2
H index
2
i10 index
43
Citations
KU Leuven | 2 H index 2 i10 index 43 Citations RESEARCH PRODUCTION: 3 Articles 1 Papers RESEARCH ACTIVITY: 3 years (2012 - 2015). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pli706 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniël Linders. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Insurance: Mathematics and Economics | 2 |
Year | Title of citing document |
---|---|
2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper |
2023 | Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857. Full description at Econpapers || Download paper |
2023 | Understanding the role of social media sentiment in identifying irrational herding behavior in the stock market. (2023). Yu, Yongtian ; Liu, Wei ; Chen, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:163-179. Full description at Econpapers || Download paper |
2023 | Testing of Herd Behavior In african Stock Markets During COVID-19 Pandemic. (2023). Benboubker, Mounir ; Gohou, Jude ; Es-Sanoun, Mohamed. In: Post-Print. RePEc:hal:journl:hal-04144289. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2012 | The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 21 |
2012 | On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 20 |
2015 | Stochastic modelling of herd behaviour indices In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2015 | Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team