Stefano Mazzotta : Citation Profile

Kennesaw State University

5

H index

4

i10 index

104

Citations

RESEARCH PRODUCTION:

8

Articles

4

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 5
   Journals where Stefano Mazzotta has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 2 (1.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma665
   Updated: 2025-03-15    RAS profile: 2024-12-07    
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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 Stefano Mazzotta.

Is cited by:

ORNELAS, JOSE (4)

Gaglianone, Wagner (4)

Vähämaa, Sami (3)

Carriero, Andrea (2)

Clark, Todd (2)

Tsiaras, Leonidas (2)

Fantazzini, Dean (2)

Tsekrekos, Andrianos (2)

Mittnik, Stefan (2)

Chalamandaris, George (2)

Tsang, Andrew (2)

Cites to:

Shiller, Robert (11)

Campbell, John (9)

Bollerslev, Tim (9)

Diebold, Francis (8)

Andersen, Torben (6)

Harvey, Campbell (6)

Wurgler, Jeffrey (6)

Baker, Malcolm (6)

Love, Inessa (5)

Dumas, Bernard (5)

Bodnar, Gordon (5)

Main data

Production by document typearticlepaper2004200520062007200820092010201120122013201420152016201720182019202020212022202320240123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2004200520062007200820092010201120122013201420152016201720182019202020212022202320242025051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Stefano Mazzotta has published?

Journals with more than one article published# docs
Journal of Behavioral and Experimental Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2

Recent works citing Stefano Mazzotta (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Stock price crash risk and firms’ operating leverage. (2024). Wong, George ; Kwok, Wing Chun ; Chang, Xin. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000044.

Full description at Econpapers || Download paper

2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

Full description at Econpapers || Download paper

Works by Stefano Mazzotta:

Year  ↓Title  ↓Type  ↓Cited  ↓
2011The unconditional and conditional exchange rate exposure of U.S. firms In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2004The Informational Content of Over-the-Counter Currency Options In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper5
2004The informational content of over-the-counter currency options.(2004) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2005Foreign exchange option and returns based correlation forecasts: evaluation and two applications In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2022Immigration narrative sentiment from TV news and the stock market In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2024Immigration Narrative and Home Prices In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2016Leverage and asymmetric volatility: The firm-level evidence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article11
2008How important is asymmetric covariance for the risk premium of international assets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2013Unconditional and conditional exchange rate exposure In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article26
2021Homeownership for All: An American Narrative In: JRFM.
[Full Text][Citation analysis]		article2
2005The Accuracy of Density Forecasts from Foreign Exchange Options In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article43
2011An Experimental Investigation of Asset Pricing in Segmented Markets In: Southern Economic Journal.
[Full Text][Citation analysis]		article1

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