Sofia B Ramos : Citation Profile


Are you Sofia B Ramos?

ESSEC Business School

9

H index

8

i10 index

399

Citations

RESEARCH PRODUCTION:

21

Articles

14

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 23
   Journals where Sofia B Ramos has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 14 (3.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra296
   Updated: 2021-10-16    RAS profile: 2021-01-08    
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Relations with other researchers


Works with:

Veiga, Helena (2)

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)

Riva, Angelo (5)

Drut, Bastien (4)

Stambaugh, Robert (4)

Ratti, Ronald (4)

Szafarz, Ariane (4)

Isah, Kazeem (4)

Basher, Syed (3)

Pastor, Lubos (3)

Boubaker, Sabri (3)

Yoon, Seong-Min (3)

Cites to:

Shleifer, Andrei (19)

Harvey, Campbell (14)

Hamilton, James (14)

Bekaert, Geert (13)

Pérez de Gracia, Fernando (13)

Edwards, Sebastian (12)

Gómez Biscarri, Javier (12)

Lopez-de-Silanes, Florencio (10)

La Porta, Rafael (10)

Vishny, Robert (8)

Veiga, Helena (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 Estadística8
FAME Research Paper Series / International Center for Financial Asset Management and Engineering4

Recent works citing Sofia B Ramos (2021 and 2020)


YearTitle of citing document
2021.

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2020A 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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2020Value relevance of the components of oil and gas reserve quantity change disclosures of upstream oil and gas companies in the london stock exchange. (2020). Anighoro, Tega. In: Papers. RePEc:arx:papers:2005.14659.

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2020Time your hedge with Deep Reinforcement Learning. (2020). Mukhopadhyay, Abhishek ; Ungari, Sandrine ; Saltiel, David ; Benhamou, Eric. In: Papers. RePEc:arx:papers:2009.14136.

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2020AAMDRL: Augmented Asset Management with Deep Reinforcement Learning. (2020). Saltiel, David ; Benhamou, Eric ; Atif, Jamal ; Mukhopadhyay, Abhishek ; Ungari, Sandrine. In: Papers. RePEc:arx:papers:2010.08497.

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2020Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838.

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2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

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2021Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Pan, Franccois ; Karray-Meziou, Fatma. In: Papers. RePEc:arx:papers:2101.02110.

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2021Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks. (2021). Mulvey, John M ; Uysal, Sinem A ; Li, Xiaoyue. In: Papers. RePEc:arx:papers:2103.10813.

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2021Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting. (2021). Benhamou, Eric ; Chareyron, Franccois ; Wong, Sui Kai ; Tabachnik, Serge ; Saltiel, David. In: Papers. RePEc:arx:papers:2104.10483.

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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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2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

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2020UK investment trust portfolio strategies before the First World War. (2020). Rutterford, Janette ; Sotiropoulos, Dimitris P ; Keber, Carolyn. In: Economic History Review. RePEc:bla:ehsrev:v:73:y:2020:i:3:p:785-814.

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2021Integrated nested Laplace approximations for threshold stochastic volatility models. (2021). Rue, Havard ; Lopes, Maria Helena ; de Zea, P ; Marin, Juan Miguel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31804.

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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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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2021Two-stage stochastic program optimizing the cost of electric vehicles in commercial fleets. (2021). Jochem, Patrick ; Schucking, Maximilian. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921001823.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2020Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. (2020). Yan, Cheng ; Wang, Guipu ; Zhang, Jinhua. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:11-20.

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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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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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2021Option pricing with conditional GARCH models. (2021). Stentoft, Lars ; Escobar Anel, Marcos ; Escobar-Anel, Marcos ; Rastegari, Javad. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:350-363.

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2021National culture and socially responsible fund flows. (2021). ureche -Rangau, Loredana ; Ureche-Rangau, Loredana ; Laribi, Dorra ; Labidi, Chiraz. In: Emerging Markets Review. RePEc:eee:ememar:v:46:y:2021:i:c:s1566014120300960.

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2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

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2021What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x.

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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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2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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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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2021Asymmetric between oil prices and renewable energy consumption in the G7 countries. (2021). Cheng, Hui ; Zhang, Hongwei ; Xiyu, Chen ; Guo, Yaoqi. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221005685.

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2020Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095.

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2020Fund manager conviction and investment performance. (2020). Taffler, Richard ; Jin, Liang ; Tosun, Onur Kemal ; Eshraghi, Arman. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301940.

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2021Carbon-intensive industries in Socially Responsible mutual funds portfolios. (2021). Muoz, Fernando. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000831.

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2021Risk-taking and performance of government bond mutual funds. (2021). Wang, Xiaoqiong ; Li, Chengcheng ; Kim, Donghyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001150.

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2020How has the relationship between oil and the US stock market changed after the Covid-19 crisis?. (2020). Kurosaki, Tetsuo ; Sakurai, Yuji. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315877.

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2021Google search and stock returns: A study on BIST 100 stocks. (2021). Ekinci, Cumhur ; Bulut, Ali Eray. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319302017.

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2021Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization. (2021). Wolff, Dominik ; Taushanov, Georgi ; Bessler, Wolfgang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000627.

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2021Determinants and performance of outsourcing in the european mutual fund market. (2021). Dieu, Linh Tran ; Gajewski, Jean-Franois. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000652.

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2021Sovereign CDS and mutual funds: Global evidence. (2021). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000731.

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2021Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488.

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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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2021Audit fees, non-audit fees and access to finance: Evidence from India. (2021). Arun, Thankom ; Baboukardos, Diogenis ; Alrashidi, Rasheed. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:43:y:2021:i:c:s1061951821000227.

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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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2020Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey. (2020). Akdeniz, Cokun ; Kila, Gul Huyuguzel ; Atik, Abdurrahman Nazif. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030876x.

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2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799.

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2021Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Suleman, Muhammad Tahir ; Sharif, Arshian ; Aman, Ameenullah ; Zaighum, Isma. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

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2021Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

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2020.

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2020Ethical investments and financial performance: An international evidence. (2020). Shah, Mohamed ; Mohamad, Shamsher ; Azmi, Wajahat. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x1730570x.

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2020Managerial rents vs. shareholder value in closed-end funds: Evidence from China. (2020). Wei, Wang Chun ; Hoang, Khoa ; Hunter, David ; Humphrey, Jacquelyn E. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x2030665x.

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2020Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*. (2020). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120306377.

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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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2020Risk dependence between energy corporations: A text-based measurement approach. (2020). Zhu, Xiaoqian ; Li, Jianping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:33-46.

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2020The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:563-581.

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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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2020Behavioural analysis of socially responsible investment managers: specialists versus non-specialists. (2020). Vicente, Ruth ; Alda, Mercedes. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300647.

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2021Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective. (2021). Lin, Boqiang ; Bai, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192030965x.

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2021Multiscale stock-bond correlation: Implications for risk management. (2021). McMillan, David ; Alomari, Mohammad ; al Rababaa, Abdel Razzaq. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000568.

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2020Can economic structural change and transition explain cross-country differences in innovative activity?. (2020). Wang, Cong ; Lu, Yifan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310209.

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2020The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?. (2020). Shah, Mohd Azlan ; Low, Soo-Wah ; Hoque, Mohammad Enamul. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3901-:d:392498.

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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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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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2021Distinguish the indistinguishable: a Deep Reinforcement Learning approach for volatility targeting models. (2021). Benhamou, Eric ; Chareyron, Franois ; Wong, Sui Kai ; Tabachnik, Serge ; Saltiel, David. In: Working Papers. RePEc:hal:wpaper:hal-03202431.

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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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2020Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets. (2020). Rault, Christophe ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami ; ben Cheikh, Nidhaleddine. In: IZA Discussion Papers. RePEc:iza:izadps:dp13853.

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2020Subjective/ Behavioural Factors Influence the PSI 20 and IBEX 35. (2020). Soares, Antonio Pedro ; Nogueira, Pedro Manuel ; Costa, Stefan Abrantes. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:5:p:13-27.

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2021Performance and Market Maturity in Mutual Funds: Is Real Estate Different?. (2021). Zhao, Yuan ; Schulz, Rainer ; MacGregor, Bryan D. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09787-0.

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2020Did the banking sector foresee the financial crisis? Evidence from risk factor disclosures. (2020). Shabestari, Mehrzad Azmi ; Sarath, Bharat ; Moffitt, Kevin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:2:d:10.1007_s11156-019-00855-y.

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2020Volatility and asymmetric dependence in Central and East European stock markets. (2020). Vo, Thi Thuy Anh ; Mollah, Sabur ; Mobarek, Asma ; Joseph, Nathan Lael. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00874-0.

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2020How Global is Your Mutual Fund? International Diversification from Multinationals. (2020). Sialm, Clemens ; Ferreira, Miguel ; Matos, Pedro ; Demirci, Irem. In: NBER Working Papers. RePEc:nbr:nberwo:27648.

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2021On management risk and price in the mutual fund industry: style and performance distribution analysis. (2021). Mingo-Lopez, Diego Victor ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00072-9.

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2020Estimation of interest rates’ impact on mutual funds’ performance in the USA. (2020). Kurbatskiy, Alexey ; Kurbatskii, Aleksei ; Emelyanov, Nikita ; Voronina, Anna ; Artamonov, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0394.

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2020.

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2021When it Rains, it Pours: Multifactor Asset Management in Good and Bad Times. (2021). Szafarz, Ariane ; Briere, Marie. In: Working Papers CEB. RePEc:sol:wpaper:2013/319463.

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2021Integration and application of rough sets and data envelopment analysis for assessments of the investment trusts industry. (2021). Wang, Chung-Wei ; Kweh, Qian Long ; Lu, Wen-Min. In: Annals of Operations Research. RePEc:spr:annopr:v:296:y:2021:i:1:d:10.1007_s10479-019-03233-y.

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2021Trimmed fuzzy clustering of financial time series based on dynamic time warping. (2021). Massari, Riccardo ; Giovanni, Livia ; Durso, Pierpaolo. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03284-1.

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2021Modeling the flow of information between financial time-series by an entropy-based approach. (2021). Vellucci, P ; Mastroeni, L ; Benedetto, F. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03319-7.

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2020Is size an input in the mutual fund performance evaluation with DEA?. (2020). Ertugay, Emrah ; Tuzcu, Sevgi Eda. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:4:d:10.1007_s40822-020-00141-6.

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2021Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Yan, Kai ; Zhang, Wei ; Shen, Dehua. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y.

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2021The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries. (2021). Atik, Nazif A ; Kila, Gul Huyuguzel ; Kosedali, Begum Yurteri. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00224-y.

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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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2020Do mutual funds have consistency in their performance?. (2020). Zia-ur-Rehman Rao, ; Umar, Muhammad ; Ahsan, Tanveer ; Tauni, Muhammad Zubair. In: Portuguese Economic Journal. RePEc:spr:portec:v:19:y:2020:i:2:d:10.1007_s10258-019-00163-2.

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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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2021Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models. (2021). Farcomeni, Alessio ; Viviani, Sara ; Ranalli, Monia. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:2:d:10.1007_s11749-020-00727-x.

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2021Can machine learning help to select portfolios of mutual funds?. (2021). Gil-Bazo, Javier ; Nogales, Francisco J ; Demiguel, Victor ; de Miguel, Victor . In: Economics Working Papers. RePEc:upf:upfgen:1772.

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2021The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies. (2021). Kouretas, Georgios ; Agoraki, Mariaeleni K ; Tsamis, Anastassios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:416-429.

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2021Do determinants of fees differ between Islamic and conventional funds?. (2021). Siraj, Ibrahim ; Safa, Fasial M ; Hassan, Kabir M ; Mehri, Meryem. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3599-3623.

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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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2021Antecedents of Equity Fund Performance: A Contingency Perspective. (2021). Liu, Li Xian ; al Farooque, Omar ; Jiang, Fuming. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:24:y:2021:i:01:n:s0219091521500065.

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2020Implied cost of capital and mutual fund performance. (2020). Hendriock, Mario. In: CFR Working Papers. RePEc:zbw:cfrwps:2011.

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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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article17
2019What determines fund performance persistence? International evidence In: The Financial Review.
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article2
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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paper81
2013The Determinants of Mutual Fund Performance: A Cross-Country Study.(2013) In: Review of Finance.
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2020Quantile Consumption-Capital Asset Pricing In: DES - Working Papers. Statistics and Econometrics. WS.
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2020Valuation in the energy sector: Fundamentals or bubbles? In: DES - Working Papers. Statistics and Econometrics. WS.
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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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paper60
2011Risk factors in oil and gas industry returns: International evidence.(2011) In: Energy Economics.
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2010Asymmetric effects of oil price fluctuations in international stock markets In: DES - Working Papers. Statistics and Econometrics. WS.
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paper1
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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paper39
2015Correlations between oil and stock markets: A wavelet-based approach.(2015) In: Economic Modelling.
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article
2013Predictability of stock market activity using Google search queries In: DES - Working Papers. Statistics and Econometrics. WS.
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paper6
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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paper22
2006Geographic versus industry diversification: Constraints matter.(2006) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 22
article
2004Geographic Versus Industry Diversification: Contraints Matter.(2004) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 22
paper
2020Uncertainty avoidance and mutual funds In: Journal of Corporate Finance.
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article0
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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article2
2015Clustering financial time series: New insights from an extended hidden Markov model In: European Journal of Operational Research.
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article22
2013Oil price asymmetric effects: Answering the puzzle in international stock markets In: Energy Economics.
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article31
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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article9
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
paper
2012The flow-performance relationship around the world In: Journal of Banking & Finance.
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article65
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.
[Full Text][Citation analysis]
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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article8
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.
[Full Text][Citation analysis]
article3
2011When markets fall down: are emerging markets all the same? In: International Journal of Finance & Economics.
[Citation analysis]
article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team