Remco Zwinkels : Citation Profile

Are you Remco Zwinkels?

Vrije Universiteit Amsterdam (90% share)
Tinbergen Instituut (10% share)

15

H index

18

i10 index

785

Citations

RESEARCH PRODUCTION:

30

Articles

12

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 65
   Journals where Remco Zwinkels has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 20 (2.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzw9
   Updated: 2024-01-16    RAS profile: 2020-06-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Verschoor, Willem (2)

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

Is cited by:

Hommes, Cars (48)

Zheng, Huanhuan (32)

Westerhoff, Frank (29)

He, Xuezhong (Tony) (29)

Li, Youwei (25)

Kukacka, Jiri (24)

Baruník, Jozef (24)

ter Ellen, Saskia (23)

Beckmann, Joscha (21)

Czudaj, Robert (20)

Verschoor, Willem (17)

Cites to:

Hommes, Cars (64)

Brock, William (40)

Verschoor, Willem (34)

Summers, Lawrence (28)

Shleifer, Andrei (27)

Shiller, Robert (26)

Froot, Kenneth (23)

Westerhoff, Frank (22)

Sarno, Lucio (20)

Frankel, Jeffrey (20)

Taylor, Mark (18)

Main data

Where Remco Zwinkels has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control4
Journal of Economic Behavior & Organization3
Journal of Empirical Finance3
Quantitative Finance2
Journal of Financial and Quantitative Analysis2
Journal of Financial Markets2
Journal of International Money and Finance2
International Business Review2

Working Papers Series with more than one paper published# docs
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg5
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Remco Zwinkels (2024 and 2023)

YearTitle of citing document
2023Service trade restrictiveness and foreign direct investment—Evidence from greenfield FDI in business services. (2023). Marschinski, Robert ; Jungmittag, Andre. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:6:p:1711-1758.

Full description at Econpapers || Download paper

2023Expectations and the Stability of Stock-Flow Consistent Models. (2023). Piccillo, Giulia ; Muysken, Joan ; Meijers, Huub. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10696.

Full description at Econpapers || Download paper

2023Investor sentiment and global economic conditions. (2023). Lutkebohmert, Eva ; Herculano, Miguel C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152.

Full description at Econpapers || Download paper

2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

Full description at Econpapers || Download paper

2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

Full description at Econpapers || Download paper

2023Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818.

Full description at Econpapers || Download paper

2023Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Vagnani, Gianluca ; Marchetti, Fabio Massimo ; Nappo, Giovanna. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387.

Full description at Econpapers || Download paper

2023Promoting financial stability of oil producers: Operational vs. financial hedging. (2023). Lu, You ; Kang, Sang Baum ; Fang, Yiwei. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000529.

Full description at Econpapers || Download paper

2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

Full description at Econpapers || Download paper

2023Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306.

Full description at Econpapers || Download paper

2023FDI and human development: The role of governance, ODA, and national competitiveness. (2023). Ryu, Doojin ; Nam, Hyun-Jung. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000379.

Full description at Econpapers || Download paper

2023Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134.

Full description at Econpapers || Download paper

2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

Full description at Econpapers || Download paper

2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

Full description at Econpapers || Download paper

2023Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948.

Full description at Econpapers || Download paper

2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119257.

Full description at Econpapers || Download paper

2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119258.

Full description at Econpapers || Download paper

2023The Impact of Rural Land on the Life Satisfaction of Farming Women: Evidence from China. (2023). Liu, Yunxiang ; Zhang, Songpei ; Lai, Mianshan ; Arestis, Philip. In: Land. RePEc:gam:jlands:v:12:y:2023:i:3:p:708-:d:1101532.

Full description at Econpapers || Download paper

2023Housing Risk and Returns in Submarkets with Spatial Dependence and Heterogeneity. (2023). Earl, G ; Morawakage, P S ; Omura, A ; Roca, E ; Liu, B. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09877-7.

Full description at Econpapers || Download paper

2023Inattentive Search for Currency Fundamentals. (2023). Verhoeks, Ralph C ; Markiewicz, Agnieszka P. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00195-3.

Full description at Econpapers || Download paper

2023The impact of social influence in Australian real estate: market forecasting with a spatial agent-based model. (2023). Prokopenko, Mikhail ; Harre, Michael S ; Glavatskiy, Kirill ; Evans, Benjamin Patrick. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:1:d:10.1007_s11403-021-00324-7.

Full description at Econpapers || Download paper

2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/12.

Full description at Econpapers || Download paper

2023Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877.

Full description at Econpapers || Download paper

2023Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwes chaotic exchange rate model. (2023). Westerhoff, Frank H ; Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:279554.

Full description at Econpapers || Download paper

Works by Remco Zwinkels:

YearTitleTypeCited
2019Mortgage Insurance Adoption in the Netherlands In: Real Estate Economics.
[Full Text][Citation analysis]		article2
2016Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper.
[Full Text][Citation analysis]		paper6
2019Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2017Comparing behavioural heterogeneity across asset classes In: Working Paper.
[Full Text][Citation analysis]		paper9
2008Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2009Dispersion of Beliefs in the Foreign Exchange Market.(2009) In: LSF Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2009Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper63
2010Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		article
2010Behavioral heterogeneity in the option market.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		paper
2009A Volatility Targeting GARCH model with Time-Varying Coefficients In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2010Modelling structural changes in the volatility process In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper7
2011Modeling structural changes in the volatility process.(2011) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2012Sentiment Trades and Option Prices In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2016On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article11
2017Model Uncertainty and Exchange Rate Forecasting In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article16
2009Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article54
2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article44
2018Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article6
2012A new measurement method of investor overconfidence In: Economics Letters.
[Full Text][Citation analysis]		article8
2013Carry trade and foreign exchange rate puzzles In: European Economic Review.
[Full Text][Citation analysis]		article33
2015A tale of feedback trading by hedge funds In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article7
2016Time-varying importance of country and industry factors in European corporate bonds In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article6
2010Oil price dynamics: A behavioral finance approach with heterogeneous agents In: Energy Economics.
[Full Text][Citation analysis]		article74
2020Expected issuance fees and market liquidity In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2008The impact of horizontal and vertical FDI on hosts country economic growth In: International Business Review.
[Full Text][Citation analysis]		article74
2010Gravity equations: Workhorse or Trojan horse in explaining trade and FDI patterns across time and space? In: International Business Review.
[Full Text][Citation analysis]		article50
2017Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article21
2014Forecasting the US housing market In: International Journal of Forecasting.
[Full Text][Citation analysis]		article35
2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article69
2014Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500.(2014) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		paper
2014An empirical examination of heterogeneity and switching in foreign exchange markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article19
2020Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2010Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article60
2013Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article48
2017Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2015Endogenous Price Bubbles in a Multi-Agent System of the Housing Market In: PLOS ONE.
[Full Text][Citation analysis]		article15
2009A heterogeneous route to the European monetary system crisis In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2015Fundamentals or trends? A long-term perspective on house prices In: Applied Economics.
[Full Text][Citation analysis]		article18
2013Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance.
[Full Text][Citation analysis]		article10
2013Do foreign exchange fund managers behave like heterogeneous agents? In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2013Behavioural Real Estate In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper3
2015Investor Sentiment and Employment In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team