Nikolai Roussanov : Citation Profile


Are you Nikolai Roussanov?

University of Pennsylvania (50% share)
National Bureau of Economic Research (NBER) (50% share)

9

H index

8

i10 index

812

Citations

RESEARCH PRODUCTION:

9

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 62
   Journals where Nikolai Roussanov has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 5 (0.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro355
   Updated: 2022-01-23    RAS profile: 2019-02-02    
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Relations with other researchers


Works with:

Taschereau-Dumouchel, Mathieu (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nikolai Roussanov.

Is cited by:

Sarno, Lucio (25)

Schrimpf, Andreas (15)

Friedrichsen, Jana (14)

Bekaert, Geert (13)

Sakemoto, Ryuta (12)

Schmeling, Maik (10)

Aloosh, Arash (10)

König, Tobias (10)

Mechtel, Mario (9)

Hassan, Tarek (9)

Liu, Yang (8)

Cites to:

Campbell, John (13)

Verdelhan, Adrien (10)

Rebelo, Sergio (9)

Eichenbaum, Martin (9)

Rogoff, Kenneth (9)

Burnside, Craig (9)

Hansen, Lars (7)

Gabaix, Xavier (7)

Autor, David (6)

Cochrane, John (5)

Nagel, Stefan (5)

Main data


Where Nikolai Roussanov has published?


Journals with more than one article published# docs
Journal of Monetary Economics2
Journal of Financial Economics2
Journal of Finance2

Working Papers Series with more than one paper published# docs
2008 Meeting Papers / Society for Economic Dynamics2

Recent works citing Nikolai Roussanov (2021 and 2020)


YearTitle of citing document
2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14.

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2021.

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2021Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096.

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2020Coronavirus: Case for Digital Money?. (2020). Liew, Jim Kyung-Soo ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:2005.10154.

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2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2020The impact of credit risk mispricing on mortgage lending during the subprime boom. (2020). Kay, Benjamin S ; Kahn, James A. In: BIS Working Papers. RePEc:bis:biswps:875.

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2020Drilling and Debt. (2020). Murphy, Daniel ; Loutskina, Elena ; Gilje, Erik P. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1287-1325.

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2020The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502.

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2020Monetary Policy and Global Banking. (2020). Bräuning, Falk ; Brauning, Falk ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3055-3095.

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2020Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy. (2020). Pflueger, Carolin E ; Du, Wenxin ; Schreger, Jesse. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3097-3138.

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2020From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780.

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2020Keeping up with the Novaks? Income distribution as a determinant of household debt in CESEE. (2020). Poyntner, Philipp ; Hake, Mariya. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_003.

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2020Bonds, Currencies and Expectational Errors. (2020). Sihvonen, Markus ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_007.

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2020Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Trigilia, G ; Moramarco, G ; Manasse, P. In: Working Papers. RePEc:bol:bodewp:wp1141.

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2021The Pricing of Unexpected Volatility in the Currency Market. (2021). Xu, Yongdeng ; Lu, Wenna ; Copeland, Laurence. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/16.

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2020On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672.

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2021Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687.

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2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143.

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2020Chinese Exchange Rate Policy: Lessons for Global Investors. (2020). Westermann, Frank ; Melvin, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8493.

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2020Art as an Asset: Evidence from Keynes the Collector. (2020). Dimson, Elroy ; Chambers, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14357.

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2020The Political Economy of Status Competition: Sumptuary Laws in Preindustrial Europe. (2020). Desierto, Desiree ; Koyama, Mark. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14407.

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2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2020Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866.

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2020Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20202387.

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2021Macroeconomic policy-induced wealth effects on Chinese foreign housing investments. (2021). Sing, Tien Foo ; Fan, Ying. In: China Economic Review. RePEc:eee:chieco:v:69:y:2021:i:c:s1043951x21000936.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Love or money: The effect of CEO divorce on firm risk and compensation. (2020). Neyland, Jordan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918304097.

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2020The time-varying diversifiability of corporate foreign exchange exposure. (2020). Krapl, Alain A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119918300038.

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2021Dollar borrowing, firm credit risk, and FX-hedged funding opportunities. (2021). Serena Garralda, Jose Maria ; Mayordomo, Sergio ; Gambacorta, Leonardo ; Galvez, Julio. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000663.

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2020Parents’ financial assistance for college and black-white disparities in post-secondary educational attainment. (2020). Nam, Yunju. In: Children and Youth Services Review. RePEc:eee:cysrev:v:110:y:2020:i:c:s0190740919311223.

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2020Dynamic asset allocation with relative wealth concerns in incomplete markets. (2020). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300270.

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2020Security design with status concerns. (2020). Subrahmanyam, Marti ; Shapiro, Alex ; Makarov, Dmitry ; Basak, Suleyman. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301445.

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2020The failure of stabilization policy: Balanced-budget fiscal rules in the presence of incompressible public expenditures. (2020). Abad, Nicolas ; Modesto, Leonor ; Lloyd-Braga, Teresa. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301640.

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2020Social status pursuit, distribution of bequests and inequality. (2020). Sağlam, Çağrı ; Salam, Ari ; Harmankaya, Fatih ; Camacho, Carmen. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:183-191.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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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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2020Predictability in international stock returns using currency fluctuations and forward rate forecasts. (2020). Yost-Bremm, Chris ; Huang, Emily J ; Han, Xue ; Wang, Jiexin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303195.

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2021A filtered currency carry trade. (2021). Suh, Sangwon ; Ho, Jin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000930.

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2021Does sustainability-promoting policy making reduce our welfare?. (2021). Witt, Ulrich. In: Ecological Economics. RePEc:eee:ecolec:v:188:y:2021:i:c:s0921800921001889.

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2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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2020Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x.

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2021Energy income and farm viability: Evidence from USDA farm survey data. (2021). Malinovskaya, Anna ; Ifft, Jennifer ; Grout, Travis. In: Energy Policy. RePEc:eee:enepol:v:155:y:2021:i:c:s0301421521001737.

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2020Bearing an imprint: CEOs early-life experience of the Great Chinese Famine and stock price crash risk. (2020). Yao, Daifei ; Hu, Jun ; Tian, Gary Gang ; Long, Wenbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s105752192030154x.

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2020Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629.

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2020Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599.

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2020Speculator activity and the cross-asset predictability of FX returns. (2020). Peltomaki, Jarkko ; Hasselgren, Anton ; Graham, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302052.

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2021The dark side of marital leadership: Evidence from China. (2021). Sensoy, Ahmet ; Goodell, John W ; Cheng, Feiyang ; Zhao, Weijia ; Yao, Shouyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001770.

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2021Entrepreneurs hobbies and corporate risk taking: Evidence from China. (2021). Nahm, Abraham Y ; Song, Ciji. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001861.

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2021Curve momentum in currency markets. (2021). Lei, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317177.

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2020Tales of tails: Jumps in currency markets. (2020). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830243x.

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2020Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns. (2020). Pan, Wenqiang ; Melvin, Michael ; Wikstrom, Petra. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300148.

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2020Sovereign bonds, coskewness, and monetary policy regimes. (2020). Wald, John K ; Li, Yulin ; Wang, Zijun. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300826.

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2021Does the devil wear Prada? Luxury product experiences can affect prosocial behavior. (2021). Griskevicious, Vladas ; John, Deborah Roedder ; Wang, Yajin. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:38:y:2021:i:1:p:104-119.

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2021Ambiguity attitudes and the leverage cycle. (2021). Patella, Valeria ; Faia, Ester ; Bassanin, Marzio. In: Journal of International Economics. RePEc:eee:inecon:v:129:y:2021:i:c:s0022199621000131.

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2021Risk and return in international corporate bond markets. (2021). Bekaert, Geert ; de Santis, Roberto A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000573.

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2021To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779.

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2021The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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2020The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

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2021On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530.

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2020Delegated investment decisions and rankings. (2020). Lindner, Florian ; Weitzel, Utz ; Kirchler, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302144.

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2021Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229.

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2021Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

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2021Under-reaction in the sovereign CDS market. (2021). Zhang, Jinfan ; Yan, Hongjun ; Xiao, Yaqing ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001503.

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2021Hedge fund portfolio selection with fund characteristics. (2021). Kahra, Hannu ; Kauppila, Mikko ; Joenvaara, Juha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001916.

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2020Aspirational consumption at the bottom of pyramid: A review of literature and future research directions. (2020). Jebarajakirthy, Charles ; Mukherjee, Srabanti ; Srivastava, Abhinav . In: Journal of Business Research. RePEc:eee:jbrese:v:110:y:2020:i:c:p:246-259.

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2020Social interactions and asset pricing bubbles. (2020). Pelster, Matthias ; Steiger, Soren. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:179:y:2020:i:c:p:503-522.

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2021Labor costs and the adoption of robots in China. (2021). Tang, Lixin ; Hu, Yichuan ; Fan, Haichao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:186:y:2021:i:c:p:608-631.

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2021Childbearing postponement, its option value, and the biological clock. (2021). de la Croix, David ; Delacroix, David ; Pommeret, Aude. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s002205312100048x.

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2020Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167.

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2020International R&D spillovers and asset prices. (2020). Santacreu, Ana Maria ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:330-354.

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2020Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.

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2020Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678.

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2021The cross-section of currency volatility premia. (2021). Neuberger, Anthony ; Kozhan, Roman ; Della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:950-970.

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2021Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411.

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2021Volatility, intermediaries, and exchange rates. (2021). Liu, Yang ; Fang, Xiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:217-233.

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2021Factors and risk premia in individual international stock returns. (2021). Scaillet, Olivier ; Chaieb, Ines ; Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:669-692.

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2021Feedback loops in industry trade networks and the term structure of momentum profits. (2021). Simutin, Mikhail ; Sharifkhani, Ali. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1171-1187.

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2021Volatility and the cross-section of returns on FX options. (2021). Marsh, Ian W ; James, Jessica ; Fullwood, Jonathan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1262-1284.

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2021Entangled risks in incomplete FX markets. (2021). Tran, Ngoc-Khanh ; Maurer, Thomas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:146-165.

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2021It’s not so bad: Director bankruptcy experience and corporate risk-taking. (2021). Kalda, Ankit ; Gormley, Todd A ; Gopalan, Radhakrishnan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:261-292.

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2021Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

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2021Can risk explain the profitability of technical trading in currency markets?. (2021). Neely, Christopher ; Famiglietti, Matthew T ; Weller, Paul ; Ivanova, Yuliya . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302412.

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2021Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000085.

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2021Risk-taking of bank CEOs and corporate innovation. (2021). Chen, Yehning ; Bui, Dien Giau ; Lin, Tse-Chun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s026156062100036x.

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2021Investor sentiment and sovereign bonds. (2021). Li, Yulin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000371.

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2021The real effects of exchange rate risk on corporate investment: International evidence. (2021). Xu, QI ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000838.

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2020Transmission of monetary policy in times of high household debt. (2020). Lim, Hyunjoon ; Kim, Youngju. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418302015.

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2020Compensatory conspicuous communication: Low status increases jargon use. (2020). Galinsky, Adam D ; Anicich, Eric M ; Brown, Zachariah C. In: Organizational Behavior and Human Decision Processes. RePEc:eee:jobhdp:v:161:y:2020:i:c:p:274-290.

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2020The pauper wears prada? How debt stress promotes luxury consumption. (2020). Zhang, MO ; Li, Jie ; Ma, Tianjiao ; Wang, Wangshuai. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:56:y:2020:i:c:s0969698919311221.

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2020The phenomenon of purchasing second-hand products by the BOP consumers. (2020). Paul, Justin ; Datta, Biplab ; Mukherjee, Srabanti. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:57:y:2020:i:c:s0969698919311786.

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2021The long-run elasticity of labor supply: New evidence for New York City taxicab drivers?. (2021). Motghare, Swapnil. In: Labour Economics. RePEc:eee:labeco:v:71:y:2021:i:c:s0927537121000609.

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2020The risks of old capital age: Asset pricing implications of technology adoption. (2020). Lin, Xiaoji ; Palazzo, Berardino ; Yang, Fan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:145-161.

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2021Empirical evidence on the Euler equation for consumption in the US. (2021). Mavroeidis, Sophocles ; Ascari, Guido ; Magnusson, Leandro M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:129-152.

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2021Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074.

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2020An anatomy of commodity futures returns in China. (2020). Zhang, Zhekai ; Xiao, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301086.

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2020Chinese economic policy uncertainty and U.S. households portfolio decisions. (2020). Jo, Chanik ; Jeon, Yoontae ; Lee, Kiryoung. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20304510.

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2021Does size and book-to-market contain intangible information about managerial incentives? Learning from corporate D&O insurance purchase. (2021). Huang, Rachel ; Yue, Jack C ; Wang, Cheng-Wei ; Jeng, Vivian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000676.

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2020The sources of pricing factors underlying the cross-section of currency returns. (2020). Lin, Chien-Hsiu ; Chen, Chih-Nan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:250-265.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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More than 100 citations found, this list is not complete...

Works by Nikolai Roussanov:


YearTitleTypeCited
2010Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status In: Journal of Finance.
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article62
2008Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status.(2008) In: 2008 Meeting Papers.
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This paper has another version. Agregated cites: 62
paper
2017Commodity Trade and the Carry Trade: A Tale of Two Countries In: Journal of Finance.
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article46
2013Commodity Trade and the Carry Trade: a Tale of Two Countries.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 46
paper
2012Commodity Trade and the Carry Trade: a Tale of Two Countries.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 46
paper
2007Intertemporal Substitution and Risk Aversion In: Handbook of Econometrics.
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chapter44
2014Composition of wealth, conditioning information, and the cross-section of stock returns In: Journal of Financial Economics.
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article8
2010Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2014Countercyclical currency risk premia In: Journal of Financial Economics.
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article104
2010Countercyclical Currency Risk Premia.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 104
paper
2017After the tide: Commodity currencies and global trade In: Journal of Monetary Economics.
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article9
2018Short-run pain, long-run gain? Recessions and technological transformation In: Journal of Monetary Economics.
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article5
2018Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
2014Marriage and Managers Attitudes to Risk In: Management Science.
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article23
2007Conspicuous Consumption and Race In: NBER Working Papers.
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paper206
2009Conspicuous Consumption and Race.(2009) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 206
article
2008Common Risk Factors in Currency Markets In: NBER Working Papers.
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paper264
2011Common Risk Factors in Currency Markets.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 264
article
2008Common Risk Factors in Currency Markets.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 264
paper
2012Status, Marriage, and Managers Attitudes To Risk In: NBER Working Papers.
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paper4
2013Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty In: NBER Working Papers.
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paper23
2011Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 23
paper
2016Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution In: NBER Working Papers.
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paper8
2018Marketing Mutual Funds In: NBER Working Papers.
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paper3
2020Cheap Thrills: the Price of Leisure and the Global Decline in Work Hours In: NBER Working Papers.
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paper3

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