Laurens A. P. Swinkels : Citation Profile


Are you Laurens A. P. Swinkels?

Erasmus Universiteit Rotterdam (50% share)
Erasmus Universiteit Rotterdam (50% share)

8

H index

8

i10 index

201

Citations

RESEARCH PRODUCTION:

24

Articles

20

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 10
   Journals where Laurens A. P. Swinkels has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 4 (1.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psw2
   Updated: 2021-10-16    RAS profile: 2021-08-13    
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Relations with other researchers


Works with:

Piljak, Vanja (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurens A. P. Swinkels.

Is cited by:

Li, Youwei (6)

Kapetanios, George (5)

Carriero, Andrea (5)

Marcellino, Massimiliano (5)

lucey, brian (4)

Moore, Michael (3)

Neely, Christopher (3)

Schröder, Michael (3)

Kuang, Pei (3)

Wang, Qingwei (3)

faff, robert (3)

Cites to:

Fama, Eugene (14)

French, Kenneth (14)

Bekaert, Geert (8)

Viceira, Luis (8)

Titman, Sheridan (8)

Campbell, John (7)

Poterba, James (6)

Rouwenhorst, K. (6)

merton, robert (6)

Harvey, Campbell (6)

Mitchell, Olivia (5)

Main data


Where Laurens A. P. Swinkels has published?


Journals with more than one article published# docs
Journal of Asset Management7
Journal of Empirical Finance3
Journal of International Money and Finance2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam8

Recent works citing Laurens A. P. Swinkels (2021 and 2020)


YearTitle of citing document
2020The voluntary pension funds – a viable solution to supplement the pensioners incomes. (2020). Haegan, Drago Alexandru ; Anghel, Mdlina-Gabriela. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:51-64.

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2020Building Cross-Sectional Systematic Strategies By Learning to Rank. (2020). Lim, Bryan ; Poh, Daniel ; Roberts, Stephen ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2012.07149.

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2021Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures. (2021). Zohren, Stefan ; Lim, Bryan ; Poh, Daniel ; Roberts, Stephen. In: Papers. RePEc:arx:papers:2105.10019.

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2021Robust Decisions for Heterogeneous Agents via Certainty Equivalents. (2021). Schweizer, Nikolaus ; Balter, Anne G. In: Papers. RePEc:arx:papers:2106.13059.

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2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06.

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2021The Impact of Fintech Startups on Financial Institutions Performance and Default Risk. (2021). Haddad, Christian ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9050.

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2020Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto appr. (2020). Tomio, Bruno. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00720.

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2020The devil in the style: Mutual fund style drift, performance and common risk factors. (2020). Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:264-273.

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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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2020Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2021How sub-optimal are age-based life-cycle investment products?. (2021). Warren, Geoffrey J ; Steffensen, Mogens ; Khemka, Gaurav. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302623.

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2021Investor heterogeneity and momentum-based trading strategies in China. (2021). Li, Youwei ; Xiong, Xiong ; Han, Xing ; Gao, YA. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302957.

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2020Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil. (2020). Cepoi, Cosmin-Octavian. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305912.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2021On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530.

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2021Optimal collective investment: The impact of sharing rules, management fees and guarantees. (2021). Rach, Manuel ; Nguyen, Thai ; Chen, AN. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302739.

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2021Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

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2020The impact of Payment Services Directive 2 on the PayTech sector development in Europe. (2020). Mikula, Štěpán ; Polasik, Micha ; Iftikhar, Rehan ; Huterska, Agnieszka. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:385-401.

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2021Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

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2021Can risk explain the profitability of technical trading in currency markets?. (2021). Neely, Christopher ; Famiglietti, Matthew T ; Weller, Paul ; Ivanova, Yuliya . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302412.

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2020Whose Algorithm Says So: The Relationships Between Type of Firm, Perceptions of Trust and Expertise, and the Acceptance of Financial Robo-Advice. (2020). Donkers, Bas ; dellaert, benedict ; Carlos , . In: Journal of Interactive Marketing. RePEc:eee:joinma:v:49:y:2020:i:c:p:107-124.

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2021The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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2020Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?. (2020). Czapkiewicz, Anna ; Maydybura, Alina ; Karathanasopoulos, Andreas ; Zaremba, Adam ; Bagheri, Noushin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x17305899.

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2020Do financial technology firms influence bank performance?. (2020). Hutabarat, Akhis R ; Rahman, Eki R ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x18305638.

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2021Determinants of defaults on P2P lending platforms in China. (2021). Liu, M ; Yen, J ; Gao, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:334-348.

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2020Feedback trading and the ramadan effect in frontier markets. (2020). Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Gad, Samar ; Cui, Yueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306294.

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2020Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115.

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2020Wavelet Analysis of the Euro and its Co-Movement with Four Exchange Rates. (2020). Chu, Japan Meifen. In: Eurasian Journal of Social Sciences. RePEc:ejn:ejssjr:v:8:y:2020:i:3:p:123-133.

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2020Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hassani, Hossein ; Huang, XU. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:1:p:18-:d:329010.

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2021Economic Policy Uncertainty and Stock Return Momentum. (2021). Filipe, Jose Antonio ; Rita, Joo Xavier ; Caleiro, Antonio Bento ; Mata, Mario Nuno ; Dash, Saumya Ranjan ; Goel, Garima. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:141-:d:522949.

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2020Carry trade in developing and developed countries : a Granger causality analysis with the Toda-Yamamoto approach. (2020). Tomio, Bruno. In: Post-Print. RePEc:hal:journl:halshs-02968822.

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2020Management of Financial Technology and Its Impact on the Banking Services: Palestine. (2020). Dalbah, Iyad Yousef. In: Business and Management Research. RePEc:jfr:bmr111:v:9:y:2020:i:2:p:9-18.

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2021Testing for structural breaks in return-based style regression models. (2021). Kim, Tae-Hwan ; Stone, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00364-2.

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2021A comprehensive investigation into style momentum strategies in China. (2021). Su, Chen. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00375-z.

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2021Seasonalities in the German stock market. (2021). Keiber, Karl Ludwig ; Hofmann, Daniel. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:2:d:10.1007_s11408-020-00373-1.

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2021Drivers of inflation-linked public debt: an empirical investigation. (2021). Gomez-Gonzalez, Patricia. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:1:d:10.1007_s10368-020-00485-z.

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2021Do investors in SMEs herd? Evidence from French and UK equity markets. (2021). Miloudi, Anthony ; Galariotis, Emilios ; Bouattour, Mondher ; Benkraiem, Ramzi. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:4:d:10.1007_s11187-019-00284-0.

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2020Analiza ewolucji i struktury sektora fintech. (2020). Olbry, Martyna ; Haasik-Kozajda, Magorzata. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:5:p:549-586.

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2020ETFs tracking errors on global markets with consideration of regional diversity. (2020). Dobson, Peter. In: MPRA Paper. RePEc:pra:mprapa:103695.

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2021Exploring the usefulness of Fintech in the dark era of COVID-19. (2021). Pinshi, Christian P. In: MPRA Paper. RePEc:pra:mprapa:107863.

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2021Inflation-Linked Bonds as a Separate Asset Class: Evidence from Emerging and Developed Markets. (2021). Srivastava, Aman ; Mehta, Chhavi ; Chopra, Monika. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:1:p:219-235.

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2020.

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2020Development of E-banking channels and market share in developing countries. (2020). Mashali, Behzad ; Nazaritehrani, Ali. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-0171-z.

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2021Navigating the factor zoo around the world: an institutional investor perspective. (2021). Ranganathan, Ananthalakshmi ; Pope, Peter F ; Lohre, Harald ; Bartram, Sohnke M. In: Journal of Business Economics. RePEc:spr:jbecon:v:91:y:2021:i:5:d:10.1007_s11573-021-01035-y.

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2021Digital customization of consumer investments in multiple funds: virtual integration improves risk–return decisions. (2021). , Benedict ; Dijl, Patrick ; Donkers, Bas ; Lim, Sesil. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:49:y:2021:i:4:d:10.1007_s11747-020-00740-4.

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2020Testing for Structural Breaks in Return-Based Style Regression Models. (2020). Kim, Tae-Hwan ; Stone, Douglas . In: Working papers. RePEc:yon:wpaper:2020rwp-165.

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2020Factor exposure variation and mutual fund performance. (2020). Weigert, Florian ; Fischer, Sebastian ; Ammann, Manuel. In: CFR Working Papers. RePEc:zbw:cfrwps:2006.

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Works by Laurens A. P. Swinkels:


YearTitleTypeCited
2012The Performance of European Index Funds and Exchange†Traded Funds In: European Financial Management.
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article6
2017Frontier and emerging government bond markets In: Emerging Markets Review.
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article5
2004Do countries or industries explain momentum in Europe? In: Journal of Empirical Finance.
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article22
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: ERIM Report Series Research in Management.
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This paper has another version. Agregated cites: 22
paper
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Discussion Paper.
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This paper has another version. Agregated cites: 22
paper
2004Do countries or industries explain momentum in Europe?.(2004) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 22
paper
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 22
paper
2012The cross-section of stock returns in frontier emerging markets In: Journal of Empirical Finance.
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article29
2012The Cross-Section of Stock Returns in Frontier Emerging Markets.(2012) In: ERIM Report Series Research in Management.
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This paper has another version. Agregated cites: 29
paper
2018Simulating historical inflation-linked bond returns In: Journal of Empirical Finance.
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article1
2020Media attention and the volatility effect In: Finance Research Letters.
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article2
2019Individual pension risk preference elicitation and collective asset allocation with heterogeneity In: Journal of Banking & Finance.
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article6
2015Can implied volatility predict returns on the currency carry trade? In: Journal of Banking & Finance.
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article10
2009The economic value of fundamental and technical information in emerging currency markets In: Journal of International Money and Finance.
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article34
2007The Economic Value of Fundamental and Technical Information in Emerging Currency Markets.(2007) In: ERIM Report Series Research in Management.
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This paper has another version. Agregated cites: 34
paper
2015Empirical evidence on the currency carry trade, 1900–2012 In: Journal of International Money and Finance.
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article14
2009Performance Evaluation of Balanced Pension Plans In: ERIM Report Series Research in Management.
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paper0
2012Performance evaluation of balanced pension plans.(2012) In: Quantitative Finance.
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This paper has another version. Agregated cites: 0
article
2010Create Better Diversified High-Conviction Equity Portfolios using the Portfolio Diversification Index In: ERIM Report Series Research in Management.
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2012Emerging Markets Inflation-Linked Bonds In: ERIM Report Series Research in Management.
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paper4
2005Why don’t Latvian pension funds diversify more internationally? In: ERIM Report Series Research in Management.
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paper1
2003Market timing: A decomposition of mutual fund returns In: ERIM Report Series Research in Management.
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paper1
2003Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Discussion Paper.
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This paper has another version. Agregated cites: 1
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2003Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 1
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2015Accounting for market risk in microfinance investments In: International Journal of Sustainable Economy.
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article1
2013Can exchange traded funds be used to exploit industry and country momentum? In: Financial Markets and Portfolio Management.
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article10
Historical Returns of the Market Portfolio In: Review of Asset Pricing Studies.
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article1
2012An anatomy of calendar effects In: Journal of Asset Management.
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article1
2017Fundamental indexation for developed, emerging, and frontier government bond markets In: Journal of Asset Management.
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article0
2021Who owns tobacco stocks? In: Journal of Asset Management.
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article0
2002International industry momentum In: Journal of Asset Management.
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article1
2004Momentum investing: A survey In: Journal of Asset Management.
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article3
2007Can mutual funds time investment styles? In: Journal of Asset Management.
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article2
2008Fundamental indexation: An active value strategy in disguise In: Journal of Asset Management.
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article1
2018Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article0
2001Return-based Style Analysis with Time-varying Exposures In: Computing in Economics and Finance 2001.
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paper24
2006Return-based style analysis with time-varying exposures.(2006) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 24
article
2001Return-Based Style Analysis with Time-Varying Exposures.(2001) In: Discussion Paper.
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This paper has another version. Agregated cites: 24
paper
2001Return-Based Style Analysis with Time-Varying Exposures.(2001) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 24
paper
2017The impact of FinTech start-ups on incumbent retail banks’ share prices In: Financial Innovation.
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article8
2003Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes In: Discussion Paper.
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paper11
2003Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes.(2003) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 11
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2003Empirical analysis of investment strategies for institutional investors In: Other publications TiSEM.
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paper3
2003De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen In: Other publications TiSEM.
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paper0

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