6
H index
2
i10 index
111
Citations
Anders Wilhelmsson : Citation Profile
Lunds Universitet | RESEARCH PRODUCTION: 10 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2006 - 2021). Relations with other researchers
Main data
Where Anders Wilhelmsson has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Knut Wicksell Working Paper Series / Lund University, Knut Wicksell Centre for Financial Studies | 4 |
| Working Papers / Lund University, Department of Economics | 3 |
| Post-Print / HAL | 2 |
Recent works citing Anders Wilhelmsson (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051. Full description at Econpapers || Download paper |
| 2024 | Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon. (2024). Shirvani, Abootaleb ; He, Yifan ; Fabozzi, Frank ; Rachev, Svetlozar ; Shao, Barret. In: Papers. RePEc:arx:papers:2404.11722. Full description at Econpapers || Download paper |
| 2023 | Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8. Full description at Econpapers || Download paper |
| 2023 | Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345. Full description at Econpapers || Download paper |
| 2023 | The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x. Full description at Econpapers || Download paper |
| 2023 | Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. (2023). Jalkh, Naji ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004313. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2023 | The effect of enterprise risk management on corporate risk management. (2023). Yun, Jiyeon. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003227. Full description at Econpapers || Download paper |
| 2024 | Digital information disclosure, investor sentiment and enterprise default risk. (2024). Zheng, Yiwei. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001004. Full description at Econpapers || Download paper |
| 2023 | Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237. Full description at Econpapers || Download paper |
| 2023 | The value of (private) investor relations during the COVID-19 crisis. (2023). Posch, Peter N ; Krause, Miguel ; Engelhardt, Nils ; Neukirchen, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000504. Full description at Econpapers || Download paper |
| 2023 | Integrating stochastic mine planning model with ARDL commodity price forecasting. (2023). Chatterjee, Snehamoy ; Pillalamarry, Mallikarjun ; Madziwa, Lawrence. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007250. Full description at Econpapers || Download paper |
| 2023 | Blockholdings, Dividend Policy, Stock Returns and Return Volatility: Evidence from the UAE. (2023). Chamberlain, Trevor William ; Butt, Umar. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:4:p:122-:d:1260482. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2023 | Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper |
| 2023 | Alternative 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. Full description at Econpapers || Download paper |
| 2023 | A model-free approach to do long-term volatility forecasting and its variants. (2023). Karmakar, Sayar ; Wu, Kejin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00466-6. Full description at Econpapers || Download paper |
| 2023 | Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus. (2023). Ensor, Katherine B ; Raath, Kim C. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00292-3. Full description at Econpapers || Download paper |
| 2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. Full description at Econpapers || Download paper |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. Full description at Econpapers || Download paper |
| 2023 | Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets. (2023). Apergis, Nicholas ; Tsionas, Mike G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1137-1155. Full description at Econpapers || Download paper |
| 2023 | Trading volume and realized volatility forecasting: Evidence from the China stock market. (2023). Lee, Chien-Chiang ; Choo, Weichong ; Liu, Min. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:76-100. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Works by Anders Wilhelmsson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence In: Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2010 | Volatility Risk Premium, Risk Aversion, and the Cross-Section of Stock Returns In: The Financial Review. [Full Text][Citation analysis] | article | 1 |
| 2018 | Enterprise Risk Management and Default Risk: Evidence from the Banking Industry In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 8 |
| 2016 | Enterprise Risk Management and Default Risk: Evidence from the Banking Industry.(2016) In: Knut Wicksell Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2009 | Value at Risk with time varying variance, skewness and kurtosis--the NIG-ACD model In: Econometrics Journal. [Full Text][Citation analysis] | article | 37 |
| 2021 | Tax avoidance and state ownership — The case of Sweden In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | The pernicious effects of contaminated data in risk management In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2010 | The pernicious effects of contaminated data in risk management.(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | The Pernicious Effects of Contaminated Data in Risk Management.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Risk premia: Exact solutions vs. log-linear approximations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Idiosyncratic Risk and Higher-Order Cumulants In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Systemic Risk and Centrality Revisited: The Role of Interactions In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Systemic Risk and Centrality Revisited:The Role of Interactions.(2019) In: Knut Wicksell Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Non-Standard Errors In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2016 | Ownership Determinants of Stock Return Volatility In: Knut Wicksell Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Macro news and long-run volatility expectations In: Knut Wicksell Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Garch forecasting performance under different distribution assumptions In: Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 2009 | Measuring Event Risk In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2017 | Tax Planning in Partner-owned Close Corporations In: Nordic Tax Journal. [Full Text][Citation analysis] | article | 0 |
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