Bernard Herskovic : Citation Profile

Are you Bernard Herskovic?

University of California-Los Angeles (UCLA)

5

H index

5

i10 index

296

Citations

RESEARCH PRODUCTION:

1

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 19
   Journals where Bernard Herskovic has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 6 (1.99 %)

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   Permalink: http://citec.repec.org/phe598
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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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 Bernard Herskovic.

Is cited by:

Weber, Michael (35)

Pasten, Ernesto (24)

Schoenle, Raphael (24)

Ozdagli, Ali (11)

Carvalho, Vasco (9)

Tahbaz-Salehi, Alireza (7)

Choi, Horag (6)

Kaboski, Joseph (6)

Alessandria, George (6)

Midrigan, Virgiliu (6)

Baruník, Jozef (6)

Cites to:

Carvalho, Vasco (15)

Campbell, John (13)

Van Nieuwerburgh, Stijn (13)

Acemoglu, Daron (11)

Gabaix, Xavier (10)

Lustig, Hanno (9)

Tahbaz-Salehi, Alireza (9)

Pavan, Alessandro (8)

Morris, Stephen (8)

Goyal, Sanjeev (7)

Constantinides, George (7)

Main data

Where Bernard Herskovic has published?

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc3
2016 Meeting Papers / Society for Economic Dynamics2

Recent works citing Bernard Herskovic (2024 and 2023)

YearTitle of citing document
2023.

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2023Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Games on Endogenous Networks. (2021). Golub, Benjamin ; Sadler, Evan. In: Papers. RePEc:arx:papers:2102.01587.

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2023Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

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2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023Labor Income Risk and the Cross-Section of Expected Returns. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.09173.

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2023Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081.

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2023Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419.

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2023Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968.

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2023Small Business Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market. (2023). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:389-425.

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2023Capital Risk, Fiscal Policy, and the Distribution of Wealth. (2023). Regis, Luca ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_454.

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2023Global Production Linkages and Stock Market Comovement. (2023). Auer, Raphael A ; Wagner, Alexander F ; Schrimpf, Andreas ; Iwadate, Bruce. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10492.

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2023Do information spillovers across products aggravate product market monopoly? An examination with Chinese data. (2023). Dong, Jiemiao ; Mukhopadhaya, Pundarik ; Cheng, Jiajia ; Yu, Zhuangxiong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001505.

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2023Free riding in networks. (2023). Merlino, Luca ; Kinateder, Markus. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000077.

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2023Disagreement, speculation, and the idiosyncratic volatility. (2023). Jiang, Ying ; Pan, Jiening ; Wu, KE ; Wang, Jianqiu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:232-250.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2023Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725.

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2023Outside of a sole globally risk averse agent, all other agents in markets are risk seeking agents. (2023). Obrimah, Oghenovo A. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000892.

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2023Profitability anomaly and aggregate volatility risk. (2023). Barinov, Alexander. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000714.

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2023Average tail risk and aggregate stock returns. (2023). , Richard ; Dai, Yingtong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001718.

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2023Origins of international factor structures. (2023). Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:1-26.

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2023What are the events that shake our world? Measuring and hedging global COVOL. (2023). Campos-Martins, Susana ; Engle, Robert F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:221-242.

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2023Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381.

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2023Micro uncertainty and asset prices. (2023). Kind, Thilo ; Herskovic, Bernard ; Kung, Howard. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:27-51.

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2023Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75.

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2023The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223.

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2023Exploiting social influence in networks. (2023). Winter, Eyal ; Nora, Vladyslav. In: Theoretical Economics. RePEc:the:publsh:5068.

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2023Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model. (2023). Sampi, James ; Koopman, S J ; Gorgi, P ; Blasques, F. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230007.

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2023Free riding in networks. (2023). Kinateder, Markus ; Merlino, Luca Paolo. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/365072.

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2023Decomposing the Growth of Top Wealth Shares. (2023). Gomez, Matthieu. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:3:p:979-1024.

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2023Conditional Equity Premium and Aggregate Corporate Investment. (2023). Qiu, Buhui ; Guo, Hui. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:251-295.

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2023Uncertainty, risk, and capital growth. (2023). Shaliastovich, Ivan ; Segal, Gill. In: SAFE Working Paper Series. RePEc:zbw:safewp:388.

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Works by Bernard Herskovic:

YearTitleTypeCited
2011EfeitosRecíprocos entre Finanças eInovação In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2008Efeitos recíprocos entre finanças e inovação.(2008) In: Textos para Discussão Cedeplar-UFMG.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2011Diferenciais salariaisde sexo ao longo da vida In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2008CRESCIMENTO PRÓ-POBRE NO SUDESTE BRASILEIRO In: Anais do XIII Semin·rio sobre a Economia Mineira [Proceedings of the 13th Seminar on the Economy of Minas Gerais].
[Full Text][Citation analysis]		chapter0
2017Firm Volatility in Granual Networks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper105
2013Firm Volatility in Granular Networks.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		paper
2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications In: Journal of Financial Economics.
[Full Text][Citation analysis]		article131
2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 131		paper
2023Information Leakage from Short Sellers In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2014The Common Factor in Idiosyncratic Volatility In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper18
2015Networks in Production: Asset Pricing Implications In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper27
2016Acquiring information through peers In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper15
2016Risk Reallocation in OTC Derivatives Networks In: 2016 Meeting Papers.
[Citation analysis]		paper0

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