Laurens A. P. Swinkels : Citation Profile

Are you Laurens A. P. Swinkels?

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

12

H index

16

i10 index

344

Citations

RESEARCH PRODUCTION:

28

Articles

20

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 17
   Journals where Laurens A. P. Swinkels has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 7 (1.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psw2
   Updated: 2024-01-16    RAS profile: 2022-11-13    
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Relations with other researchers

Works with:

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:

Zaremba, Adam (12)

Li, Youwei (6)

Kapetanios, George (5)

Carriero, Andrea (5)

Marcellino, Massimiliano (5)

lucey, brian (4)

Stagnol, Lauren (3)

faff, robert (3)

Demirer, Riza (3)

Moore, Michael (3)

Neely, Christopher (3)

Cites to:

French, Kenneth (23)

Fama, Eugene (18)

Bekaert, Geert (11)

Titman, Sheridan (10)

Vliet, Pim (9)

Pedersen, Lasse (9)

Goetzmann, William (8)

merton, robert (8)

Campbell, John (8)

Harvey, Campbell (8)

Reinhart, Carmen (8)

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 Banking & Finance2
Journal of International Money and 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 (2024 and 2023)

YearTitle of citing document
2023Construct sparse portfolio with mutual funds favourite stocks in China A share market. (2023). Zhang, KE. In: Papers. RePEc:arx:papers:2305.01642.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023Optimal multivariate financial decision making. (2023). Vanduffel, Steven ; de Gennaro, L ; Bernard, C. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:468-483.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Disseminating information across connected firms — Analyst site visits can help. (2023). Yin, Chengxi ; Xiao, Xinrong ; Wang, Rundong ; Cao, Zhengyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:510-531.

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2023Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

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2023Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893.

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2023Risk-weighted cryptocurrency indices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006158.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks. (2023). Benchimol, Jonathan ; Koenigstein, Noam ; Hammer, Allon ; Cohen, Eliya ; Caspi, Itamar ; Barkan, Oren. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1145-1162.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2023Industry momentum in Latin America. (2023). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000693.

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2023Looking at socially responsible investment strategies through the lenses of the global ETF industry. (2023). Paimanova, Viktoriia ; Lattanzio, Gabriele ; Galloppo, Giuseppe ; Fiordelisi, Franco. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001183.

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2023Overnight versus intraday returns of anomalies in China. (2023). Chou, Robin K ; Chang, Hui-Wen ; Lin, Chaonan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000732.

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2023Does the investment-profitability correlation affect the factor premiums? Evidence from China. (2023). Li, Tao ; Liu, Xujun ; Chen, Shan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000781.

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2023The role of anchoring on investors’ gambling preference: Evidence from China. (2023). Wu, KE ; Wang, Ziyue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001208.

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2023Cloning mutual fund returns. (2023). Niemann, Sebastian ; Schuhmacher, Frank ; Auer, Benjamin R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:31-37.

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2023Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948.

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2023The evolvement of momentum effects in China: Evidence from functional data analysis. (2023). Wang, Shixuan ; Teka, Hanen ; Liu, Zhenya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002197.

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2023Impact of Financial Technology on Improvement of Banks’ Financial Performance. (2023). Muqattash, Riham Suleiman ; Nassar, Mahmoud Daoud ; Kaddumi, Thair A ; Baker, Hafez. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:230-:d:1116545.

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2023.

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2023.

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2023A Study of Investment Style Timing of Mutual Funds in India. (2023). Kayal, Parthajit ; Pavithra, S. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09368-6.

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2023Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0.

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2023Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y.

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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2023Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic: Evidence from the time and frequency domains. (2023). Yang, Cai ; Gao, Wang ; Zhang, Hongwei ; Wang, Ying. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:460-487.

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2023Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets. (2023). Kambouroudis, Dimos ; McMillan, David G ; Korkusuz, Burak. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02290-w.

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2023Fintech and the economic capital of Chinese commercial banks risk: Based on theory and evidence. (2023). Song, Liangrong ; Yao, Ting. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2109-2123.

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2023.

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2023Gambling for recovery? Exploring the riskiness of European insurers assets during the Covid-19 crisis 2020. (2023). Beyer, Marcel. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4623.

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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.
[Full Text][Citation analysis]		article11
2017Frontier and emerging government bond markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article7
2004Do countries or industries explain momentum in Europe? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article29
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2004Do countries or industries explain momentum in Europe?.(2004) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2012The cross-section of stock returns in frontier emerging markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article36
2012The Cross-Section of Stock Returns in Frontier Emerging Markets.(2012) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2018Simulating historical inflation-linked bond returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2020Media attention and the volatility effect In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2021The structure and degree of dependence in government bond markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2019Individual pension risk preference elicitation and collective asset allocation with heterogeneity In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2015Can implied volatility predict returns on the currency carry trade? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2021Global factor premiums In: Journal of Financial Economics.
[Full Text][Citation analysis]		article8
2009The economic value of fundamental and technical information in emerging currency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article34
2007The Economic Value of Fundamental and Technical Information in Emerging Currency Markets.(2007) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2015Empirical evidence on the currency carry trade, 1900–2012 In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article19
2021Anomalies in the China A-share market In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article13
2009Performance Evaluation of Balanced Pension Plans In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2012Performance evaluation of balanced pension plans.(2012) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 0		article
2010Create Better Diversified High-Conviction Equity Portfolios using the Portfolio Diversification Index In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2012Emerging Markets Inflation-Linked Bonds In: ERIM Report Series Research in Management.
[Citation analysis]		paper5
2005Why don’t Latvian pension funds diversify more internationally? In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper1
2003Market timing: A decomposition of mutual fund returns In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper1
2003Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2003Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 1		paper
In: .
[Full Text][Citation analysis]		article1
2015Accounting for market risk in microfinance investments In: International Journal of Sustainable Economy.
[Full Text][Citation analysis]		article1
2013Can exchange traded funds be used to exploit industry and country momentum? In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article13
Historical Returns of the Market Portfolio In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article3
2012An anatomy of calendar effects In: Journal of Asset Management.
[Full Text][Citation analysis]		article10
2017Fundamental indexation for developed, emerging, and frontier government bond markets In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
2021Who owns tobacco stocks? In: Journal of Asset Management.
[Full Text][Citation analysis]		article1
2002International industry momentum In: Journal of Asset Management.
[Full Text][Citation analysis]		article8
2004Momentum investing: A survey In: Journal of Asset Management.
[Full Text][Citation analysis]		article15
2007Can mutual funds time investment styles? In: Journal of Asset Management.
[Full Text][Citation analysis]		article19
2008Fundamental indexation: An active value strategy in disguise In: Journal of Asset Management.
[Full Text][Citation analysis]		article15
2018Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article1
2001Return-based Style Analysis with Time-varying Exposures In: Computing in Economics and Finance 2001.
[Citation analysis]		paper26
2006Return-based style analysis with time-varying exposures.(2006) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2001Return-Based Style Analysis with Time-Varying Exposures.(2001) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2001Return-Based Style Analysis with Time-Varying Exposures.(2001) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2017The impact of FinTech start-ups on incumbent retail banks’ share prices In: Financial Innovation.
[Full Text][Citation analysis]		article17
2003Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes In: Discussion Paper.
[Full Text][Citation analysis]		paper12
2003Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes.(2003) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2003Empirical analysis of investment strategies for institutional investors In: Other publications TiSEM.
[Full Text][Citation analysis]		paper3
2003De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team