Sofia B Ramos : Citation Profile

Are you Sofia B Ramos?

ESSEC Business School

9

H index

9

i10 index

557

Citations

RESEARCH PRODUCTION:

22

Articles

14

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 29
   Journals where Sofia B Ramos has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 15 (2.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra296
   Updated: 2024-01-16    RAS profile: 2023-06-08    
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Relations with other researchers

Works with:

Veiga, Helena (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sofia B Ramos.

Is cited by:

Salisu, Afees (7)

Szafarz, Ariane (6)

Tiwari, Aviral (6)

Riva, Angelo (5)

Yoon, Seong-Min (5)

Isah, Kazeem (4)

Nicolescu, Luminita (4)

Cagnazzo, Alberto (4)

Halaj, Grzegorz (4)

Servaes, Henri (4)

Rault, Christophe (4)

Cites to:

Shleifer, Andrei (22)

Hamilton, James (14)

Harvey, Campbell (14)

Pérez de Gracia, Fernando (13)

Bekaert, Geert (13)

Lopez-de-Silanes, Florencio (12)

Gómez Biscarri, Javier (12)

La Porta, Rafael (12)

Edwards, Sebastian (12)

Vishny, Robert (9)

Servaes, Henri (8)

Main data

Where Sofia B Ramos has published?

Journals with more than one article published# docs
Economic Modelling3
Energy Economics3
The European Journal of Finance2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística8
FAME Research Paper Series / International Center for Financial Asset Management and Engineering4

Recent works citing Sofia B Ramos (2024 and 2023)

YearTitle of citing document
2023Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management. (2023). Strub, Moris ; Liang, Gechun ; Wang, Yuwei. In: Papers. RePEc:arx:papers:2311.04841.

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2023Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices. (2023). Gerunov, Anton. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:18-35.

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2023Infinite hidden Markov models for multiple multivariate time series with missing data. (2023). Wilson, Ander ; Volckens, John ; Peel, Jennifer L ; Good, Nicholas ; Koehler, Kirsten ; Koslovsky, Matthew D ; Hoskovec, Lauren. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:2592-2604.

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2023Exploring the performance of US international bond mutual funds. (2023). Littlejohn, Elizabeth ; Fletcher, Jonathan ; Marshall, Andrew. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:765-782.

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2023The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri ; Catik, Nazif A ; Helmi, Mohamad Husam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45.

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2023Hydrogen energy in BRICS-US: A whirl succeeding fuel treasure. (2023). Lohan, Sheenam ; ben Youssef, Adel ; Kumar, Ashish ; Sidhu, Arpit ; Kakran, Shubham. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s030626192300034x.

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2023A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Big oil in the transition or Green Paradox? A capital market approach. (2023). Todorova, Neda ; Baur, Dirk G. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003353.

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2023A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning. (2023). Scandolo, Giacomo ; Gianfreda, Angelica. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003638.

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2023Fund flows and performance: New evidence from retail and institutional SRI mutual funds. (2023). Zhao, Yuan ; Klinkowska, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001126.

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2023Investor response to Morningstars ratings, category information, and alpha in the Japanese mutual fund market. (2023). Kitamura, Tomoki ; Omori, Kozo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002740.

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2023The informational role of fund flow in the profitable predictability of mutual funds. (2023). Yamani, Ehab. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006225.

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2023Disentangling domiciles and investor locations in European mutual fund data. (2023). Rakowski, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005670.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2023FinTech platforms and mutual fund markets. (2023). Lu, Lei ; Zhang, Wenqiao ; Yu, Zongdai ; You, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s104244312200124x.

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2023Dimensions of national culture and R2 around the world. (2023). Lovelace, Kelley Bergsma ; Fetherolf, Raylin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001541.

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2023Scale and skills in European active management: Impact of a new regulatory context. (2023). Razafitombo, Hery ; Khim, Veasna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001553.

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2023Dynamic connectedness between crude oil and equity markets: What about the effects of firms solvency and profitability positions?. (2023). Balli, Faruk ; Ha, Thi Thu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000387.

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2023Does Indian economy asymmetrically respond to oil price shocks?. (2023). Ramachandran, M ; Deheri, Abdhut. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000117.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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2023Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432.

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2023Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658.

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2023Economic policy uncertainty and mutual fund risk shifting. (2023). Yao, Zhongwei ; Jiang, Sainan ; Luo, Deming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002165.

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2023Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha. (2023). Hsieh, Wei-Cheng ; Yen, Meng-Feng ; Lin, Jia-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002207.

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2023Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336.

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2023Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds. (2023). Yan, Cheng ; Marco, Chi Keung ; Gozgor, Giray ; Zhang, Xuliang ; Xu, Ruihui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000594.

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2023Target firms’ characteristics and the effects of sovereign wealth funds’ investments: Does cultural context of SWFs matter?. (2023). Graziano, Domenico ; Varrone, Nicola ; Mustilli, Mario ; Gangi, Francesco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000764.

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2023Market segmentation and international diversification across country and industry portfolios. (2023). Zaremba, Adam ; Yargi, Seher Goren ; Umutlu, Mehmet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000806.

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2023On the short-term persistence of mutual fund performance in Europe. (2023). Vidal-Garcia, Javier ; Saeed, Asif ; Hammouda, Amira. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000892.

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2023Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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2023Exportweltmeister- Germanys Foreign Investment Returns in International Comparison. (2023). Konradt, Maximilian ; Wingenbach, Julian ; Trebesch, Christoph ; Schularick, Moritz ; Hunnekes, Franziska. In: IHEID Working Papers. RePEc:gii:giihei:heidwp03-2023.

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2023Chinese Asset Managers’ Monetary Policy Forecasts and Fund Performance. (2023). Yu, Yang ; Wang, Gang ; Rogers, John ; Ammer, John. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:598-616.

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2023Persistence versus mobility of sociallyresponsible funds: intra-distribution dynamics and mobility trends. (2023). Tortosa-Ausina, Emili ; Ozturk, Huseyin ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos ; de Mingo-Lopez, Diego Victor. In: Working Papers. RePEc:jau:wpaper:2023/09.

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2023Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Karlsson, Hyunjoo Kim ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10266-2.

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2023Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis. (2023). Skjold, Christian ; Westgaard, Sjur ; Osmundsen, Petter ; Frydenberg, Stein ; Mohanty, Sunil K. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01107-2.

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2023Fund family versus mutual fund performance: evidence from the Indian investors’ perspective. (2023). Parikh, Bhavik ; Mishra, Ajay Kumar ; Chauhan, Yogesh. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:4:d:10.1057_s41260-022-00301-0.

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2023Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model. (2023). Zakamulin, Valeriy. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00112-y.

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2023Social trading: do signal providers trigger gambling?. (2023). Schneider, Julian ; Oehler, Andreas. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:4:d:10.1007_s11846-022-00560-6.

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2023Oil price and stock returns in Europe. (2023). Antalik, Imrich ; Ormos, Mihaly ; Bota, Gabor. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:10:y:2023:i:3:p:329-339.

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2023Fund governance and flow performance relationship. (2023). Noor, Amna ; Khan, Saleh Nawaz. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:1:p:1-16.

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2023Explaining mutual fund behavior through the structure?conduct?performance lens. (2023). Coleman, Les. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2874-2884.

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Works by Sofia B Ramos:

YearTitleTypeCited
2009The Size and Structure of the World Mutual Fund Industry In: European Financial Management.
[Full Text][Citation analysis]		article18
2019What determines fund performance persistence? International evidence In: The Financial Review.
[Full Text][Citation analysis]		article9
2015An Analysis of Industry Regimes Synchronization in the Eurozone In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article0
2006The Determinants of Mutual Fund Performance: A Cross-Country Study In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper122
2013The Determinants of Mutual Fund Performance: A Cross-Country Study.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		article
2020Quantile Consumption-Capital Asset Pricing In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2020Valuation in the energy sector: Fundamentals or bubbles? In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2009Risk factors in oil and gas industry returns: international evidence In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper70
2011Risk factors in oil and gas industry returns: International evidence.(2011) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		article
2010Asymmetric effects of oil price fluctuations in international stock markets In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2012Asymmetric long-run effects in the oil industry In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2013Correlations between oil and stock markets : a wavelet-based approach In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper53
2015Correlations between oil and stock markets: A wavelet-based approach.(2015) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		article
2013Predictability of stock market activity using Google search queries In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper9
2015An analysis of the dynamics of efficiency of mutual funds In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2005Geographic versus industry diversification: constraints matter In: Working Paper Series.
[Full Text][Citation analysis]		paper28
2006Geographic versus industry diversification: Constraints matter.(2006) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2004Geographic Versus Industry Diversification: Contraints Matter.(2004) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2020Uncertainty avoidance and mutual funds In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article7
2013A core–periphery framework in stock markets of the euro zone In: Economic Modelling.
[Full Text][Citation analysis]		article0
2020Limited attention, salience of information and stock market activity In: Economic Modelling.
[Full Text][Citation analysis]		article4
2015Clustering financial time series: New insights from an extended hidden Markov model In: European Journal of Operational Research.
[Full Text][Citation analysis]		article30
2013Oil price asymmetric effects: Answering the puzzle in international stock markets In: Energy Economics.
[Full Text][Citation analysis]		article49
2014Heterogeneous price dynamics in U.S. regional electricity markets In: Energy Economics.
[Full Text][Citation analysis]		article3
2014Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework In: Energy.
[Full Text][Citation analysis]		article9
2016Banking industry performance in the wake of the global financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article12
2008Stock exchange competition in a simple model of capital market equilibrium In: Journal of Financial Markets.
[Full Text][Citation analysis]		article9
2003Stock Exchange Competition in a Simple Model of Capital Market Equilibrium.(2003) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2012The flow-performance relationship around the world In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article91
2003Competition Between Stock Exchanges: A Survey In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper8
2003Geographical versus Industrial Diversification: A Mean Variance Spanning Approach In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper1
2022Star rating, fund flows and performance predictability: evidence from Norway In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2014The aftermath of the subprime crisis: a clustering analysis of world banking sector In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article9
2009Competition and stock market development In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2017The cyclical behaviour of commodities In: The European Journal of Finance.
[Full Text][Citation analysis]		article6
2011When markets fall down: are emerging markets all the same? In: International Journal of Finance & Economics.
[Citation analysis]		article9

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