Daniel Mantilla Garcia : Citation Profile

Universidad de los Andes (Colombia)

1

H index

1

i10 index

29

Citations

RESEARCH PRODUCTION:

5

Articles

2

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 3
   Journals where Daniel Mantilla Garcia has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (3.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2887
   Updated: 2025-03-15    RAS profile: 2022-07-01    
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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 Daniel Mantilla Garcia.

Is cited by:

GUPTA, RANGAN (2)

Demirer, Riza (2)

Jondeau, Eric (2)

Wong, Wing-Keung (2)

Cooper, Ilan (1)

Ftiti, Zied (1)

Tantisantiwong, Nongnuch (1)

Brooks, Chris (1)

Eriksen, Jonas Nygaard (1)

Arreola Hernandez, Jose (1)

Pizzutilo, Fabio (1)

Cites to:

Campbell, John (7)

Stambaugh, Robert (6)

French, Kenneth (5)

Brunnermeier, Markus (4)

Ang, Andrew (4)

Timmermann, Allan (4)

Goyal, Amit (4)

Gollier, Christian (4)

Lettau, Martin (4)

Parker, Jonathan (4)

Hodrick, Robert (3)

Main data

Production by document typepaperarticle2013201420152016201720182019202020212022024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201320142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201320142015201620172018201920202021202220232024202502.557.510Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20132014201520162017201820192020202120220102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 1Most cited documents1230102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250300.511.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Daniel Mantilla Garcia has published?

Recent works citing Daniel Mantilla Garcia (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Factor momentum in the Chinese stock market. (2024). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251.

Full description at Econpapers || Download paper

2024Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257.

Full description at Econpapers || Download paper

Works by Daniel Mantilla Garcia:

Year  ↓Title  ↓Type  ↓Cited  ↓
2013A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper28
2014A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns.(2014) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2022Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2017Predicting stock returns in the presence of uncertain structural changes and sample noise In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2014Dynamic allocation strategies for absolute and relative loss control In: Algorithmic Finance.
[Citation analysis]		article0
2014Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? In: Proceedings of International Academic Conferences.
[Full Text][Citation analysis]		paper0
2021ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team