Alexandre Rubesam : Citation Profile


Are you Alexandre Rubesam?

Université Catholique de Lille (50% share)
Lille Économie et Management (LEM) (50% share)

2

H index

1

i10 index

15

Citations

RESEARCH PRODUCTION:

3

Articles

2

Papers

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 3
   Journals where Alexandre Rubesam has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru312
   Updated: 2019-10-15    RAS profile: 2018-07-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hwang, Soosung (4)

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

Is cited by:

Calès, Ludovic (2)

Billio, Monica (2)

GUEGAN, Dominique (2)

Boubaker, Sabri (1)

Pätäri, Eero (1)

Alexeev, Vitali (1)

Yeung, Danny (1)

Della Bina, Antonio Carlo Francesco (1)

Bird, Ron (1)

d'Addona, Stefano (1)

Brighi, Paola (1)

Cites to:

Zhang, Lu (4)

Hwang, Soosung (3)

Thaler, Richard (2)

Nagel, Stefan (2)

Hirshleifer, David (2)

Xing, Yuhang (2)

Green, Richard (2)

Pastor, Lubos (2)

Titman, Sheridan (2)

Subrahmanyam, Avanidhar (2)

Ang, Andrew (2)

Main data


Where Alexandre Rubesam has published?


Working Papers Series with more than one paper published# docs
Working Papers / IESEG School of Management2

Recent works citing Alexandre Rubesam (2018 and 2017)


YearTitle of citing document
2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

Full description at Econpapers || Download paper

2019Tests of technical trading rules and the 52-week high strategy in the corporate bond market. (2019). Ulku, Numan ; Raza, Ahmad ; Montgomery, William . In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:85-103.

Full description at Econpapers || Download paper

2018Financial distress and equity returns: A leverage-augmented three-factor model. (2018). Boubaker, Sabri ; Vidal-Garcia, Javier ; Hamza, Taher. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:1-15.

Full description at Econpapers || Download paper

2017Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x.

Full description at Econpapers || Download paper

2017Has momentum lost its momentum?. (2017). Bhattacharya, Debarati ; Sonaer, Gokhan ; Li, Wei-Hsien . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0547-8.

Full description at Econpapers || Download paper

2017Time-series and cross-sectional momentum strategies under alternative implementation strategies. (2017). Yeung, Danny ; Bird, Ron ; Gao, Xiaojun . In: Australian Journal of Management. RePEc:sae:ausman:v:42:y:2017:i:2:p:230-251.

Full description at Econpapers || Download paper

Works by Alexandre Rubesam:


YearTitleTypeCited
2013Minimum Variance Portfolios in the Brazilian Equity Market In: Brazilian Review of Finance.
[Full Text][Citation analysis]
article0
2013A behavioral explanation of the value anomaly based on time-varying return reversals In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article4
2018Searching the Factor Zoo In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective In: Working Papers.
[Full Text][Citation analysis]
paper0
2015The disappearance of momentum In: The European Journal of Finance.
[Full Text][Citation analysis]
article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team