Alexandre Rubesam : Citation Profile

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

4

H index

2

i10 index

70

Citations

RESEARCH PRODUCTION:

8

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 6
   Journals where Alexandre Rubesam has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 1 (1.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru312
   Updated: 2025-12-20    RAS profile: 2025-07-07    
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Relations with other researchers

Works with:

Zevallos, Mauricio (2)

Salmon, Mark (2)

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

Is cited by:

Billio, Monica (3)

Calès, Ludovic (3)

Pätäri, Eero (2)

Payne, James (2)

Alexeev, Vitali (2)

GUEGAN, Dominique (2)

Kouretas, Georgios (2)

Brooks, Robert (2)

Ülkü, Numan (1)

d'Addona, Stefano (1)

Yang, Baochen (1)

Cites to:

Lettau, Martin (8)

Huck, Nicolas (7)

Nagel, Stefan (7)

Hirshleifer, David (7)

Hwang, Soosung (6)

Jagannathan, Ravi (6)

Bollerslev, Tim (6)

Shleifer, Andrei (6)

Xiu, Dacheng (6)

Zhang, Lu (5)

Fama, Eugene (5)

Main data

Where Alexandre Rubesam has published?

Working Papers Series with more than one paper published# docs
Post-Print / HAL5
Working Papers / IESEG School of Management2

Recent works citing Alexandre Rubesam (2025 and 2024)

YearTitle of citing document
2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

Full description at Econpapers || Download paper

2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Xie, Yuxin ; Lu, Xiaomeng ; Tang, Ruohua ; Pantelous, Athanasios A. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

Full description at Econpapers || Download paper

2024Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models. (2024). Barboza, Flavio ; Altman, Edward. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000834.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Li, Yingying ; Lu, Wenbin ; Wan, Runzhe ; Song, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024Herd behavior in U.S. bank stocks. (2024). Payne, James ; Alkhazali, Osamah ; Kirimhan, Destan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009607.

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2025Herding behavior in African stock markets: A state-space assessment during times of crisis. (2025). Sy, Oumar ; Sne, Babacar ; Mbengue, Mohamed Lamine ; Assoe, Kodjovi. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004714.

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2024Deep reinforcement learning for portfolio selection. (2024). Atwi, Majed ; Olmo, Jose ; Jiang, Yifu. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000887.

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2025Revisiting the role of investor sentiment in the stock market. (2025). Tiwari, Aviral ; Pham, Huy. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002527.

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2024Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Yue, Zhonggang ; Jiang, Lijun ; Hong, Hui ; Zhang, Cheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465.

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2024Herding states and stock market returns. (2024). Fortuna, Natercia ; Lobo, Julio ; Costa, Filipe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002891.

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2025Linear and nonlinear econometric models against machine learning models: realized volatility prediction. (2025). Kili, Rehim. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-61.

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2024Sentiment and Herd Behavior of Private Investors: A Cluster Analysis of the Russian Stock Market. (2024). Faizulin, Maxim S. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240406:p:95-113.

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2025Confirmation bias and herding behavior across the housing markets. (2025). You, Taewoo. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05021-5.

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2025Do Global Disruptive Events Induce Herding Behaviour during Upward and Downward Market Movements? The Evidence from Nordic and Baltic Stock Markets. (2025). Leck, Gintar ; Legenzova, Renata ; Jukneviit, Just. In: Central European Business Review. RePEc:prg:jnlcbr:v:2025:y:2025:i:1:id:375:p:57-73.

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2025Trading VIX on Volatility Forecasts: Another Volatility Puzzle?. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis ; Giannopoulos, George. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1602-1618.

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Works by Alexandre Rubesam:

YearTitleTypeCited
2013Minimum Variance Portfolios in the Brazilian Equity Market In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article1
2022Covid-19 and herding in global equity markets In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article7
2022Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market In: Emerging Markets Review.
[Full Text][Citation analysis]		article4
2022Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2024Forecasting realized volatility: Does anything beat linear models? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2024Forecasting realized volatility: Does anything beat linear models?.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2013A behavioral explanation of the value anomaly based on time-varying return reversals In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2021Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2021Beta 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: 21		paper
2020Bayesian Selection of Asset Pricing Factors Using Individual Stocks In: Post-Print.
[Citation analysis]		paper4
2022Bayesian Selection of Asset Pricing Factors Using Individual Stocks*.(2022) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2022The Long and the Short of Risk Parity In: Post-Print.
[Citation analysis]		paper0
2018Searching the Factor Zoo In: Working Papers.
[Full Text][Citation analysis]		paper1
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]		article25

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team