Laurens A. P. Swinkels : Citation Profile

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

14

H index

18

i10 index

460

Citations

RESEARCH PRODUCTION:

39

Articles

21

Papers

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 20
   Journals where Laurens A. P. Swinkels has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 9 (1.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psw2
   Updated: 2025-04-12    RAS profile: 2024-11-21    
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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 (13)

Li, Youwei (9)

Carriero, Andrea (5)

Lyócsa, Štefan (5)

Kapetanios, George (5)

lucey, brian (5)

Marcellino, Massimiliano (5)

Umar, Zaghum (5)

Kim, Tae-Hwan (4)

Molnár, Peter (4)

Demirer, Riza (4)

Cites to:

French, Kenneth (25)

Fama, Eugene (19)

Goetzmann, William (11)

Bekaert, Geert (11)

Pedersen, Lasse (10)

Titman, Sheridan (10)

merton, robert (9)

Vliet, Pim (9)

Reinhart, Carmen (9)

Stambaugh, Robert (8)

Campbell, John (8)

Main data

Production by document typepaperarticle2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents123456789101112131415160204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Laurens A. P. Swinkels has published?

Journals with more than one article published# docs
Journal of Asset Management7
Financial Analysts Journal5
Journal of Empirical Finance3
Journal of Banking & Finance2
Journal of International Money and Finance2
Financial Innovation2

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29.

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2024Robust decisions for heterogeneous agents via certainty equivalents. (2024). Schweizer, Nikolaus ; Balter, Anne G. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:1:p:171-184.

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2024Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

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2024Complements or substitutes? The effect of ETFs on other managed funds. (2024). Tan, Kian ; Low, Rand ; Tang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003466.

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2024Connectedness at extremes between real estate tokens and real estate stocks. (2024). Ali, Shoaib ; Brahim, Mariem ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003570.

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2024Post earnings announcement drift: A simple earnings surprise measure, the medium effect of investor attention and investing strategy. (2024). Xie, Yuxuan ; Mi, Xianhua ; Lan, Qiujun ; Zhang, Chunyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003922.

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2024What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015.

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2024Why do life insurers hold sin bonds? Evidence from investment delegation. (2024). Wang, Shuai ; Brisker, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013375.

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2024Can factor momentum beat momentum factor? Evidence from China. (2024). Zhang, Xuan ; Ouyang, Ruolan ; Zhu, Dongming. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000515.

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2024What affects the financial asset allocation of the elderly? From the perspective of financial literacy and risk attitude. (2024). Liu, Xiaoyu ; Wang, Jie ; Yang, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400357x.

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2024Geopolitical risk exposure and stock returns: Evidence from China. (2024). Jin, Meichen ; Ren, Xinrui ; Zhang, Yuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005099.

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2024Can the enterprise intelligent transformation promote accounting information transparency? Pressure from media attention. (2024). Deng, Xinxia ; Liang, Rui ; Qiu, Jiayu. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006354.

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2024Excess return and tracking errors of Chinese ETFs. (2024). Yuan, Zhiqi ; Liang, Hengyue ; Hu, Dongmei. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008882.

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2024The battle of factors. (2024). Attig, Najah ; Assoe, Kodjovi ; Sy, Oumar. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Does local government debt regulation improve rural banks’ performance? Evidence from China. (2024). Zhang, Xuan ; Wei, LU ; Wang, Zexi ; Liu, Wei ; Jing, Zhongbo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001828.

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2024ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet Huseyin ; Zaremba, Adam ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2024The out-of-sample performance of carry trades. (2024). Li, Yan ; Wang, Zigan ; Taylor, Mark P ; Hsu, Po-Hsuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

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2024Global mispricing matters. (2024). Yu, Jiasheng ; Liu, Hongkui ; Tang, Guohao ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001232.

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2024Extrapolation beyond peers: An asset pricing perspective. (2024). Wu, Yiyong ; Tang, Guohao ; Lou, Guanyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001402.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Unleashing power of financial technologies on mineral productivity in G-20 countries. (2024). Manga, Muge ; Bugan, Mehmet Fatih ; Destek, Mehmet Akif ; Cevik, Emrah I. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000990.

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2024Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257.

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2024A four-factor model based on factor momentum. (2024). Li, Daye ; Cui, Mengqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002634.

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2024Pricing and mispricing of accounting fundamentals: Global evidence. (2024). Kostlmeier, Siegfried. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:71-87.

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2024Fintech, bank diversification and liquidity: Evidence from China. (2024). Corbet, Shaen ; Hu, Yang ; Tang, Mengxuan ; Oxley, Les ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002088.

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2024Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach. (2024). Demir, Ender ; Assaf, Ata ; Yousaf, Imran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000308.

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2024.

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2025The Influence of Religiosity on Muslim Women’s Selection of Fund Providers in Malaysia. (2025). Mansor, Fadillah ; Bouzekouk, Salim. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:123-:d:1600457.

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2024Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44..

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2024Wealth and familiarity bias: sin stocks investment in Europe. (2024). Aminu, Nasir ; Calavia, Pedro Fernandez ; Hamdan, Mohammed. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00360-5.

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2024A Riskmas Carol. (2024). Angelini, Eliana ; Foglia, Matteo. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s121-s137.

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2024Liquidity and Credit Risk in Indonesia: The Role of FinTech Development. (2024). , Mardiany ; Santi, Eka Nor ; Nugroho, Bramantyo Adi ; Fitrian, Zhikry ; Fitrianto, Yuli ; Yudaruddin, Rizky ; Hapsari, Pebiansyah. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241245248.

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2024The impact of FinTech firms on bank financial stability. (2024). Paramati, Sudharshan Reddy ; Safiullah, MD. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-022-09595-z.

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2024Fintech and corporate governance: at times of financial crisis. (2024). Asiaei, Kaveh ; Chin, Alice ; Wan, Adrian Lean ; Najaf, Khakan ; Dhiaf, Mohamed M. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-023-09733-1.

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2024Relationship between fintech by Google search and bank stock return: a case study of Vietnam. (2024). Huynh, Hoc Thai ; Hoang, Sinh Duc ; Popesko, Boris ; Pavelkova, Drahomira ; Pham, Tien Phat. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00576-1.

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2024Inclusive FinTech, open banking, and bank performance: evidence from China. (2024). Li, Zhongfei ; Liu, Zhuang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00679-3.

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2025The effect of fintech M&As on short-term stock return in the context of macroeconomic environment. (2025). Miriakov, Mikhail ; Ochirova, Elena. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00673-9.

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2025Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y.

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Works by Laurens A. P. Swinkels:

Year  ↓Title  ↓Type  ↓Cited  ↓
2024The effects of COVID‐19 policies on consumer spending in Norway In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article0
2023The Effects of COVID-19 Policies on Consumer Spending in Norway.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2012The Performance of European Index Funds and Exchange€ Traded Funds In: European Financial Management.
[Full Text][Citation analysis]		article13
2017Frontier and emerging government bond markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article8
2004Do countries or industries explain momentum in Europe? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article30
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: 30		paper
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2012The cross-section of stock returns in frontier emerging markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article41
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: 41		paper
2018Simulating historical inflation-linked bond returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2024Factor models for Chinese A-shares In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2020Media attention and the volatility effect In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2021The structure and degree of dependence in government bond markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2019Individual pension risk preference elicitation and collective asset allocation with heterogeneity In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2015Can implied volatility predict returns on the currency carry trade? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2021Global factor premiums In: Journal of Financial Economics.
[Full Text][Citation analysis]		article21
2009The economic value of fundamental and technical information in emerging currency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article38
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: 38		paper
2015Empirical evidence on the currency carry trade, 1900–2012 In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article20
2021Anomalies in the China A-share market In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article19
2024Trading carbon credit tokens on the blockchain In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]
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
.() In: .
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This paper has nother version. Agregated cites: 5		article
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]		paper0
2003Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		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]		article16
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]		article11
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]		article2
2002International industry momentum In: Journal of Asset Management.
[Full Text][Citation analysis]		article9
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]		article20
2008Fundamental indexation: An active value strategy in disguise In: Journal of Asset Management.
[Full Text][Citation analysis]		article16
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]		paper25
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: 25		article
2001Return-Based Style Analysis with Time-Varying Exposures.(2001) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2017The impact of FinTech start-ups on incumbent retail banks’ share prices In: Financial Innovation.
[Full Text][Citation analysis]		article28
2023Empirical evidence on the ownership and liquidity of real estate tokens In: Financial Innovation.
[Full Text][Citation analysis]		article7
2023Does excluding sin stocks cost performance? In: Journal of Sustainable Finance & Investment.
[Full Text][Citation analysis]		article2
In: .
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In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		article0
2003Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes In: Discussion Paper.
[Full Text][Citation analysis]		paper11
2003Empirical analysis of investment strategies for institutional investors In: Other publications TiSEM.
[Full Text][Citation analysis]		paper3
2003Market Timing : A Decomposition of Mutual Fund Returns In: Other publications TiSEM.
[Full Text][Citation analysis]		paper1
2004Do countries or industries explain momentum in Europe? In: Other publications TiSEM.
[Full Text][Citation analysis]		paper29
2002Do Countries or Industries Explain Momentum in Europe? In: Other publications TiSEM.
[Full Text][Citation analysis]		paper1
2003Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes In: Other publications TiSEM.
[Full Text][Citation analysis]		paper7
2003De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
2001Return-Based Style Analysis with Time-Varying Exposures In: Other publications TiSEM.
[Full Text][Citation analysis]		paper3

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