Philip Alexander Stork : Citation Profile

Are you Philip Alexander Stork?

Vrije Universiteit Amsterdam (50% share)
Tinbergen Instituut (50% share)

6

H index

6

i10 index

194

Citations

RESEARCH PRODUCTION:

19

Articles

13

Papers

RESEARCH ACTIVITY:

   30 years (1991 - 2021). See details.
   Cites by year: 6
   Journals where Philip Alexander Stork has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 9 (4.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst361
   Updated: 2023-03-25    RAS profile: 2022-11-07    
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Relations with other researchers

Works with:

Kräussl, Roman (8)

Authors registered in RePEc who have co-authored more than one work in the last five years with Philip Alexander Stork.

Is cited by:

Huber, Kilian (5)

Vähämaa, Sami (4)

Pontines, Victor (4)

Siregar, Reza (3)

Výrost, Tomáš (3)

Baumohl, Eduard (3)

Carrera, Cesar (3)

cotter, john (3)

Korenok, Oleg (2)

Doucouliagos, Chris (2)

Sonnemans, Joep (2)

Cites to:

de Vries, Casper (16)

Straetmans, Stefan (10)

Beber, Alessandro (9)

Hartmann, Philipp (9)

Pedersen, Lasse (9)

Stulz, René (8)

Wolfers, Justin (6)

Thaler, Richard (6)

Karolyi, G. (6)

Reis, Ricardo (6)

Mankiw, N. Gregory (6)

Main data

Where Philip Alexander Stork has published?

Journals with more than one article published# docs
Marketing Letters2
European Financial Management2
Economics Letters2

Working Papers Series with more than one paper published# docs
CFS Working Paper Series / Center for Financial Studies (CFS)4
Tinbergen Institute Discussion Papers / Tinbergen Institute4

Recent works citing Philip Alexander Stork (2022 and 2021)

YearTitle of citing document
2021How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58.

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2022Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489.

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2021Are Bigger Banks Better? Firm-Level Evidence from Germany. (2021). Huber, Kilian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15769.

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2022Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510.

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2021Too high to get it right: The effect of cannabis legalization on the performance of cannabis-related stocks. (2021). Nycholat, Joshua ; Fu, Chengbo ; Choi, Sungchul ; Chen, Feilong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:715-734.

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2022Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador. (2022). Tonato, Ronny ; Uquillas, Adriana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:299-320.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219.

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2022Did small or large US banks transmit more risk during the Subprime crisis?. (2022). Pino, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s106294082100190x.

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2022Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems. (2022). Al-Shboul, Mohammad ; Abdoh, Hussein ; Maghyereh, Aktham. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522001005.

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2021Competition for visibility: When do (FX) signal providers employ lotteries?. (2021). Oehler, Andreas ; Schneider, Julian. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002192.

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2022Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience. (2022). Troster, Victor ; Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003082.

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2022Trading restriction and the choice for derivatives. (2022). Liu, Xiaoquan ; Shi, Yining ; Ye, Wuyi ; Chen, Pengzhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000862.

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2021Tail risk in the European sovereign bond market during the financial crises: Detecting the influence of the European Central Bank. (2021). Neumann, Christian ; Fendel, Ralf. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028319302066.

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2022The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752.

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2022Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531.

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2022Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907.

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2021Bank liquidity creation and systemic risk. (2021). Vähämaa, Sami ; Yasar, Sara ; Vahamaa, Sami ; Davydov, Denis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302922.

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2022Commodity markets intervention: Consequences of speculation, and informed trading. (2022). Sopranzetti, Ben ; Luong, Phat V. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s240585132100026x.

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2021Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States. (2021). Paimanova, Viktoria ; Aliano, Mauro ; Galloppo, Giuseppe ; Previati, Daniele Angelo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:144-158.

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2022Artificial intelligence and machine learning in finance: A bibliometric review. (2022). Hammami, Helmi ; el Ammari, Anis ; Alshater, Muneer M ; Ahmed, Shamima. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000344.

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2021Making and breaking relationships on social media: the impacts of brand and influencer betrayals. (2021). Salo, Jari ; Luoma-Aho, Vilma ; Tan, Teck Ming ; Reinikainen, Hanna. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004224.

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2022Can Groups Improve Expert Economic and Financial Forecasts?. (2022). Burgman, Mark A ; Hanea, Anca M ; Smith, Warwick. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:3:p:38-716:d:878584.

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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2022Does Ownership Structure Moderate the Relationship between Systemic Risk and Corporate Governance? Evidence from Gulf Cooperation Council Countries. (2022). Hussainey, Khaled ; Nsaibi, Mariem ; Abidi, Ilyes. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:216-:d:814237.

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2021Understanding Celebrity Trust and Its Effects on Other Credibility and Image Constructs: A Qualitative Approach. (2021). Hussain, Shahzeb ; Yusef, Waleed ; Foroudi, Pantea ; Priporas, Constantinos-Vasilios ; Melewar, T C. In: Corporate Reputation Review. RePEc:pal:crepre:v:24:y:2021:i:4:d:10.1057_s41299-020-00107-z.

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2022Measuring systemic risk and contagion in the European financial network. (2022). Tafakori, Laleh ; Rastelli, Riccardo ; Pourkhanali, Armin. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02135-y.

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2022Brand actions and financial consequences: a review of key findings and directions for future research. (2022). Lehmann, Donald ; Keller, Kevin Lane ; Gupta, Sayan ; Swaminathan, Vanitha. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:50:y:2022:i:4:d:10.1007_s11747-022-00866-7.

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2021Relevance of size in predicting bank failures. (2021). Ahmed, Rizwan ; Mullineux, Andrew ; Gupta, Jairaj ; Alzugaiby, Basim. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3504-3543.

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2021Measuring systemic risk and dependence structure between real estates and banking sectors in China using a CoVaR?copula method. (2021). Cao, Yufei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5930-5947.

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2022One session options: Playing the announcement lottery?. (2022). Robertson, Cameron D ; Liu, Zhangxin ; Smales, Lee A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:192-211.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:249340.

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Works by Philip Alexander Stork:

YearTitleTypeCited
2011Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper0
2015Risk Measures for Autocorrelated Hedge Fund Returns.(2015) In: The Journal of Financial Econometrics.
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2011Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers.
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2013Bank Size and Systemic Risk In: European Financial Management.
[Full Text][Citation analysis]		article39
2016Investing in Systematic Factor Premiums In: European Financial Management.
[Full Text][Citation analysis]		article4
2015Investing in Systematic Factor Premiums.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 4		paper
2021Behavioral heterogeneity in return expectations across equity style portfolios In: International Review of Finance.
[Full Text][Citation analysis]		article0
2014The 2011 European Short Sale Ban: An Option Market Perspective In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper3
2012Asymmetric extreme tails and prospective utility of momentum returns In: Economics Letters.
[Full Text][Citation analysis]		article1
1994Should we care? psychological barriers in stock markets In: Economics Letters.
[Full Text][Citation analysis]		article30
1995New evidence on the effectiveness of foreign exchange market intervention In: European Economic Review.
[Full Text][Citation analysis]		article3
2016The 2011 European short sale ban: A cure or a curse? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article5
2011Contagion risk in the Australian banking and property sectors In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
1992Differences between foreign exchange rate regimes: The view from the tails In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article38
1992Policy optimization by lexicographic preference ordering In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article0
2011The intertemporal mechanics of European stock price momentum In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
1991Policy Optimization Using a Lexicographic Preference Ordering. In: Erasmus University of Rotterdam - Institute for Economic Research.
[Citation analysis]		paper0
1994Between Realignments and Intervention: the Belgian Franc in the European Monetary System. In: Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
[Citation analysis]		paper0
1998An EMS target zone model in discrete time In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article16
2011The value of celebrity endorsements: A stock market perspective In: Marketing Letters.
[Full Text][Citation analysis]		article17
2013When a celebrity endorser is disgraced: A twenty-five-year event study In: Marketing Letters.
[Full Text][Citation analysis]		article2
2012Short-selling bans and contagion risk In: Journal of Financial Transformation.
[Citation analysis]		article3
2019Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment In: Journal of Behavioral Finance.
[Full Text][Citation analysis]		article2
2018Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment.(2018) In: Tinbergen Institute Discussion Papers.
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2020Implied volatility sentiment: a tale of two tails In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2018Implied Volatility Sentiment: A Tale of Two Tails.(2018) In: Tinbergen Institute Discussion Papers.
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2017Implied volatility sentiment: A tale of two tails.(2017) In: CFS Working Paper Series.
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2013Short-Selling, Leverage and Systemic Risk In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Strategic bias and popularity effect in the prediction of economic surprises In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2013The 2011 European short sale ban on financial stocks: A cure or a curse? In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2017Single stock call options as lottery tickets In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2018Predictable biases in macroeconomic forecasts and their impact across asset classes In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper1

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