jank has published?


Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)7
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank3
University of Tbingen Working Papers in Business and Economics / University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics2

Recent works citing Stephan Jank (2020 and 2019)


YearTitle of citing document
2020Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004.

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2020Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20145.

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2020Social media bots and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:753-777.

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2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28.

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2019WHAT DRIVES INVESTMENT FLOWS INTO SOCIAL TRADING PORTFOLIOS?. (2019). Walter, Andreas ; Roder, Florian. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:2:p:383-411.

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2019Money Market Funds and Unconventional Monetary Policy. (2019). Dunne, Peter ; Sorbo, Jacopo ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:7/rt/19.

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2019Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Qureshi, Zeeshan ; Khan, Habib Hussain ; Ghafoor, Abdul ; Kutan, Ali M. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896.

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2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

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2019Impact of CEO media appearance on corporate performance in social media. (2019). Yu, Guang ; Yan, Xiangbin ; Bai, Lijuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304133.

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2020When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066.

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2019Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification. (2019). Ghafoor, Abdul ; Ur, Ijaz ; Khan, Habib Hussain ; Qureshi, Fiza. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:130-150.

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2019Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests. (2019). Li, Sufang ; Yuan, DI ; Zhang, HU. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302750.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2019Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159.

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2020An encyclopedia for stock markets? Wikipedia searches and stock returns. (2020). Zimmermann, David J ; Peter, Franziska J ; Behrendt, Simon. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302076.

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2020Stock mispricing, hard-to-value stocks and the influence of internet stock message boards. (2020). Shen, Dehua ; Joseph, Nathan Lael ; Meng, Yongqiang ; Xiong, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302209.

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2019The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). Gözgör, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164.

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2019Google searches and stock market activity: Evidence from Norway. (2019). Villa, Roviel ; Molnar, Peter ; Luivjanska, Katarina ; Kim, Neri. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:208-220.

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2019What can explain the price, volatility and trading volume of Bitcoin?. (2019). Molnár, Peter ; Molnar, Peter ; Aalborg, Halvor Aarhus ; de Vries, Jon Erik. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:255-265.

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2020The impact of Baidu Index sentiment on the volatility of Chinas stock markets. (2020). Gözgör, Giray ; Lu, Zhou ; Lau, Chi-Keung Marco ; Fang, Jianchun. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305609.

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2020Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo. (2020). Wu, XI ; Yuan, Ying ; Zhang, Tonghui . In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307803.

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2020Asymmetry of retail investors’ attention and asymmetric volatility: Evidence from China. (2020). Xiong, Xiong ; Feng, XU ; Zhang, Wei ; Chen, Shuning. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319309353.

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2020Fear of the coronavirus and the stock markets. (2020). Výrost, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813.

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2020Internet search volumes of UK banks during the crisis: The role of banking structure and business model. (2020). , Ivo. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302308.

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2019Which kind of investor causes comovement?. (2019). Zhang, Yongjie ; Li, Jie ; Feng, XU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:1-15.

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2020Information spillover of bailouts. (2020). Kim, Hugh Hoikwang . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300099.

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2019Production and dissemination of corporate information in social media: A review. (2019). Luo, Yan ; Li, Yutao ; Lei, Lijun. In: Journal of Accounting Literature. RePEc:eee:joacli:v:42:y:2019:i:c:p:29-43.

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2019Does internet search interest for gold move the gold spot, stock and exchange rate markets? A study from India. (2019). Biswal, Pratap Chandra ; Jain, Anshul . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:501-507.

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2020The effect of investors’ information search behaviors on rebar market return dynamics using high frequency data. (2020). Zhang, Hongwei ; Tang, Jing ; Huang, Jianbai. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719306038.

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2019Investors’ financial attention frequency and trading activity. (2019). Lu, Jing ; Cai, Wenwu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19301684.

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2019Financial attention and the demand for information. (2019). Zouabi, Maher ; Qadan, Mahmoud. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:82:y:2019:i:c:s2214804319300874.

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2019Measuring the Liquidity Profile of Mutual Funds. (2019). Zer, Ilknur ; Scotti, Chiara ; Aramonte, Sirio. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-55.

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2019Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:30-:d:239245.

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2019Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets. (2019). Škrinjarić, Tihana. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:59-:d:275379.

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2020Investor Attention from Internet Search Volume and Underreaction to Earnings Announcements in Korea. (2020). Han, Jaehee ; Kim, Ryumi ; Chae, Joon. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9358-:d:443168.

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2020Measuring the Liquidity Profile of Mutual Funds. (2020). Scotti, Chiara ; Aramonte, Sirio ; Zer, Ilknur. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:4:a:4.

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2019How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach. (2019). Dimpfl, Thomas ; Langen, Tobias . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9840-7.

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2019Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

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2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios ; Papadamou, Stephanos. In: MPRA Paper. RePEc:pra:mprapa:100020.

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2019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: MPRA Paper. RePEc:pra:mprapa:95992.

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2019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: Applied Econometrics. RePEc:ris:apltrx:0372.

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2020.

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2020Disentangling the relationship between Bitcoin and market attention measures. (2020). Patacca, Marco ; Figa-Talamanca, Gianna. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00133-x.

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2019Liquidity in the German Stock Market. (2019). Theissen, Erik ; Zimmermann, Lukas ; Westheide, Christian ; Scharnowski, Stefan ; Johann, Thomas. In: Schmalenbach Business Review. RePEc:spr:schmbr:v:71:y:2019:i:4:d:10.1007_s41464-019-00079-6.

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2019Liquidity in the German stock market. (2019). Theissen, Erik ; Zimmermann, Lukas ; Westheide, Christian ; Scharnowski, Stefan ; Johann, Thomas . In: CFR Working Papers. RePEc:zbw:cfrwps:1902.

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2020Fear of the coronavirus and the stock markets. (2020). Molnár, Peter ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: EconStor Preprints. RePEc:zbw:esprep:219336.

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2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

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2019Impact of CEO media appearance on corporate performance in social media. (2019). Yu, Guang ; Yan, Xiangbin ; Bai, Lijuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304133.

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2020When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066.

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2019Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests. (2019). Li, Sufang ; Yuan, DI ; Zhang, HU. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302750.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2019Google searches and stock market activity: Evidence from Norway. (2019). Villa, Roviel ; Molnar, Peter ; Luivjanska, Katarina ; Kim, Neri. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:208-220.

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2020Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo. (2020). Wu, XI ; Yuan, Ying ; Zhang, Tonghui . In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307803.

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2019Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180.

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2019Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212.

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2020The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

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2019Does internet search interest for gold move the gold spot, stock and exchange rate markets? A study from India. (2019). Biswal, Pratap Chandra ; Jain, Anshul . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:501-507.

Full description at Econpapers || Download paper

2020The effect of investors’ information search behaviors on rebar market return dynamics using high frequency data. (2020). Zhang, Hongwei ; Tang, Jing ; Huang, Jianbai. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719306038.

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2019Investors’ financial attention frequency and trading activity. (2019). Lu, Jing ; Cai, Wenwu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19301684.

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2019Financial attention and the demand for information. (2019). Zouabi, Maher ; Qadan, Mahmoud. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:82:y:2019:i:c:s2214804319300874.

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Works by Stephan Jank:


YearTitleTypeCited
2012Mutual fund flows, expected returns, and the real economy In: Journal of Banking & Finance.
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article21
2011Mutual fund flows, expected returns, and the real economy.(2011) In: CFR Working Papers.
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This paper has another version. Agregated cites: 21
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2013Purchase and redemption decisions of mutual fund investors and the role of fund families In: The European Journal of Finance.
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article10
2010Purchase and redemption decisions of mutual fund investors and the role of fund families.(2010) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has another version. Agregated cites: 10
paper
2010Purchase and redemption decisions of mutual fund investors and the role of fund families.(2010) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2008Sturm und Drang in money market funds: when money market funds cease to be narrow In: Discussion Paper Series 2: Banking and Financial Studies.
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paper12
2010Sturm und Drang in money market funds: When money market funds cease to be narrow.(2010) In: CFR Working Papers.
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This paper has another version. Agregated cites: 12
paper
2010Are there disadvantaged clienteles in mutual funds? In: Discussion Paper Series 2: Banking and Financial Studies.
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paper1
2011Are there disadvantaged clienteles in mutual funds?.(2011) In: CFR Working Papers.
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This paper has another version. Agregated cites: 1
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2010Creative destruction and asset prices In: CFR Working Papers.
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paper2
2013Creative destruction and asset prices.(2013) In: University of Tübingen Working Papers in Business and Economics.
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This paper has another version. Agregated cites: 2
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2011Can internet search queries help to predict stock market volatility? In: CFR Working Papers.
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paper101
2011Can Internet search queries help to predict stock market volatility?.(2011) In: University of Tübingen Working Papers in Business and Economics.
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This paper has another version. Agregated cites: 101
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2012Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability In: CFR Working Papers.
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