Sofia B Ramos : Citation Profile


Are you Sofia B Ramos?

ESSEC Business School

9

H index

8

i10 index

311

Citations

RESEARCH PRODUCTION:

20

Articles

12

Papers

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 22
   Journals where Sofia B Ramos has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 13 (4.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra296
   Updated: 2020-08-01    RAS profile: 2020-04-08    
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Relations with other researchers


Works with:

Veiga, Helena (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sofia B Ramos.

Is cited by:

Salisu, Afees (6)

Stambaugh, Robert (4)

Isah, Kazeem (4)

Ratti, Ronald (4)

Drut, Bastien (4)

Vacha, Lukas (3)

Basher, Syed (3)

Kaniel, Ron (3)

Van Nieuwerburgh, Stijn (3)

Guidolin, Massimo (3)

Haug, Alfred (3)

Cites to:

Shleifer, Andrei (19)

Hamilton, James (14)

Harvey, Campbell (13)

Pérez de Gracia, Fernando (13)

Gómez Biscarri, Javier (12)

Edwards, Sebastian (12)

Bekaert, Geert (12)

Lopez-de-Silanes, Florencio (10)

La Porta, Rafael (10)

Vishny, Robert (8)

Gennaioli, Nicola (7)

Main data


Where Sofia B Ramos has published?


Journals with more than one article published# docs
Economic Modelling3
Energy Economics3
The European Journal of Finance2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística6
FAME Research Paper Series / International Center for Financial Asset Management and Engineering4

Recent works citing Sofia B Ramos (2020 and 2019)


YearTitle of citing document
2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2020Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis. (). Linardi, Fernando M. In: Working Papers Series. RePEc:bcb:wpaper:517.

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2019Households investments in foreign mutual funds made transparent. (2019). Santioni, Raffaele ; Coletta, Massimo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_533_19.

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2019The payback of mutual fund selectivity in European markets. (2019). Doukas, John A ; Dong, Feng. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:160-180.

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2019WHAT DRIVES INVESTMENT FLOWS INTO SOCIAL TRADING PORTFOLIOS?. (2019). Walter, Andreas ; Roder, Florian. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:2:p:383-411.

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2018Efficiently Inefficient Markets for Assets and Asset Management. (2018). Garleanu, Nicolae Bogdan ; Pedersen, Lasse Heje. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12664.

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2018Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019.

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2020Simulating fire sales in a system of banks and asset managers. (2020). Żochowski, Dawid ; Calimani, Susanna ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20202373.

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2019Portfolio Diversification and Oil Price Shocks: A Sector Wide Analysis. (2019). Khan, Aftab Parvez ; Azmi, Wajahat ; Ali, Mohsin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-28.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2019Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Qureshi, Zeeshan ; Khan, Habib Hussain ; Ghafoor, Abdul ; Kutan, Ali M. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896.

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2018Do macroeconomic conditions and oil prices influence corporate risk-taking?. (2018). Gupta, Kartick ; Krishnamurti, Chandrasekhar. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:65-86.

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2018Price competition in the mutual fund industry. (2018). Parida, Sitikantha ; Tang, Zhenyang. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:29-39.

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2018Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Vosgha, Hamed ; Fenech, Jean-Pierre. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:81-91.

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2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2019Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification. (2019). Ghafoor, Abdul ; Ur, Ijaz ; Khan, Habib Hussain ; Qureshi, Fiza. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:130-150.

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2020Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability. (2020). Lin, Yi-Bing ; Sun, Edward W ; Chen, Yi-Ting. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:3:p:687-705.

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2018Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63.

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2018Technology-investing countries and stock return predictability. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:159-179.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134.

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2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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2019Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures. (2019). Wenli, Guo ; Wei, LU ; Sun, Xiaolei ; Zhu, Xiaoqian. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:452-460.

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2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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2019Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables. (2019). Kemp, Alexander ; Liu, Jingzhen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:672-686.

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2019Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930283x.

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2020Multi-dimensional interactions in the oilfield market: A jackknife model averaging approach of spatial productivity analysis. (2020). Gong, Binlei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988317302992.

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2018Investigating dependencies among oil price and tanker market variables by copula-based multivariate models. (2018). Zhang, YI. In: Energy. RePEc:eee:energy:v:161:y:2018:i:c:p:435-446.

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2020Market reforms and determinants of import natural gas prices in China. (2020). Zhang, Dayong ; Shi, Xunpeng ; Ji, Qiang ; Wang, Tiantian. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302127.

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2018An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:23-34.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018Do aggregate analyst recommendations predict market returns in international markets?. (2018). Marks, Joseph ; Yezegel, Ari. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:234-254.

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2019Market sentiment and firm investment decision-making. (2019). Uddin, Moshfique ; Lu, Qinye ; Adomako, Samuel ; Amankwah-Amoah, Joseph ; Lartey, Theophilus ; Danso, Albert. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s105752191830766x.

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2018A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

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2018Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets. (2018). Wing, Tom Pak ; Ho, Edmund ; Wan, Angela Kin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:231-247.

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2018Trading efficiency of fund families: Impact on fund performance and investment behavior. (2018). Cici, Gjergji ; Kempf, Alexander ; Dahm, Laura K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:1-14.

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2018Size does not matter: Diseconomies of scale in the mutual fund industry revisited. (2018). Rau, Raghavendra ; Pukthuanthong, Kuntara ; Phillips, Blake. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:357-365.

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2018Is food financialized? Yes, but only when liquidity is abundant. (2018). Oran, Adil ; Soytas, Ugur ; Ordu, Beyza Mina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

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2018A strategic fund family business decision: The pension fund liquidation. (2018). Alda, Mercedes. In: Journal of Business Research. RePEc:eee:jbrese:v:91:y:2018:i:c:p:248-265.

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2018Network centrality and delegated investment performance. (2018). Tonks, Ian ; Blake, David ; Wermers, Russ ; Timmermann, Allan ; Rossi, Alberto G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:183-206.

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2018Informative fund size, managerial skill, and investor rationality. (2018). Zhu, Min. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:114-134.

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2020Is the active fund management industry concentrated enough?. (2020). Xu, Jingrui ; Saxena, Konark ; Feldman, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:23-43.

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2019Early 60s is not old enough: Evidence from twenty-one countries’ equity fund markets. (2019). Kim, Young-Min ; Lee, Bong-Soo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:62-74.

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2019Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. (2019). Mishra, Shekhar ; Meo, Muhammad Saeed ; Sharif, Arshian ; Rehman, Syed Abdul ; Khuntia, Sashikanta. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:292-304.

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2020The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

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2018Oil and energy sector stock markets: An analysis of implied volatility indexes. (2018). Dutta, Anupam. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:44:y:2018:i:c:p:61-68.

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2018Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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2019Robust multivariate and functional archetypal analysis with application to financial time series analysis. (2019). Epifanio, Irene ; Moliner, Jesus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:195-208.

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2018Impact of sponsorship on fixed-income fund performance. (2018). Ayadi, Mohamed A ; Mohebshahedin, Mahmood ; Kryzanowski, Lawrence. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:121-137.

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2019Do European renewable energy mutual funds foster the transition to a low-carbon economy?. (2019). Marti-Ballester, Carmen-Pilar. In: Renewable Energy. RePEc:eee:renene:v:143:y:2019:i:c:p:1299-1309.

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2018Mutual fund performance attribution and market timing using portfolio holdings. (2018). Andreu, Laura ; Sarto, Jose Luis ; Matallin-Saez, Juan Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:353-370.

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2019Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?. (2019). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:50-70.

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2019A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

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2020Financial crisis, bank diversification, and financial stability: OECD countries. (2020). Kim, Hakkon ; Ryu, Doojin ; Batten, Jonathan A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:94-104.

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2018Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

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2020The impact of co-jumps in the oil sector. (2020). Mauad, Roberto ; Laurini, Márcio ; Lucena, Fernando Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301758.

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2019Determinants of the Long-Term Correlation between Crude Oil and Stock Markets. (2019). Yang, Lu ; Hamori, Shigeyuki ; Ho, Kung-Cheng. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:21:p:4123-:d:281377.

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2020Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management. (2020). Yang, Lu ; Hamori, Shigeyuki ; Tian, Shuairu ; Cai, Xiaojing. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:2:p:294-:d:306122.

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2020Do Oil and Gas Risk Factors Matter in the Malaysian Oil and Gas Industry? A Fama-MacBeth Two Stage Panel Regression Approach. (2020). Low, Soo Wah ; Shah, Mohd Azlan ; Hoque, Mohmmad Enamul. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1154-:d:328131.

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2018Are These Shocks for Real? Sensitivity Analysis of the Significance of the Wavelet Response to Some CKLS Processes. (2018). Kokabisaghi, Somayeh ; Dorsman, Andre B ; van Meulder, Katrien ; Pauwels, Eric J. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:76-:d:167325.

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2019Open-End Funds for Sustainable Economic Growth in China: The Relationship between Load Fees, Performance, and Flows. (2019). Xie, Ting ; Qiao, Haishu ; Xiao, Yaping. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6514-:d:288501.

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2020Does the Asset Allocation Policy Affect the Performance of Climate-Themed Funds? Empirical Evidence from the Scandinavian Mutual Funds Market. (2020). Ilczuk, Daria ; Mosionek-Schweda, Magdalena ; Dopieraa, Ukasz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:654-:d:309344.

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2020Financial Performance of SDG Mutual Funds Focused on Biotechnology and Healthcare Sectors. (2020). Marti-Ballester, Carmen-Pilar. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2032-:d:329366.

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2018A Review of Norges Banks Active Management of the Government Pension Fund Global. (2018). Ødegaard, Bernt ; Dahlquist, Magnus. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2018_001.

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2020THE DISPOSITION EFFECT AMONG MUTUAL FUND PARTICIPANTS: A RE-EXAMINATION. (2020). Mendes, Victor ; Silva, Paulo ; Abreu, Margarida. In: Working Papers REM. RePEc:ise:remwps:wp01262020.

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2019Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK. (2019). Sousa, Ricardo. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9696-2.

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2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

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2019Oil Prices and GCC Stock Markets: New Evidence from Vector Smooth Transition Models. (2019). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2697.

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2019Market-timing performance of mutual fund investors in Emerging Markets. (2019). Cagnazzo, Alberto. In: Working Papers CASMEF. RePEc:lui:casmef:1901.

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2018Contribution of the Investment Funds Industry to Development Performances of the Republic of Serbia. (2018). Lekovic, Miljan ; Gnjatovic, Dragana . In: Economic Alternatives. RePEc:nwe:eajour:y:2018:i:2:p:197-212.

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2018The impact of international factors on Spanish company returns: a quantile regression approach. (2018). Jareño, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0027-7.

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2019Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: MPRA Paper. RePEc:pra:mprapa:96270.

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2018Factors and Sectors in Asset Allocation: Stronger Together?. (2018). Szafarz, Ariane ; Briere, Marie. In: Working Papers CEB. RePEc:sol:wpaper:2013/269054.

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2018The efficiency of mutual funds. (2018). Vidal-Garcia, Javier ; Hassan, Majdi ; Boubaker, Sabri. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-017-2429-z.

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2019Idiosyncratic risk and mutual fund performance. (2019). Manita, Riadh ; Boubaker, Sabri ; Vidal, Marta ; Vidal-Garcia, Javier. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2794-2.

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2019Multi-period portfolio selection with drawdown control. (2019). Lindstrom, Erik ; Boyd, Stephen ; Nystrup, Peter ; Madsen, Henrik. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2947-3.

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2019Optimal unions of hidden classes. (2019). Hrebik, Radek ; Jablonsky, Josef ; Kukal, Jaromir . In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:27:y:2019:i:1:d:10.1007_s10100-017-0496-5.

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2018Impact of oil prices on firm stock return: industry-wise analysis. (2018). Waheed, Rida ; Lv, Yulan ; Sarwar, Suleman ; Wei, Chen. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1296-4.

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2019Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0128-2.

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2020Explaining the intention to use social trading platforms: an empirical investigation. (2020). Reith, Riccardo ; Lis, Bettina ; Fischer, Maximilian. In: Journal of Business Economics. RePEc:spr:jbecon:v:90:y:2020:i:3:d:10.1007_s11573-019-00961-2.

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2020Forming appropriate peer groups for bank research: a cluster analysis of bank financial statements. (2020). Stowe, John ; Davidson, Travis R ; Cyree, Ken B. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:2:d:10.1007_s12197-019-09483-7.

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2020Is the flow-performance relationship really convex? - The impact of data treatment and model specification. (2020). Sebastian, Steffen ; Woltering, Rene-Ojas ; Schiller, Alexander. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:2:d:10.1007_s12197-019-09489-1.

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2018Performance and Persistence in Performance of Actively Managed Chinese Equity Funds. (2018). Zia-Ur-Rehman Rao, ; Umar, Muhammad ; Tauni, Muhammad Zubair ; Ahsan, Tanveer. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0104-5.

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2019Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Qiang, Wei ; Wu, Jy S ; Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

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2020A Multiple-Indicator Latent Growth Mixture Model to Track Courses with Low-Quality Teaching. (2020). Dias, Jose G ; Bassi, Francesca ; Guerra, Marco . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:147:y:2020:i:2:d:10.1007_s11205-019-02169-x.

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2018The impact of regulatory change on EU energy utility returns: the three liberalization packages. (2018). Tulloch, Daniel J ; Premachandra, I M ; Diaz-Rainey, Ivan. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:9:p:957-972.

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2020Country Effects, Industry Effects and the Effectiveness of International Diversification Within the GCC Region. (2020). Moosa, Imad A ; Al-Jassar, Sulaiman. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s0219091519500280.

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Works by Sofia B Ramos:


YearTitleTypeCited
2009The Size and Structure of the World Mutual Fund Industry In: European Financial Management.
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article15
2019What determines fund performance persistence? International evidence In: The Financial Review.
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article0
2015An Analysis of Industry Regimes Synchronization in the Eurozone In: Journal of Common Market Studies.
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article0
2006The Determinants of Mutual Fund Performance: A Cross-Country Study In: Swiss Finance Institute Research Paper Series.
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paper58
2013The Determinants of Mutual Fund Performance: A Cross-Country Study.(2013) In: Review of Finance.
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This paper has another version. Agregated cites: 58
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2009Risk factors in oil and gas industry returns: international evidence In: DES - Working Papers. Statistics and Econometrics. WS.
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paper48
2011Risk factors in oil and gas industry returns: International evidence.(2011) In: Energy Economics.
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This paper has another version. Agregated cites: 48
article
2010Asymmetric effects of oil price fluctuations in international stock markets In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2012Asymmetric long-run effects in the oil industry In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2013Correlations between oil and stock markets : a wavelet-based approach In: DES - Working Papers. Statistics and Econometrics. WS.
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paper33
2015Correlations between oil and stock markets: A wavelet-based approach.(2015) In: Economic Modelling.
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This paper has another version. Agregated cites: 33
article
2013Predictability of stock market activity using Google search queries In: DES - Working Papers. Statistics and Econometrics. WS.
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paper4
2015An analysis of the dynamics of efficiency of mutual funds In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2005Geographic versus industry diversification: constraints matter In: Working Paper Series.
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paper20
2006Geographic versus industry diversification: Constraints matter.(2006) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 20
article
2004Geographic Versus Industry Diversification: Contraints Matter.(2004) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 20
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2013A core–periphery framework in stock markets of the euro zone In: Economic Modelling.
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article0
2020Limited attention, salience of information and stock market activity In: Economic Modelling.
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article0
2015Clustering financial time series: New insights from an extended hidden Markov model In: European Journal of Operational Research.
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article11
2013Oil price asymmetric effects: Answering the puzzle in international stock markets In: Energy Economics.
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article23
2014Heterogeneous price dynamics in U.S. regional electricity markets In: Energy Economics.
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article3
2014Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework In: Energy.
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article6
2016Banking industry performance in the wake of the global financial crisis In: International Review of Financial Analysis.
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article7
2008Stock exchange competition in a simple model of capital market equilibrium In: Journal of Financial Markets.
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article9
2003Stock Exchange Competition in a Simple Model of Capital Market Equilibrium.(2003) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 9
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2012The flow-performance relationship around the world In: Journal of Banking & Finance.
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article55
2003Competition Between Stock Exchanges: A Survey In: FAME Research Paper Series.
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paper6
2003Geographical versus Industrial Diversification: A Mean Variance Spanning Approach In: FAME Research Paper Series.
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paper1
2014The aftermath of the subprime crisis: a clustering analysis of world banking sector In: Review of Quantitative Finance and Accounting.
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article6
2009Competition and stock market development In: The European Journal of Finance.
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article0
2017The cyclical behaviour of commodities In: The European Journal of Finance.
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article0
2011When markets fall down: are emerging markets all the same? In: International Journal of Finance & Economics.
[Citation analysis]
article6

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