Roberto Marfe : Citation Profile


Are you Roberto Marfe?

Università degli Studi di Torino (50% share)
Università degli Studi di Torino (50% share)

3

H index

1

i10 index

39

Citations

RESEARCH PRODUCTION:

8

Articles

18

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 3
   Journals where Roberto Marfe has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 11 (22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1377
   Updated: 2022-07-02    RAS profile: 2022-01-10    
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Relations with other researchers


Works with:

Colonnello, Stefano (2)

Penasse, Julien (2)

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

Is cited by:

Chernov, Mikhail (5)

Boyarchenko, Nina (5)

van Binsbergen, Jules (4)

Lettau, Martin (3)

Isoré, Marlène (2)

Backus, David (2)

Takamizawa, Hideyuki (2)

Greenwald, Daniel (2)

Avino, Davide (2)

koijen, ralph (1)

Szczerbowicz, Urszula (1)

Cites to:

Campbell, John (50)

van Binsbergen, Jules (32)

Lettau, Martin (29)

Ludvigson, Sydney (24)

koijen, ralph (23)

Epstein, Larry (23)

Shiller, Robert (20)

Duffie, Darrell (16)

Bansal, Ravi (14)

Weil, Philippe (12)

bloom, nicholas (11)

Main data


Where Roberto Marfe has published?


Journals with more than one article published# docs
Journal of Financial Economics2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto15
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Roberto Marfe (2021 and 2020)


YearTitle of citing document
2021Time Variation of the Equity Term Structure. (2021). Gormsen, Niels Joachim. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1959-1999.

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2021Reinvestment Risk and the Equity Term Structure. (2021). Gonalves, Andrei S. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2153-2197.

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2022Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

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2021Implied Equity Duration: A Measure of Pandemic Shutdown Risk. (2021). Sloan, Richard G ; Erhard, Ryan D ; Dechow, Patricia M ; Mark, And. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:1:p:243-281.

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2020Factor Investing for the Long Run. (2020). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301287.

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2021Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.

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2022Learning, slowly unfolding disasters, and asset prices. (2022). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:527-549.

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2021Climate disasters, carbon dioxide, and financial fundamentals. (2021). Gregory, Richard P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:45-58.

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2021Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2021.

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2020Risk Sharing Within and Outside the Firm: The Disparate Effects of Wrongful Discharge Laws on Expected Stock Returns. (2020). Weber, Rudiger ; Mahlstedt, Robert. In: IZA Discussion Papers. RePEc:iza:izadps:dp13941.

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2021Dissecting Macroeconomic News. (2021). Avino, Davide ; Stancu, Andrei ; Simen, Chardin Wese. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:5:p:1047-1077.

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2020Competition, cost structure, and labour leverage: Evidence from the U.S. airline industry. (2020). Wagner, Konstantin. In: IWH Discussion Papers. RePEc:zbw:iwhdps:212020.

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Works by Roberto Marfe:


YearTitleTypeCited
2017Income Insurance and the Equilibrium Term Structure of Equity In: Journal of Finance.
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article8
2015Income Insurance and the Equilibrium Term-Structure of Equity.(2015) In: Carlo Alberto Notebooks.
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This paper has another version. Agregated cites: 8
paper
2016Income Insurance and the Equilibrium Term-Structure of Equity.(2016) In: Carlo Alberto Notebooks.
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This paper has another version. Agregated cites: 8
paper
2015Survey Expectations and the Equilibrium Risk-Return Trade Off In: Carlo Alberto Notebooks.
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paper0
2015Corporate Fraction and the Equilibrium Term-Structure of Equity Risk In: Carlo Alberto Notebooks.
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paper2
2016Corporate Fraction and the Equilibrium Term Structure of Equity Risk.(2016) In: Review of Finance.
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This paper has another version. Agregated cites: 2
article
2015Disaster Recovery and the Term Structure of Dividend Strips In: Carlo Alberto Notebooks.
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paper20
2016Disaster recovery and the term structure of dividend strips?.(2016) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2016Disaster recovery and the term structure of dividend strips.(2016) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2015Labor Rigidity and the Dynamics of the Value Premium In: Carlo Alberto Notebooks.
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paper0
2016Labor Rigidity and the Dynamics of the Value Premium.(2016) In: Carlo Alberto Notebooks.
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This paper has another version. Agregated cites: 0
paper
2017Labor Rigidity and the Dynamics of the Value Premium.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 0
paper
2016Labor Rigidity, In ation Risk and Bond Returns In: Carlo Alberto Notebooks.
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paper0
2016The Time-Varying Risk of Macroeconomic Disasters In: Carlo Alberto Notebooks.
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paper3
2020Measuring Macroeconomic Tail Risk In: Carlo Alberto Notebooks.
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paper1
2020Rational Learning and the Term Structures of Value and Growth Risk Premia In: Carlo Alberto Notebooks.
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paper0
2020Pandemic Tail Risk In: Carlo Alberto Notebooks.
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paper0
2020Dynamic Equity Slope In: Carlo Alberto Notebooks.
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paper0
2020Dynamic Equity Slope.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2020Corporate Policies and the Term Structure of Risk In: Carlo Alberto Notebooks.
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paper0
2020Long-run versus short-run news and the term structure of equity In: Finance Research Letters.
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article0
2019Should investors learn about the timing of equity risk? In: Journal of Financial Economics.
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article2
2012A generalized variance gamma process for financial applications In: Quantitative Finance.
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article3
2011Multivariate L?vy processes with dependent jump intensity In: Quantitative Finance.
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article0
2021Housing Yields In: Working Papers.
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paper0
2012A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0

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