Denitsa Stefanova : Citation Profile


Are you Denitsa Stefanova?

Université du Luxembourg

3

H index

1

i10 index

25

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 2
   Journals where Denitsa Stefanova has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 1 (3.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst669
   Updated: 2022-05-21    RAS profile: 2022-02-11    
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Relations with other researchers


Works with:

Kräussl, Roman (3)

Regis, Luca (2)

Johannesson, Magnus (2)

PASCUAL, ROBERTO (2)

Horenstein, Alex (2)

Davies, Ryan (2)

Moinas, Sophie (2)

Caporin, Massimiliano (2)

Reitz, Stefan (2)

Kassner, Bernhard (2)

Vilkov, Grigory (2)

Bohorquez Correa, Santiago (2)

Hautsch, Nikolaus (2)

Verousis, Thanos (2)

Putnins, Talis (2)

Sarno, Lucio (2)

Ranaldo, Angelo (2)

Harris, Jeffrey (2)

Pasquariello, Paolo (2)

Rinne, Kalle (2)

Frijns, Bart (2)

CAPELLE-BLANCARD, Gunther (2)

Dumitrescu, Ariadna (2)

Menkveld, Albert (2)

Alexeev, Vitali (2)

Smales, Lee (2)

Patton, Andrew (2)

Pelizzon, Loriana (2)

Holzmeister, Felix (2)

Dimpfl, Thomas (2)

Jalkh, Naji (2)

Scaillet, Olivier (2)

Rakowski, David (2)

Talavera, Oleksandr (2)

Wolff, Christian (2)

Jurkatis, Simon (2)

Deev, Oleg (2)

Zhou, Chen (2)

Bos, Charles (2)

Wilhelmsson, Anders (2)

FERROUHI, EL MEHDI (2)

Adrian, Tobias (2)

Schwarz, Marco (2)

Abudy, Menachem (2)

Lehnert, Thorsten (2)

Pastor, Lubos (2)

van Kervel, Vincent (2)

Liew, Chee (2)

Park, Andreas (2)

Xia, Shuo (2)

Colliard, Jean-Edouard (2)

Patel, Vinay (2)

Walther, Thomas (2)

Theissen, Erik (2)

Gehrig, Thomas (2)

Dreber, Anna (2)

Nielsson, Ulf (2)

Lopez-Lira, Alejandro (2)

Gorbenko, Arseny (2)

Foucault, Thierry (2)

Gerritsen, Dirk (2)

Schenk-Hoppé, Klaus (2)

Ferrara, Gerardo (2)

Palan, Stefan (2)

Hurlin, Christophe (2)

Lajaunie, Quentin (2)

Xiu, Dacheng (2)

Wong, Wing-Keung (2)

Lof, Matthijs (2)

Bouri, Elie (2)

Ait-Sahalia, Yacine (2)

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

Is cited by:

Kruse, Robinson (2)

VORTELINOS, DIMITRIOS (1)

Kocsis, Zalan (1)

Yang, Li (1)

Fiordelisi, Franco (1)

Girardone, Claudia (1)

Della Corte, Valerio (1)

Bekiros, Stelios (1)

Nguyen, Duc Khuong (1)

Malliaropulos, Dimitrios (1)

Muteba Mwamba, John Weirstrass (1)

Cites to:

Pedersen, Lasse (8)

Acharya, Viral (5)

Subrahmanyam, Avanidhar (5)

Lo, Andrew (5)

Goetzmann, William (5)

Rogoff, Kenneth (4)

Schwaab, Bernd (4)

Ang, Andrew (4)

Patton, Andrew (4)

Ho, Teck (4)

Lenza, Michele (4)

Main data


Where Denitsa Stefanova has published?


Journals with more than one article published# docs
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute3
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg2
CFS Working Paper Series / Center for Financial Studies (CFS)2

Recent works citing Denitsa Stefanova (2021 and 2020)


YearTitle of citing document
2020On the nexus between sovereign risk and banking crises. (2020). Girardone, Claudia ; Fiordelisi, Franco ; Ricci, Ornella ; Minnucci, Federica. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301619.

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2020The macroeconomic drivers in hedge fund beta management. (2020). Platania, Federico ; Lambert, Marie. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:65-80.

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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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2020Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179.

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2021Time-varying asymmetric tail dependence of international equities markets. (2021). Qin, Xiao ; Zhou, Chunyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000962.

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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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2020An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression. (2020). Eita, Joel ; Muteba, John Weirstrass ; Ngobese, Sibusiso Blessing. In: MPRA Paper. RePEc:pra:mprapa:101493.

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2020Greek sovereign crisis and European exchange rates: effects of news releases and their providers. (2020). Garefalakis, Alexandros ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos ; Sariannidis, Nikolaos. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-019-03199-x.

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2020Effects of declining bank health on borrowers’ earnings quality: evidence from the European sovereign debt crisis. (2020). Kiy, Florian ; Zick, Theresa. In: Journal of Business Economics. RePEc:spr:jbecon:v:90:y:2020:i:4:d:10.1007_s11573-020-00968-0.

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Works by Denitsa Stefanova:


YearTitleTypeCited
2014The Evolving Beta-Liquidity Relationship of Hedge Funds In: LSF Research Working Paper Series.
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paper3
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: 3
article
2014Hedge Fund Innovation In: LSF Research Working Paper Series.
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paper2
2016The European sovereign debt crisis: What have we learned? In: Journal of Empirical Finance.
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article13
2017The European sovereign debt crisis: What have we learned?.(2017) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 13
paper
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper0
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2015Dynamic Hedging and Extreme Asset Co-movements In: Review of Financial Studies.
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article3
2011Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection In: Tinbergen Institute Discussion Papers.
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paper3
2011Market Liquidity and Exposure of Hedge Funds In: Tinbergen Institute Discussion Papers.
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paper1
2012Stock Market Asymmetries: A Copula Diffusion In: Tinbergen Institute Discussion Papers.
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paper0
2018Signaling or marketing? The role of discount control mechanisms in closed-end funds In: CFS Working Paper Series.
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paper0

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