Alexander Philipov : Citation Profile


Are you Alexander Philipov?

George Mason University

5

H index

5

i10 index

285

Citations

RESEARCH PRODUCTION:

5

Articles

RESEARCH ACTIVITY:

   4 years (2005 - 2009). See details.
   Cites by year: 71
   Journals where Alexander Philipov has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 1 (0.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pph63
   Updated: 2021-04-17    RAS profile: 2009-11-10    
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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 Alexander Philipov.

Is cited by:

Guidolin, Massimo (10)

Asai, Manabu (10)

Ravazzolo, Francesco (10)

Bianchi, Daniele (7)

Omori, Yasuhiro (6)

Casarin, Roberto (5)

McAleer, Michael (5)

Christoffersen, Peter (5)

Diebold, Francis (4)

Sartore, Domenico (4)

Schmeling, Maik (4)

Cites to:

Fama, Eugene (5)

Hilscher, Jens (4)

Campbell, John (4)

French, Kenneth (3)

Amihud, Yakov (2)

merton, robert (2)

Carhart, Mark (2)

Grinblatt, Mark (1)

Yan, Hong (1)

yan, hong (1)

Brennan, Michael (1)

Main data


Where Alexander Philipov has published?


Recent works citing Alexander Philipov (2021 and 2020)


YearTitle of citing document
2020Venture capital certification and customer response: Evidence from P2P lending platforms. (2020). Li, Emma ; Xiang, Hongyu ; Wang, Zhengwei ; Liao, LI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919300884.

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2020Does operating risk affect portfolio risk? Evidence from insurers securities holding. (2020). Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300237.

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2020Board monitoring, director connections, and credit quality?. (2020). Sandvik, Jason. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s092911992030170x.

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2020Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302133.

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2020Stochastic dominance tests. (2020). Tsionas, Mike G ; Topaloglou, Nikolas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300191.

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2020Credit risk – Return puzzle: Evidence from India. (2020). Bhandari, Anup Kumar ; Nedumparambil, Elizabeth. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:195-206.

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2020Disagreement with procyclical beliefs and asset pricing. (2020). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302621.

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2020Is there valuable private information in credit ratings?. (2020). Alanis, Emmanuel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301832.

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2021Multivariate stochastic volatility using the HESSIAN method. (2021). Pelletier, Denis ; Miller, Shirley ; McCAUSLAND, William. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:76-94.

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2020Profitability of momentum strategies in Latin America. (2020). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301460.

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2020Raising short-term debt for long-term investment and stock price crash risk: Evidence from China. (2020). Yao, Shouyu ; Wang, Chunfeng ; Fang, Zhenming ; Chiao, Chaoshin ; Cheng, Feiyang. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300972.

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2021An explanation for momentum with a rational model under symmetric information – Evidence from cross country equity markets. (2021). Proelss, Juliane ; Koziol, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301426.

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2020Performance of default-risk measures: the sample matters. (2020). Muga, Luis ; Sanchez, Santiago ; Gonzalez-Urteaga, Ana ; Abinzano, Isabel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302211.

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2020Does news affect disagreement in global markets?. (2020). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:174-183.

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2021How do investors value corporate social responsibility? Market valuation and the firm specific contexts. (2021). Chang, Young Kyun ; Kleffner, Anne ; Oh, Won-Yong ; Lu, Hao. In: Journal of Business Research. RePEc:eee:jbrese:v:125:y:2021:i:c:p:14-25.

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2020Sovereign credit risk and global equity fund returns in emerging markets. (2020). Savvides, Andreas ; Lambertides, Neophytos ; Andreou, Christoforos K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301741.

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2020Aggregate profit instability and time variations in momentum returns: Evidence from China. (2020). Wei, YA ; Yin, Libo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303683.

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2020Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?. (2020). Czapkiewicz, Anna ; Maydybura, Alina ; Karathanasopoulos, Andreas ; Zaremba, Adam ; Bagheri, Noushin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x17305899.

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2020Which is the better fourth factor in China? Reversal or turnover?. (2020). Zhang, Joyce ; Lin, Kun-Ben ; Huang, Jing-Bo ; Chen, Shu-Heng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030113x.

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2020Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). Zhang, Lin ; Zhao, Tiao ; Hu, Yingyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:74-89.

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2020The Impact of Institutional Shareholdings on Price Limits. (2020). Ni, Yensen ; Huang, Paoyu ; Wu, Manhwa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09296-y.

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2020Optimal Resource Allocation in the Brain and the Capital Asset Pricing Model. (2020). Austin, Murphy ; Hammad, Siddiqi. In: MPRA Paper. RePEc:pra:mprapa:102705.

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2020Can Firm Characteristics diminish CEO Optimism effect: the U.S. Securities Market Evidence. (2020). Tang, Chia-Hsien ; Lu, Tsung-Hsien ; Lee, Yen-Hsien. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:10:y:2020:i:4:f:10_4_11.

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2020Factor exposure variation and mutual fund performance. (2020). Weigert, Florian ; Fischer, Sebastian ; Ammann, Manuel. In: CFR Working Papers. RePEc:zbw:cfrwps:2006.

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Works by Alexander Philipov:


YearTitleTypeCited
2006Multivariate Stochastic Volatility via Wishart Processes In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article50
2007Momentum and Credit Rating In: Journal of Finance.
[Full Text][Citation analysis]
article99
2005Bayesian Analysis of Stochastic Betas In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article52
2009Credit ratings and the cross-section of stock returns In: Journal of Financial Markets.
[Full Text][Citation analysis]
article49
2009Dispersion in analysts earnings forecasts and credit rating In: Journal of Financial Economics.
[Full Text][Citation analysis]
article35

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