Stefano Mazzotta : Citation Profile


Are you Stefano Mazzotta?

Kennesaw State University

5

H index

4

i10 index

101

Citations

RESEARCH PRODUCTION:

7

Articles

4

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 5
   Journals where Stefano Mazzotta has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 1 (0.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma665
   Updated: 2024-11-08    RAS profile: 2023-05-10    
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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:

Gaglianone, Wagner (4)

ORNELAS, JOSE (4)

Vähämaa, Sami (3)

Carriero, Andrea (2)

Tsekrekos, Andrianos (2)

Tsiaras, Leonidas (2)

Clark, Todd (2)

Marcellino, Massimiliano (2)

Haas, Markus (2)

Chalamandaris, George (2)

Mittnik, Stefan (2)

Cites to:

Bollerslev, Tim (9)

Campbell, John (9)

Diebold, Francis (8)

Shiller, Robert (7)

Andersen, Torben (6)

Harvey, Campbell (6)

Bodnar, Gordon (5)

Stulz, René (5)

Dumas, Bernard (5)

Wu, Guojun (4)

Abrigo, Michael (4)

Main data


Where Stefano Mazzotta has published?


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

Recent works citing Stefano Mazzotta (2024 and 2023)


YearTitle of citing document
2023De?risking through equity holdings: Bank and insurer behavior under capital requirements. (2021). Zhu, Min ; Zhou, Qing ; Yang, Liu. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1889-1917.

Full description at Econpapers || Download paper

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.

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2023Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953.

Full description at Econpapers || Download paper

2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2023Ekonomia narracji – pocz?tki nowego nurtu. (2023). Baszczak, Ukasz. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:1:p:66-81.

Full description at Econpapers || Download paper

Works by Stefano Mazzotta:


YearTitleTypeCited
2011The unconditional and conditional exchange rate exposure of U.S. firms In: Swiss Finance Institute Research Paper Series.
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paper0
2004The Informational Content of Over-the-Counter Currency Options In: CIRANO Working Papers.
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paper5
2004The informational content of over-the-counter currency options.(2004) In: Working Paper Series.
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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.
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paper12
2022Immigration narrative sentiment from TV news and the stock market In: Journal of Behavioral and Experimental Finance.
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article0
2016Leverage and asymmetric volatility: The firm-level evidence In: Journal of Empirical Finance.
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article11
2008How important is asymmetric covariance for the risk premium of international assets? In: Journal of Banking & Finance.
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article4
2013Unconditional and conditional exchange rate exposure In: Journal of International Money and Finance.
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article25
2021Homeownership for All: An American Narrative In: JRFM.
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article2
2005The Accuracy of Density Forecasts from Foreign Exchange Options In: Journal of Financial Econometrics.
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article41
2011An Experimental Investigation of Asset Pricing in Segmented Markets In: Southern Economic Journal.
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article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team