Arjen Siegmann : Citation Profile


Are you Arjen Siegmann?

Vrije Universiteit Amsterdam

5

H index

1

i10 index

85

Citations

RESEARCH PRODUCTION:

12

Articles

25

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 4
   Journals where Arjen Siegmann has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 7 (7.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi50
   Updated: 2018-11-10    RAS profile: 2018-09-03    
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Relations with other researchers


Works with:

van Vuuren, Aico (3)

Stefanova, Denitsa (3)

Schoenmaker, Dirk (2)

Gautier, Pieter (2)

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)

van Rooij, Maarten (4)

Vlaar, Peter (4)

Kool, Clemens (4)

Abadie, Alberto (3)

Zoican, Marius (3)

Dermisi, Sofia (3)

Prast, Henriette (3)

Sayago Gomez, Juan (2)

von Hinke, Stephanie (2)

Beetsma, Roel (2)

Cites to:

Lucas, Andre (10)

Goetzmann, William (9)

Kahneman, Daniel (7)

Koopman, Siem Jan (6)

Subrahmanyam, Avanidhar (5)

Obstfeld, Maurice (5)

Abadie, Alberto (5)

merton, robert (5)

Lo, Andrew (5)

Pedersen, Lasse (5)

Schoenmaker, Dirk (5)

Main data


Where Arjen Siegmann has published?


Journals with more than one article published# docs
Journal of Banking & Finance2
Journal of Pension Economics and 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 (2018 and 2017)


YearTitle of citing document
2018The Effect of Terrorism on Housing Rental Prices: Evidence from Jerusalem. (2018). ben Itzhak, Nadav. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2018.08.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Sustainability of participation in collective pension schemes: An option pricing approach. (2017). Pelsser, Antoon ; Beetsma, Roel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:182-196.

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2017Rockets: The housing market effects of a credible terrorist threat. (2017). Zussman, Asaf ; Elster, Yael . In: Journal of Urban Economics. RePEc:eee:juecon:v:99:y:2017:i:c:p:136-147.

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2017Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Luo, JI ; Li, Baibing ; Tee, Kai-Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:47-62.

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2017The causal effects of regional industrial policies on employment: A synthetic control approach. (2017). Figal Garone, Lucas ; Maffioli, Alessandro ; Castillo, Victoria ; Salazar, Lina. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:67:y:2017:i:c:p:25-41.

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2018Homeowner preferences after September 11th, a microdata approach. (2018). Nowak, Adam ; Sayago-Gomez, Juan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:70:y:2018:i:c:p:330-351.

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2018Transport costs seen through the lens of residential self-selection and mobility biographies. (2018). Scheiner, Joachim . In: Transport Policy. RePEc:eee:trapol:v:65:y:2018:i:c:p:126-136.

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2017A Spatio-temporal-similarity and Common Factor Approach of Individual Housing Prices. (2017). Elhorst, J.Paul ; Duran, Nicolas. In: Research Report. RePEc:gro:rugsom:2018007-eef.

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2018The impact of the announcement of temporary building sites for refugees on house prices in Gothenburg. (2018). van Vuuren, Aico ; Nilsson, Viktor ; Kjellander, Josef. In: Working Papers in Economics. RePEc:hhs:gunwpe:0720.

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2017Immigrant Locations and Native Residential Preferences: Emerging Ghettos or New Communities?. (2017). Fernández-Huertas Moraga, Jesús ; Fernández-Huertas Moraga, Jesús ; Saiz, Albert ; Ferrer, Ada ; Fernandez-HuertasMoraga, Jesus ; Fernndez-Huertas Moraga, Jess. In: IZA Discussion Papers. RePEc:iza:izadps:dp11143.

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2018Help, Prejudice and Headscarves. (2018). Bedi, Arjun ; Rieger, Matthias ; Artavia-Mora, Luis . In: IZA Discussion Papers. RePEc:iza:izadps:dp11460.

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2018The Impact of the Announcement of Temporary Building Sites for Refugees on House Prices in Gothenburg. (2018). Kjellander, Josef ; van Vuuren, Aico ; Nilsson, Viktor. In: IZA Discussion Papers. RePEc:iza:izadps:dp11726.

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2018Terrorism and the integration of Muslim immigrants. (2018). Elsayed, Ahmed ; Grip, Andries. In: Journal of Population Economics. RePEc:spr:jopoec:v:31:y:2018:i:1:d:10.1007_s00148-017-0646-z.

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2017Homeowner Preferences after September 11th, a Microdata Approach. (2017). Sayago Gomez, Juan ; Sayago-Gomez, Juan ; Nowak, Adam. In: Working Papers. RePEc:wvu:wpaper:17-03.

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2017Homeowner Preferences after September 11th, a Microdata Approach. (2017). Sayago Gomez, Juan ; Sayago-Gomez, Juan ; Nowak, Adam. In: Working Papers. RePEc:wvu:wpaper:17-17.

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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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article5
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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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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2014Hedge Fund Innovation In: LSF Research Working Paper Series.
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paper2
2011Minimum funding ratios for defined-benefit pension funds In: Journal of Pension Economics and Finance.
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article6
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
paper
2007Optimal investment policies for defined benefit pension funds In: Journal of Pension Economics and Finance.
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article5
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: 5
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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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article3
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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article8
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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article27
2005Discrete-Time Financial Planning Models Under Loss-Averse Preferences In: Operations Research.
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article4
2000Analytic Decision Rules for Financial Stochastic Programs In: Tinbergen Institute Discussion Papers.
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paper1
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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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team