3
H index
2
i10 index
50
Citations
Alexandre Rubesam : Citation Profile
Lille Économie et Management (LEM) (50% share) | RESEARCH PRODUCTION: 7 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2013 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexandre Rubesam. | Is cited by:
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Main data
Where Alexandre Rubesam has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 4 |
| Working Papers / IESEG School of Management | 2 |
Recent works citing Alexandre Rubesam (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229. Full description at Econpapers || Download paper |
| 2023 | Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242. Full description at Econpapers || Download paper |
| 2023 | Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274. Full description at Econpapers || Download paper |
| 2023 | Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22. Full description at Econpapers || Download paper |
| 2023 | Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306. Full description at Econpapers || Download paper |
| 2023 | Tail comovements of implied volatility indices and global index futures returns predictability. (2023). Nguyen, Cuong ; Lee, Yun-Huan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001634. Full description at Econpapers || Download paper |
| 2023 | Machine learning techniques for cross-sectional equity returns’ prediction. (2023). Loy, Thomas ; Poddig, Thorsten ; Metko, Daniel ; Fieberg, Christian. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00693-w. Full description at Econpapers || Download paper |
Works by Alexandre Rubesam:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Minimum Variance Portfolios in the Brazilian Equity Market In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Covid-19 and herding in global equity markets In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
| 2022 | Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | A behavioral explanation of the value anomaly based on time-varying return reversals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2021 | Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 13 |
| 2021 | Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2020 | Bayesian Selection of Asset Pricing Factors Using Individual Stocks In: Post-Print. [Citation analysis] | paper | 2 |
| 2022 | Bayesian Selection of Asset Pricing Factors Using Individual Stocks*.(2022) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2022 | The Long and the Short of Risk Parity In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Searching the Factor Zoo In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The disappearance of momentum In: The European Journal of Finance. [Full Text][Citation analysis] | article | 25 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team