Daniele Ballinari : Citation Profile

Are you Daniele Ballinari?

Universität Basel

1

H index

1

i10 index

72

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   2 years (2020 - 2022). See details.
   Cites by year: 36
   Journals where Daniele Ballinari has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 3 (4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1855
   Updated: 2024-04-18    RAS profile: 2023-02-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Audrino, Francesco (2)

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

Is cited by:

Lyócsa, Štefan (5)

Výrost, Tomáš (4)

Baumohl, Eduard (4)

Molnár, Peter (2)

Guidolin, Massimo (2)

Clements, Adam (2)

Füss, Roland (2)

Sen, Jaydip (2)

Plíhal, Tomáš (1)

Zhang, Yaojie (1)

Lansing, Kevin (1)

Cites to:

Shleifer, Andrei (10)

Bollerslev, Tim (8)

Baker, Malcolm (8)

Wurgler, Jeffrey (8)

Engelberg, Joseph (7)

Summers, Lawrence (6)

Renault, Thomas (6)

Corsi, Fulvio (6)

Waldmann, Robert (6)

Diebold, Francis (5)

Andersen, Torben (5)

Main data

Where Daniele Ballinari has published?

Recent works citing Daniele Ballinari (2024 and 2023)

YearTitle of citing document
2023Portfolio Optimization: A Comparative Study. (2023). Dasgupta, Subhasis ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2307.05048.

Full description at Econpapers || Download paper

2023To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis. (2023). Raabe, Jun-Patrick ; Leible, Stephan ; Lohden, Thomas ; Matthies, Tim. In: Papers. RePEc:arx:papers:2308.09968.

Full description at Econpapers || Download paper

2023Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data. (2023). Liu, Yujiang ; Zhang, Xulong ; Leng, Wan ; Zhou, Lichun ; Tang, Lihua ; Jiang, Guilin ; Gui, Zhaozhong. In: Papers. RePEc:arx:papers:2309.16196.

Full description at Econpapers || Download paper

2023Aggregate Insider Trading and Stock Market Volatility in the UK. (2023). Spagnolo, Nicola ; Kyriacou, Kyriacos ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10511.

Full description at Econpapers || Download paper

2023Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242.

Full description at Econpapers || Download paper

2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

Full description at Econpapers || Download paper

2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

Full description at Econpapers || Download paper

2023Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369.

Full description at Econpapers || Download paper

2023The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Halouskova, Martina ; Lyocsa, Tefan ; Haugom, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810.

Full description at Econpapers || Download paper

2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

Full description at Econpapers || Download paper

2023Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819.

Full description at Econpapers || Download paper

2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

Full description at Econpapers || Download paper

2023Stock market volatility prediction: Evidence from a new bagging model. (2023). Huang, Dengshi ; Xu, Weiju ; Bu, Jinfeng ; Luo, Qin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:445-456.

Full description at Econpapers || Download paper

2023Contagion Spillover from Bitcoin to Carbon Futures Pricing: Perspective from Investor Attention. (2023). Zhang, Yinpeng ; Zhu, Panpan ; Zhou, Qingjie. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:929-:d:1035420.

Full description at Econpapers || Download paper

2023Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry. In: Working Papers. RePEc:rnp:wpaper:w20220250.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Sentiment indices and stock returns: Evidence from China. (2023). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1063-1080.

Full description at Econpapers || Download paper

2023Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068.

Full description at Econpapers || Download paper

Works by Daniele Ballinari:

YearTitleTypeCited
2022When does attention matter? The effect of investor attention on stock market volatility around news releases In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2020Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2020The impact of sentiment and attention measures on stock market volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article69
2021How to gauge investor behavior? A comparison of online investor sentiment measures In: Digital Finance.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team