Arjen Siegmann : Citation Profile


Are you Arjen Siegmann?

Vrije Universiteit Amsterdam

6

H index

1

i10 index

102

Citations

RESEARCH PRODUCTION:

14

Articles

25

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 5
   Journals where Arjen Siegmann has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 8 (7.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi50
   Updated: 2020-09-14    RAS profile: 2019-10-07    
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Relations with other researchers


Works with:

van Vuuren, Aico (3)

Gautier, Pieter (3)

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

Is cited by:

Hlouskova, Jaroslava (7)

Kool, Clemens (4)

van Rooij, Maarten (4)

Vlaar, Peter (4)

Dermisi, Sofia (3)

Broeders, Dirk (3)

Prast, Henriette (3)

Abadie, Alberto (3)

Sayago Gomez, Juan (3)

Zoican, Marius (3)

Tsionas, Mike (2)

Cites to:

Lucas, Andre (10)

Goetzmann, William (9)

Kahneman, Daniel (7)

Ferreira, Fernando (6)

Koopman, Siem Jan (6)

Mayer, Christopher (5)

merton, robert (5)

Abadie, Alberto (5)

Obstfeld, Maurice (5)

Subrahmanyam, Avanidhar (5)

Schoenmaker, Dirk (5)

Main data


Where Arjen Siegmann has published?


Journals with more than one article published# docs
Journal of Business Finance & Accounting2
Journal of Pension Economics and Finance2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute10
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg2

Recent works citing Arjen Siegmann (2020 and 2019)


YearTitle of citing document
2019Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks. (2019). Cotter, John ; Conlon, Thomas. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:57:y:2019:i:4:p:857-876.

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2019The Economic Penalty of Terrorism: Increase in Discrimination Against Arabs and Muslims after Paris Attacks. (2019). Petev, Ivaylo ; Wagner, Sander. In: Working Papers. RePEc:crs:wpaper:2019-22.

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2019The Day after the Bomb: Well-being Effects of Terrorist Attacks in Europe. (2019). Rotondi, Valentina ; Colombo, Emilio ; Stanca, Luca. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1902.

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2020Are hedge funds active market liquidity timers?. (2020). Li, Chenlu ; Tee, Kai-Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918306641.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2020The decade-long cryptocurrencies and the blockchain rollercoaster: Mapping the intellectual structure and charting future directions. (2020). Klarin, Anton. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300558.

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2020Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods. (2020). Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930563x.

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2019The Economics of Mass Shootings. (2019). Brodeur, Abel ; Yousaf, Hasin. In: IZA Discussion Papers. RePEc:iza:izadps:dp12728.

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2019The Day after the Bomb: Well-being Effects of Terrorist Attacks in Europe. (2019). Colombo, Emilio ; Luca, Stanca ; Valentina, Rotondi ; Emilio, Colombo . In: Working Papers. RePEc:mib:wpaper:416.

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2020Blockchain in the IS research discipline: a discussion of terminology and concepts. (2020). Ostern, Nadine Kathrin. In: Electronic Markets. RePEc:spr:elmark:v:30:y:2020:i:2:d:10.1007_s12525-019-00387-2.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: Working Paper Series in Economics. RePEc:zbw:kitwps:123.

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2019What can Google Tell us about Bitcoin Trading Volume in Croatia? Evidence from the Online Marketplace Localbitcoins. (2019). Perisic, Ana ; Livaic, Tea. In: Interdisciplinary Description of Complex Systems - scientific journal. RePEc:zna:indecs:v:17:y:2019:i:4:p:707-715.

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Works by Arjen Siegmann:


YearTitleTypeCited
2008The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds In: Journal of Business Finance & Accounting.
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2008The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds.(2008) In: Journal of Business Finance & Accounting.
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2018Real-Estate Agent Commission Structure and Sales Performance In: CEPR Discussion Papers.
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2017Real-Estate Agent Commission Structure and Sales Performance.(2017) In: Working Papers in Economics.
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2017Real-Estate Agent Commission Structure and Sales Performance.(2017) In: Tinbergen Institute Discussion Papers.
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2007The Effect of the Theo van Gogh Murder on House Prices in Amsterdam In: CEPR Discussion Papers.
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2007The Effect of the Theo van Gogh Murder on House Prices in Amsterdam.(2007) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 3
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2007The Effect of the Theo van Gogh Murder on House Prices in Amsterdam.(2007) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 3
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2014The Evolving Beta-Liquidity Relationship of Hedge Funds In: LSF Research Working Paper Series.
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2017The evolving beta-liquidity relationship of hedge funds.(2017) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 2
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2014Hedge Fund Innovation In: LSF Research Working Paper Series.
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2011Minimum funding ratios for defined-benefit pension funds In: Journal of Pension Economics and Finance.
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2008Minimum Funding Ratios for Defined-Benefit Pension Funds.(2008) In: DNB Working Papers.
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This paper has another version. Agregated cites: 6
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2007Optimal investment policies for defined benefit pension funds In: Journal of Pension Economics and Finance.
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article6
2003Optimal Investment Policies for Defined Benefit Pension Funds.(2003) In: DNB Staff Reports (discontinued).
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This paper has another version. Agregated cites: 6
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2003Optimal Investment Policies for Defined Benefit Pension Funds.(2003) In: WO Research Memoranda (discontinued).
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2007Market Valuation, Pension Fund Policy and Contribution Volatility In: DNB Working Papers.
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2008Market Valuation, Pension Fund Policy and Contribution Volatility.(2008) In: De Economist.
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This paper has another version. Agregated cites: 1
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2008Market Thinness, List Price Revisions and Time to Sell: Evidence from a large-scale housing dataset In: DNB Working Papers.
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2003Shortfall allowed: loss aversion and habit formation In: WO Research Memoranda (discontinued).
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2004Palmnet: A pension asset and liability model for the Netherlands In: WO Research Memoranda (discontinued).
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2004Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire? In: Journal of Economic Dynamics and Control.
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article0
2002Optimal saving rules for loss-averse agents under uncertainty In: Economics Letters.
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2001Optimal Saving Rules for Loss-Averse Agents under Uncertainty.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 3
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2012Risk aversion under preference uncertainty In: Finance Research Letters.
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2010Risk Aversion under Preference Uncertainty.(2010) In: Tinbergen Institute Discussion Papers.
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2010Risk aversion under preference uncertainty.(2010) In: CFS Working Paper Series.
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2014Can European bank bailouts work? In: Journal of Banking & Finance.
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2012Can European Bank Bailouts work?.(2012) In: Tinbergen Institute Discussion Papers.
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2018Intergenerational risk sharing under loss averse preferences In: Journal of Banking & Finance.
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2009Terrorism and attitudes towards minorities: The effect of the Theo van Gogh murder on house prices in Amsterdam In: Journal of Urban Economics.
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article31
2005Discrete-Time Financial Planning Models Under Loss-Averse Preferences In: Operations Research.
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article7
2018From chaining blocks to breaking even: A study on the profitability of bitcoin mining from 2012 to 2016 In: Electronic Markets.
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2000Analytic Decision Rules for Financial Stochastic Programs In: Tinbergen Institute Discussion Papers.
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2002Explaining Hedge Fund Investment Styles by Loss Aversion In: Tinbergen Institute Discussion Papers.
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2011Market Liquidity and Exposure of Hedge Funds In: Tinbergen Institute Discussion Papers.
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2013Efficiency Gains of a European Banking Union In: Tinbergen Institute Discussion Papers.
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2016Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads In: Tinbergen Institute Discussion Papers.
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2002De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen In: Serie Research Memoranda.
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