Stefano Lugo : Citation Profile


Are you Stefano Lugo?

Universiteit Utrecht

4

H index

2

i10 index

33

Citations

RESEARCH PRODUCTION:

8

Articles

2

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 3
   Journals where Stefano Lugo has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (10.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu270
   Updated: 2019-08-17    RAS profile: 2019-07-30    
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Relations with other researchers


Works with:

Bertoni, Fabio (3)

Kool, Clemens (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefano Lugo.

Is cited by:

Zaghini, Andrea (2)

Boubaker, Sabri (2)

Soto, Raimundo (2)

Murtinu, Samuele (2)

AROURI, Mohamed (1)

Mäkinen, Taneli (1)

de Mendonça, Helder (1)

Lelyveld, Iman (1)

Hassan, M. Kabir (1)

Silvestrini, Andrea (1)

Milas, Costas (1)

Cites to:

Ashcraft, Adam (6)

Longstaff, Francis (5)

Vayanos, Dimitri (5)

Schuermann, Til (4)

Weber, Martin (4)

Colla, Paolo (4)

Pagano, Marco (4)

Affinito, Massimiliano (4)

Volpin, Paolo (4)

Carbo Valverde, Santiago (3)

zhang, gaiyan (3)

Main data


Where Stefano Lugo has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Utrecht School of Economics2

Recent works citing Stefano Lugo (2019 and 2018)


YearTitle of citing document
2019A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds. (2019). Silvestrini, Andrea ; Mäkinen, Taneli ; Makinen, Taneli ; Mercatanti, Andrea ; Li, Fan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1213_19.

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2017Windfalls of emperors sojourns: Stock market reactions to Chinese firms hosting high-ranking government officials. (2017). Schuler, Douglas A ; Chen, Tao ; Hoskisson, Robert E ; Shi, Wei. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:8:p:1668-1687.

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2018Drivers of market liquidity - Regulation, monetary policy or new players?. (2018). Lelyveld, Iman ; van Lelyveld, Iman ; Brouwer, Eward ; Bonner, Clemens . In: DNB Working Papers. RePEc:dnb:dnbwpp:605.

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2019The CSPP at work - yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20192264.

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2018Sovereign wealth funds and equity pricing: Evidence from implied cost of equity of publicly traded targets. (2018). Boubaker, Sabri ; Guizani, Asma ; Grira, Jocelyn ; Boubakri, Narjess. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:202-224.

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2019The value of certification in Islamic bond offerings. (2019). Hassan, Kabir M ; Verhoeven, Peter ; How, Janice ; Halim, Zairihan Abdul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:141-161.

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2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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2017Sovereign wealth funds investment effects on target firms competitors. (2017). Boubakri, Narjess ; Grira, Jocelyn ; Cosset, Jean-Claude . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:96-112.

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2019Do investment determinants and effects vary across sovereign wealth fund categories? A firm-level analysis. (2019). Graziano, Domenico ; Mustilli, Mario ; Meles, Antonio ; Gangi, Francesco ; Varrone, Nicola. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:438-457.

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2019Informational role of rating revisions after reputational events and regulation reforms. (2019). Robles, M-Dolores ; Ferreras, Rodrigo ; Abad, Pilar. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:91-103.

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2017Sovereign pension and social security reserve funds: A portfolio analysis. (2017). Dreassi, Alberto ; Paltrinieri, Andrea ; Miani, Stefano. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:43-53.

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2017Assessing the effects of adding timberland and farmland into resource-based Sovereign Wealth Fund portfolios. (2017). Martinez-Oviedo, Raul ; Medda, Francesca. In: Journal of Economics and Business. RePEc:eee:jebusi:v:91:y:2017:i:c:p:24-40.

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2018Opportunistic behaviors of credit rating agencies and bond issuers. (2018). Park, Gitae ; Lee, Ho-Young. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:39-59.

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2018Rationality or politics? The color of black gold money. (2018). Arouri, Mohamed ; Grira, Jocelyn ; Grais, Wafik ; Boubaker, Sabri. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:62-76.

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2017Impact of size of the National Asset Funds on Economic Development: Panel Data Analysis on Select Nations. (2017). Akyol, Mehmet ; Yildiz, Bar. In: Journal of Economics Library. RePEc:ksp:journ5:v:4:y:2017:i:2:p:194-205.

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2018What if I knew you did it? An analysis of preliminary ratings’ disclosure under competition. (2018). Ronchetti, Marta Allegra. In: Discussion Papers. RePEc:not:notcfc:18/09.

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2019Non-performing loans and sovereign credit ratings. (2019). Panagiotidis, Theodore ; Milas, Costas ; Boumparis, Periklis. In: Working Paper series. RePEc:rim:rimwps:19-13.

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Works by Stefano Lugo:


YearTitleTypeCited
2013Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds In: International Finance.
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article5
2014The effect of sovereign wealth funds on the credit risk of their portfolio companies In: Journal of Corporate Finance.
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article11
2019Insider ownership and the cost of debt capital: Evidence from bank loans In: International Review of Financial Analysis.
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article0
2014Discretionary ratings and the pricing of subprime mortgage-backed securities In: Journal of Banking & Finance.
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article1
2018Detecting abnormal changes in credit default swap spreads using matching-portfolio models In: Journal of Banking & Finance.
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article0
2018Do European banks with a covered bond program issue asset-backed securities for funding? In: Journal of International Money and Finance.
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article0
2009Fondi sovrani: opportunità, minacce, speranze e illusioni In: ECONOMIA E POLITICA INDUSTRIALE.
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article0
2015Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis In: Review of Finance.
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article12
2016Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding? In: Working Papers.
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paper0
2017When central banks buy corporate bonds: : Target selection and impact of the European Corporate Sector Purchase Program In: Working Papers.
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paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team