Sofia B Ramos : Citation Profile

ESSEC Business School

10

H index

10

i10 index

617

Citations

RESEARCH PRODUCTION:

22

Articles

14

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 32
   Journals where Sofia B Ramos has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 15 (2.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra296
   Updated: 2025-04-12    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)

Tiwari, Aviral (7)

Szafarz, Ariane (7)

Drut, Bastien (6)

Yoon, Seong-Min (5)

Gil-Bazo, Javier (5)

Riva, Angelo (5)

Rault, Christophe (4)

Nicolescu, Luminita (4)

Ben Naceur, Sami (4)

Stambaugh, Robert (4)

Cites to:

Shleifer, Andrei (24)

Harvey, Campbell (14)

Hamilton, James (14)

Pérez de Gracia, Fernando (13)

Bekaert, Geert (13)

Gómez Biscarri, Javier (12)

Lopez-de-Silanes, Florencio (12)

Edwards, Sebastian (12)

La Porta, Rafael (12)

Vishny, Robert (9)

Gennaioli, Nicola (8)

Main data

Production by document typepaperarticle2003200420052006200720082009201020112012201320142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20032004200520062007200820092010201120122013201420152016201720182019202020212022010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200320042005200620072008200920102011201220132014201520162017201820192020202120220100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents123456789101112050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Sofia B Ramos has published?

Journals with more than one article published# docs
Energy Economics3
Economic Modelling3
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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Risk forecasting using Long Short-Term Memory Mixture Density Networks. (2025). Herrig, Nico. In: Papers. RePEc:arx:papers:2501.01278.

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2024Geographic Shareholder Dispersion and Mutual Fund Flow Risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele. In: Working Papers. RePEc:bge:wpaper:1440.

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2024Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Lipson, Marc ; Gilbazo, Javier ; Evans, Richard. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29.

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2024Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Hyung, Namwon ; Kim, Seiwan. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127.

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2024First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24.

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2024Asymmetric Effect of Oil Prices on Kazakhstan€™s Stock Market Index and Exchange Rate. (2024). Azretbergenova, Gulmira ; Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-2.

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2024Do investors benefit from MiFID II unbundling?. (2024). Halling, Michael ; Froberg, Emelie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000774.

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2024Are banks better money doctors? An analysis of mutual fund flows of bank and non-bank funds using Canadian data. (2024). Lin, Shannon ; Hebb, Greg. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001481.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2024Retail fund flows and performance: Insights from supervisory data. (2024). Hodula, Martin ; Bajzik, Josef ; Szabo, Milan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

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2024Spillover effects of financial deregulation: The unintended consequences of the OCC preemption rule on mortgage lending practices. (2024). Wang, Xiangrui ; Sam, Abdoul G ; Wu, DI. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924003946.

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2024Are fund managers rewarded for taking cyclical risks?. (2024). Ryan, Ellen. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000119.

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2024You can’t always get what you want (where you want it): Cross-border effects of the US money market fund reform. (2024). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001320.

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2024Portfolio pumping and dumping among Chinese mutual fund companies. (2024). Wang, Xianzhen ; Jiang, Christine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s037842662400075x.

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2024Does mutual fund ownership increase corporate environmental spending?. (2024). Zhang, Yifei ; Wang, Yang ; Ashton, John. In: Journal of Business Research. RePEc:eee:jbrese:v:184:y:2024:i:c:s0148296324003825.

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2024Towards carbon neutrality: The role of innovation and resources efficiency in Chinas economic transformation. (2024). Yang, Xiao ; Wang, Qian. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002782.

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2024How does oil market volatility impact mutual fund performance?. (2024). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader Jawid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621.

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2024The effect of financial literacy on long-term recognition and short-term trade in mutual funds: Evidence from Japan. (2024). Ogawa, Kazuhito ; Motonishi, Taizo ; Aman, Hiroyuki ; Omori, Kozo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:762-783.

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2024The interconnectedness of European Banking and Shadow Banking for sustainable development goals: Insights from a network GVAR model. (2024). Samitas, Aristeidis ; Christopoulos, Apostolos ; Dokas, Ioannis ; Xidonas, Panos ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000242.

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2024Mutual fund flows and returns dynamics: Investor preferences and performance persistence. (2024). Paimanova, Viktoriia ; Guida, Roberto ; Galloppo, Giuseppe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002782.

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2024Impact of Water Management Policies on Volatility Transmission in the Energy Sector. (2024). Harrell, Katharine ; Gormus, Elif. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:175-:d:1381163.

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2024Investor Attention and Stock Liquidity in the Chinese Market. (2024). Zhang, Jianing ; Zhao, Weihan. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:1:d:10.1007_s11294-024-09885-2.

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2024Model selection for mixture hidden Markov models: an application to clickstream data. (2024). Chiodi, Marcello ; Abbruzzo, Antonino ; Urso, Furio ; Cracolici, Maria Francesca. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01608-3.

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2024Geographic shareholder dispersion and mutual fund flow risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele. In: Economics Working Papers. RePEc:upf:upfgen:1886.

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Works by Sofia B Ramos:

Year  ↓Title  ↓Type  ↓Cited  ↓
2009The Size and Structure of the World Mutual Fund Industry In: European Financial Management.
[Full Text][Citation analysis]		article21
2019What determines fund performance persistence? International evidence In: The Financial Review.
[Full Text][Citation analysis]		article10
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]		paper134
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: 134		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]		paper75
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: 75		article
2010Asymmetric effects of oil price fluctuations in international stock markets In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper3
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]		paper56
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: 56		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]		article8
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]		article8
2015Clustering financial time series: New insights from an extended hidden Markov model In: European Journal of Operational Research.
[Full Text][Citation analysis]		article33
2013Oil price asymmetric effects: Answering the puzzle in international stock markets In: Energy Economics.
[Full Text][Citation analysis]		article59
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]		article14
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]		article103
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]		article1
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]		article7
2011When markets fall down: are emerging markets all the same? In: International Journal of Finance & Economics.
[Citation analysis]		article9

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