Willem Verschoor : Citation Profile


Are you Willem Verschoor?

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

14

H index

19

i10 index

771

Citations

RESEARCH PRODUCTION:

39

Articles

7

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 25
   Journals where Willem Verschoor has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 23 (2.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve15
   Updated: 2022-08-06    RAS profile: 2020-05-05    
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Relations with other researchers


Works with:

Zwinkels, Remco (3)

ter Ellen, Saskia (2)

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

Is cited by:

Hommes, Cars (24)

Uctum, Remzi (20)

Zwinkels, Remco (18)

Prat, Georges (17)

Wolff, Christian (16)

He, Xuezhong (Tony) (16)

Stillwagon, Josh (16)

Czudaj, Robert (16)

Beckmann, Joscha (14)

MacDonald, Ronald (13)

Menkhoff, Lukas (12)

Cites to:

Wolff, Christian (56)

Froot, Kenneth (43)

Frankel, Jeffrey (38)

Hommes, Cars (34)

Dominguez, Kathryn (32)

Zwinkels, Remco (32)

Tesar, Linda (26)

Hodrick, Robert (21)

Bodnar, Gordon (21)

Bekaert, Geert (21)

Taylor, Mark (19)

Main data


Where Willem Verschoor has published?


Journals with more than one article published# docs
Journal of International Money and Finance7
Applied Economics Letters3
Journal of International Financial Markets, Institutions and Money2
Journal of Multinational Financial Management2
Journal of Empirical Finance2
Emerging Markets Review2
Journal of the Japanese and International Economies2
Empirical Economics2
Pacific-Basin Finance Journal2
Journal of Economic Dynamics and Control2
Economics Letters2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg2

Recent works citing Willem Verschoor (2022 and 2021)


YearTitle of citing document
2021The profitability of trading on large Lévy jumps. (2021). Pan, Zheyao ; Gray, Phil ; Chan, Kam Fong. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:627-635.

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2021Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2021On Optimal Currency Areas and Common Cycles: Are the Acceding Countries Ready to Join the Euro?. (2021). Steinkamp, Sven ; Westermann, Frank ; Grimm, Louisa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9016.

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2021Mandatory governance reform and corporate risk management. (2021). Hege, Ulrich ; Laing, Elaine ; Hutson, Elaine. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000560.

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2022Board attributes, hedging activities and exchange rate risk: Multi-country firm-level evidence. (2022). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000463.

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2021The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

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2022Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data. (2022). Czudaj, Robert. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000071.

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2021Financialization, idiosyncratic information and commodity co-movements. (2021). Pan, Jiaofeng ; Wu, Fei ; Ji, Qiang ; Ma, Yan-Ran. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304230.

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2021The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies. (2021). Li, Youwei ; Wang, Yizhi ; Almaharmeh, Mohammad I ; Vigne, Samuel A ; Shehadeh, Ali A. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002003.

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2022Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795.

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2022Overconfidence and US stock market returns. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002580.

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2022Multinationals and stock return comovement. (2022). , Quan ; Nguyen, Nhut H ; Do, Hung X. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000163.

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2021United we stand divided we fall: The time-varying factors driving European Union stock returns. (2021). Suardi, Sandy ; Zhao, Jing ; Liu, Wen-Chien ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000354.

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2021Economic stimulus through bank regulation: Government responses to the COVID-19 crisis. (2021). Kampouris, Ilias ; Samitas, Aristeidis ; Polyzos, Stathis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001542.

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2022Export pricing and exchange rate expectations under uncertainty. (2022). Fracasso, Andrea ; Tomasi, Chiara ; Secchi, Angelo. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:135-152.

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2021Term structure of interest rates: Modelling the risk premium using a two horizons framework. (2021). Uctum, Remzi ; Prat, Georges. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:421-436.

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2021Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

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2021Sentiment: The bridge between financial markets and macroeconomy. (2021). Chen, Zhenxi ; Lin, Yaheng ; Lien, Donald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1177-1190.

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2021Volatility expectations and disagreement. (2021). van der Sar, Nico L ; Huisman, Ronald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393.

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2022Exchange rate expectation, abnormal returns, and the COVID-19 pandemic. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:1-25.

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2021Currency returns and downside risk: Debt, volatility, and the gap from benchmark values. (2021). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000161.

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2021The effect of exchange rate fluctuations on the performance of small and medium sized enterprises: Implications for Brexit. (2021). Mefteh-Wali, Salma ; Dropsy, Vincent ; Clark, Ephraim ; Belghitar, Yacine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:399-410.

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2022Does trade cause fear of appreciation?. (2022). Zhu, Jiaqing ; Zhang, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:68-80.

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2022On the predictive power of tweet sentiments and attention on bitcoin. (2022). Suardi, Sandy ; Liu, Bin ; Rasel, Atiqur Rahman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:289-301.

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2021Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155.

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2021.

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2021Term structure of interest rates: modelling the risk premium using a two horizons framework. (2021). Prat, Georges ; Uctum, Remzi. In: Post-Print. RePEc:hal:journl:hal-03319099.

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2021On Optimal Currency Areas and Common Cycles: Are the Acceding Countries Ready to Join the Euro?. (2001). Steinkamp, Sven ; Westermann, Frank ; Grimm, Louisa. In: IEER Working Papers. RePEc:iee:wpaper:wp0120.

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2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

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2021Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525.

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2022Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

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2022Bounded rationality, asymmetric information and mispricing in financial markets. (2022). Diao, Xundi ; Gong, Qingbin. In: Economic Theory. RePEc:spr:joecth:v:74:y:2022:i:1:d:10.1007_s00199-021-01366-5.

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2021.

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2021Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data. (2021). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep050.

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2022Fundamental determinants of exchange rate expectations. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep056.

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2021Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices. (2021). Ahn, Keunbae. In: PhD Thesis. RePEc:uts:finphd:1-2021.

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2021Asymmetric interdependence between currency markets volatilities across frequencies and time scales. (2021). Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2436-2457.

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2021Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co?movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?. (2021). Chen, Qian ; Li, Shuangqi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2871-2890.

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2021The contagion phenomena of the Brexit process on main stock markets. (2021). Iiguez, Cristina ; Escribano, Ana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4462-4481.

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2022The influence of policy uncertainty on exchange rate forecasting. (2022). Smales, Lee A. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:997-1016.

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Works by Willem Verschoor:


YearTitleTypeCited
2016Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper.
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paper6
2019Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets.
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This paper has another version. Agregated cites: 6
article
2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence In: Working Paper.
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paper2
2005Time Variation in Term Premia: International Evidence In: CEPR Discussion Papers.
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paper9
2008Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers.
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paper5
2009Dispersion of Beliefs in the Foreign Exchange Market.(2009) In: LSF Research Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
1990EMS Exchange Rates In: CEPR Financial Markets Paper.
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paper17
2009Time-Variation in Term Permia: International Survey-Based Evidence In: LSF Research Working Paper Series.
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paper11
2011Time-variation in term premia: International survey-based evidence.(2011) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 11
article
2009Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis In: Journal of Economic Dynamics and Control.
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article55
2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control.
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article41
1998EMS exchange rate expectations and time-varying risk premia In: Economics Letters.
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article6
2001Scandinavian forward discount bias risk premia In: Economics Letters.
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article9
2013Carry trade and foreign exchange rate puzzles In: European Economic Review.
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article35
2002Further evidence on Asian stock return behavior In: Emerging Markets Review.
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article10
2007Trade and exposure of Eastern European multinationals In: Emerging Markets Review.
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article1
2006Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms In: Journal of Empirical Finance.
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article55
2016Time-varying importance of country and industry factors in European corporate bonds In: Journal of Empirical Finance.
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article5
2001Exchange risk premia, expectations formation and news in the Mexican peso/U.S. dollar forward exchange rate market In: International Review of Financial Analysis.
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article3
2020Expected issuance fees and market liquidity In: Journal of Financial Markets.
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article0
2008Further evidence on the rationality of interest rate expectations In: Journal of International Financial Markets, Institutions and Money.
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article7
2017Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
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article16
2009The effect of exchange rate variability on US shareholder wealth In: Journal of Banking & Finance.
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article12
1993Further evidence on exchange rate expectations In: Journal of International Money and Finance.
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article76
1994Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance.
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article46
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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article37
2010Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS In: Journal of International Money and Finance.
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article57
2012Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms In: Journal of International Money and Finance.
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article13
2013Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance.
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article43
2007Asian foreign exchange risk exposure In: Journal of the Japanese and International Economies.
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article34
1993Asian Exchange Rate Expectations In: Journal of the Japanese and International Economies.
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article13
2006Foreign exchange risk exposure: Survey and suggestions In: Journal of Multinational Financial Management.
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article39
2008The Latin American exchange exposure of U.S. multinationals In: Journal of Multinational Financial Management.
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article7
1994Asian interest expectations and exchange rate dynamics In: Pacific-Basin Finance Journal.
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article1
1995Asian interest expectations and exchange rate dynamics.(1995) In: Pacific-Basin Finance Journal.
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This paper has another version. Agregated cites: 1
article
2007The Asian crisis exchange risk exposure of US multinationals In: Managerial Finance.
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article5
2012REPUTATIONAL PENALTIES TO FIRMS IN ANTITRUST INVESTIGATIONS In: Journal of Competition Law and Economics.
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article2
1994German Stock Market Dynamics. In: Empirical Economics.
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article2
1998Interest expectations and exchange rates news In: Empirical Economics.
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article4
2004A note on transition stock return behaviour In: Applied Economics Letters.
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article0
2009A heterogeneous route to the European monetary system crisis In: Applied Economics Letters.
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article1
2002Scandinavian exchange rate expectations In: Applied Economics Letters.
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article4
2000Exchange risk premia in the European monetary system In: Applied Financial Economics.
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article4
2014Home bias and Dutch pension funds investment behavior In: The European Journal of Finance.
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article1
2013Do foreign exchange fund managers behave like heterogeneous agents? In: Quantitative Finance.
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article4
1994On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business.
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article73

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team