9
H index
9
i10 index
397
Citations
Bar Ilan University | 9 H index 9 i10 index 397 Citations RESEARCH PRODUCTION: 21 Articles 2 Papers RESEARCH ACTIVITY: 21 years (2002 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pka1093 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Guy Kaplanski. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 3 |
The Quarterly Review of Economics and Finance | 2 |
Journal of Financial and Quantitative Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2023 | Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557. Full description at Econpapers || Download paper |
2023 | Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011. Full description at Econpapers || Download paper |
2023 | The world cup in football and the US IPO market. (2023). Shekhar, Chander ; Lv, Jin Roc ; Fjesme, Sturla Lyngnes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000597. Full description at Econpapers || Download paper |
2023 | Stock return anomalies identification during the Covid-19 with the application of a grouped multiple comparison procedure. (2023). Cai, Qingyun ; Chang, Chiu-Lan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:168-183. Full description at Econpapers || Download paper |
2023 | Investor climate sentiment and financial markets. (2023). Santi, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000066. Full description at Econpapers || Download paper |
2023 | Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479. Full description at Econpapers || Download paper |
2023 | Do cryptocurrencies feel the music?. (2023). Hadhri, Sinda. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002958. Full description at Econpapers || Download paper |
2023 | Financial market sentiment and stock return during the COVID-19 pandemic. (2023). Tang, Shuai ; Fan, Xiaoyun ; Duan, Yuejiao ; Bai, Chenjiang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000831. Full description at Econpapers || Download paper |
2023 | Investor sentiment, style investing, and momentum. (2023). Harper, Adam ; Hao, Grace Qing ; Ashour, Samar. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000477. Full description at Econpapers || Download paper |
2023 | Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup. (2023). Drummond, Philip A. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000581. Full description at Econpapers || Download paper |
2023 | Equity market response to natural disasters: Does firms corporate social responsibility make difference?. (2023). Alam, Md Samsul ; Chowdhury, Hasibul ; Malik, Ihtisham A. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832200103x. Full description at Econpapers || Download paper |
2023 | Household willingness to take financial risk: Stockmarket movements and life?cycle effects. (2023). Martin, Vance L ; Cardak, Buly A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003326. Full description at Econpapers || Download paper |
2023 | Corporate ESG and resilience of stock prices in the context of the COVID-19 pandemic in China. (2023). He, Zhifang ; Dong, Qing ; Zhou, Fangzhao ; Chen, Jiaqi ; Xu, Nana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001063. Full description at Econpapers || Download paper |
2023 | Investor sentiment and stock market anomalies in Australia. (2023). Bissoondoyal-Bheenick, Emawtee ; Zhang, Xinyue ; Zhong, Angel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:284-303. Full description at Econpapers || Download paper |
2023 | Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Regulation and De-Risking: Theoretical and Empirical Insights. (2023). Gregoriou, Andros ; Haar, Lawrence. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:104-:d:1162304. Full description at Econpapers || Download paper |
2023 | Hedging performance of volatility index futures: a partial cointegration approach. (2023). Sheu, Her-Jiun ; Lien, Donald ; Lee, Hsiu-Chuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01153-4. Full description at Econpapers || Download paper |
2023 | Do analysts’ target prices stabilize the stock market?. (2023). Tiras, Samuel L ; Schultze, Wolfgang ; Buxbaum, Markus. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01164-1. Full description at Econpapers || Download paper |
2023 | The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Escribano, Ana ; Jareo, Francisco. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1. Full description at Econpapers || Download paper |
2023 | A study on impact of IBC. (2023). Abidi, Qambar ; Gunturu, Vamsi Krishna. In: MPRA Paper. RePEc:pra:mprapa:116850. Full description at Econpapers || Download paper |
2023 | COVID-19 and tourism sector stock price in Spain: medium-term relationship through dynamic regression models. (2023). Casado-Montilla, Jairo ; Duran-Roman, Jose Luis ; Pulido-Fernandez, Juan Ignacio ; Carrillo-Hidalgo, Isabel. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00402-0. Full description at Econpapers || Download paper |
2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers || Download paper |
2023 | On the dynamic connectedness between the G7 stock market indices and different asset classes: Fresh insights from the COVID-19 pandemic and Russia–Ukraine war. (2023). Frikha, Wajdi ; Bejaoui, Azza ; Jeribi, Ahmed. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:11:d:10.1007_s43546-023-00562-w. Full description at Econpapers || Download paper |
2023 | Industrial accidents: The mediating effect of corporate social responsibility and environmental policy measures. (2023). Lattanzio, Gabriele ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:3:p:1191-1203. Full description at Econpapers || Download paper |
2023 | Asymmetric responses to Purchasing Managers Index announcements in Chinas stock returns. (2023). Zhang, Qingpeng ; Yang, Xiaoguang ; Lu, Chang ; Wang, Yingli. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2937-2955. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
2010 | Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 58 |
2015 | Do Happy People Make Optimistic Investors? In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 42 |
2015 | Portfolio selection in a two-regime world In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 11 |
2012 | Real estate prices: An international study of seasonalitys sentiment effect In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
2023 | The race to exploit anomalies and the cost of slow trading In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 0 |
2007 | Basels value-at-risk capital requirement regulation: An efficiency analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
2015 | Trading breaks and asymmetric information: The option markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2018 | Talking Numbers: Technical versus fundamental investment recommendations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2016 | Past returns and the perceived Sharpe ratio In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
2010 | Sentiment and stock prices: The case of aviation disasters In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 190 |
2004 | Traditional beta, downside risk beta and market risk premiums In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2017 | Analysts and sentiment: A causality study In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2014 | Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] | article | 6 |
In: . [Full Text][Citation analysis] | article | 0 | |
2019 | Investment performance and emotions: an international study In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective In: Management Science. [Full Text][Citation analysis] | article | 0 |
2002 | VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
2005 | Analytical Portfolio Value-at-Risk In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis In: The European Journal of Finance. [Full Text][Citation analysis] | article | 8 |
2012 | The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE) In: Quantitative Finance. [Full Text][Citation analysis] | article | 13 |
2012 | EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 4 |
2017 | Seasonality in Perceived Risk: A Sentiment Effect In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 11 |
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