LIDAM Reprints LFIN / Université catholique de Louvain, Louvain Finance (LFIN)
Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
13
Impact Factor (IF)
0.87
5 Years IF
1.06
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
citations? Add them now]
[Incorrect content? Let us
know]
Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2012 | 0 | 0.68 | 0 | 0 | 1 | 1 | 6 | 0 | 0 | 0 | 0 | 0 | 0.36 | |||||
| 2013 | 0 | 0.67 | 0 | 0 | 6 | 7 | 9 | 0 | 1 | 1 | 0 | 0 | 0.35 | |||||
| 2014 | 0 | 0.67 | 0.13 | 0 | 9 | 16 | 61 | 2 | 2 | 7 | 7 | 0 | 2 | 0.22 | 0.34 | |||
| 2015 | 0.4 | 0.66 | 0.28 | 0.38 | 9 | 25 | 55 | 7 | 9 | 15 | 6 | 16 | 6 | 0 | 1 | 0.11 | 0.36 | |
| 2016 | 0.56 | 0.65 | 0.45 | 0.52 | 4 | 29 | 51 | 13 | 22 | 18 | 10 | 25 | 13 | 0 | 0 | 0.35 | ||
| 2017 | 0.69 | 0.62 | 0.45 | 0.45 | 4 | 33 | 6 | 15 | 37 | 13 | 9 | 29 | 13 | 0 | 1 | 0.25 | 0.35 | |
| 2018 | 0.63 | 0.61 | 0.44 | 0.56 | 17 | 50 | 123 | 22 | 59 | 8 | 5 | 32 | 18 | 0 | 2 | 0.12 | 0.35 | |
| 2019 | 0.57 | 0.63 | 0.8 | 0.86 | 10 | 60 | 57 | 46 | 107 | 21 | 12 | 43 | 37 | 0 | 1 | 0.1 | 0.36 | |
| 2020 | 1.22 | 0.71 | 0.95 | 1 | 6 | 66 | 24 | 59 | 170 | 27 | 33 | 44 | 44 | 0 | 0 | 0.76 | ||
| 2021 | 1.31 | 0.98 | 1.01 | 1.46 | 25 | 91 | 72 | 92 | 262 | 16 | 21 | 41 | 60 | 0 | 12 | 0.48 | 0.4 | |
| 2022 | 1.06 | 0.76 | 1.19 | 1.4 | 14 | 105 | 11 | 125 | 387 | 31 | 33 | 62 | 87 | 0 | 1 | 0.07 | 0.24 | |
| 2023 | 0.87 | 0.61 | 0.75 | 1.06 | 15 | 120 | 4 | 90 | 477 | 39 | 34 | 72 | 76 | 0 | 3 | 0.2 | 0.22 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | High frequency trading and extreme price movements. (2018). Riordan, Ryan ; Moyaert, Thibaut ; Carrion, Allen ; Brogaard, Jonathan ; Sokolov, Konstantin ; Shkilko, Andriy. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018009. Full description at Econpapers || Download paper | 52 |
| 2 | 2014 | Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). Petitjean, Mikael ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014006. Full description at Econpapers || Download paper | 43 |
| 3 | 2015 | A macro-financial analysis of the euro area sovereign bond market. (2015). de Sola, Maite ; Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015009. Full description at Econpapers || Download paper | 40 |
| 4 | 2016 | Managers set the tone: Equity incentives and the tone of earnings press releases. (2016). Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016003. Full description at Econpapers || Download paper | 37 |
| 5 | 2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021010. Full description at Econpapers || Download paper | 25 |
| 6 | 2014 | Information in the yield curve: A macro-finance approach. (2014). Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014007. Full description at Econpapers || Download paper | 17 |
| 7 | 2018 | Subjective Financial Literacy and Retail Investorsâ Behavior. (2018). de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Bellofatto, Anthony. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018004. Full description at Econpapers || Download paper | 17 |
| 8 | 2019 | Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?. (2019). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019002. Full description at Econpapers || Download paper | 17 |
| 9 | 2019 | Recovery rates: Uncertainty certainly matters. (2019). Vrins, Frederic ; Gauthier, Genevieve ; Gambetti, Paolo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019007. Full description at Econpapers || Download paper | 17 |
| 10 | 2019 | Taming financial development to reduce crises. (2019). Lajaunie, Quentin ; Candelon, Bertrand ; Bennaceur, Sami ; ben Naceur, Sami. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019005. Full description at Econpapers || Download paper | 15 |
| 11 | 2018 | Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. (2018). Vrins, Frederic ; Brigo, Damiano. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018012. Full description at Econpapers || Download paper | 15 |
| 12 | 2016 | The financial reward for environmental performance in the energy sector. (2016). Thewissen, James ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016001. Full description at Econpapers || Download paper | 13 |
| 13 | 2020 | Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. (2020). Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Raymond, Steve. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020007. Full description at Econpapers || Download paper | 13 |
| 14 | 2018 | What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank. (2018). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018002. Full description at Econpapers || Download paper | 11 |
| 15 | 2018 | Bankruptcy and the cost of organized labor: Evidence from union elections. (2018). Zhang, Yue ; Qiu, Jiaping ; Gao, Janet ; Campello, Murillo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018015. Full description at Econpapers || Download paper | 11 |
| 16 | 2018 | When does the tone of earnings press releases matter?. (2018). Boudt, Kris ; Torsin, Wouter ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018001. Full description at Econpapers || Download paper | 10 |
| 17 | 2021 | Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021005. Full description at Econpapers || Download paper | 10 |
| 18 | 2021 | Optimal Portfolio Diversification via Independent Component Analysis. (2021). Lassance, Nathan ; Vrins, Frederic ; Demiguel, Victor ; de Miguel, Victor . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021012. Full description at Econpapers || Download paper | 7 |
| 19 | 2012 | An Extended Macro-Finance Model with Financial Factors. (2012). Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2012001. Full description at Econpapers || Download paper | 7 |
| 20 | 2020 | Stock-bond return correlations: Moving away from one-frequency-fits-all by extending the DCC-MIDAS approach. (2020). Smedts, Kristien ; Iania, Leonardo ; Allard, Anne-Florence. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020005. Full description at Econpapers || Download paper | 7 |
| 21 | 2015 | The securitization of gold and its potential impact on gold stocks. (2015). Zhang, Yue. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015001. Full description at Econpapers || Download paper | 6 |
| 22 | 2017 | Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics. (2017). Vrins, Frederic. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2017001. Full description at Econpapers || Download paper | 6 |
| 23 | 2022 | Macroprudential policies, economic growth and banking crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; ben Naceur, Sami ; Belkhir, Mohamed. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022013. Full description at Econpapers || Download paper | 6 |
| 24 | 2015 | Analysts forecast error: a robust prediction model and its short-term trading profitability. (2015). van Campenhout, Geert ; Thewissen, James ; de Goeij, Peter ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015008. Full description at Econpapers || Download paper | 5 |
| 25 | 2015 | How integrated is the European carbon derivatives market?. (2015). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015004. Full description at Econpapers || Download paper | 5 |
| 26 | 2020 | Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Torsin, Wouter ; Thewissen, James ; Bishara, Norman ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020003. Full description at Econpapers || Download paper | 4 |
| 27 | 2013 | The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks. (2013). Petitjean, Mikael ; Mazza, Paolo ; Duvinage, Matthieu . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013001. Full description at Econpapers || Download paper | 4 |
| 28 | 2019 | The informativeness of impression management - financial analysts and rhetorical style of CEO letters. (2019). Thewissen, James ; Aerts, Walter ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019003. Full description at Econpapers || Download paper | 4 |
| 29 | 2018 | A Comparison of Pricing and Hedging Performances of Equity Derivatives Models. (2018). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018017. Full description at Econpapers || Download paper | 3 |
| 30 | 2022 | Unpacking the black box of ICO white papers: a topic modeling approach. (2022). Torsin, Wouter ; Thewissen, James ; Shrestha, Prabal ; Pastwa, Anna M. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022005. Full description at Econpapers || Download paper | 3 |
| 31 | 2013 | Bank failures and regulation: a critical review. (2013). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013006. Full description at Econpapers || Download paper | 3 |
| 32 | 2021 | Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021007. Full description at Econpapers || Download paper | 3 |
| 33 | 2018 | A subordinated CIR intensity model with application to wrong-way risk CVA. (2018). Vrins, Frederic ; Mbaye, Cheikh. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018016. Full description at Econpapers || Download paper | 3 |
| 34 | 2013 | Sibuya copulas. (2013). Vrins, Frederic ; Hofert, Marius. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013003. Full description at Econpapers || Download paper | 3 |
| 35 | 2021 | Does managerial ability affect disclosure? Evidence from earnings press releases. (2021). Torsin, Wouter ; Thewissen, James ; Arslan-Ayaydin, Ozgur ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021006. Full description at Econpapers || Download paper | 3 |
| 36 | 2021 | Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001. Full description at Econpapers || Download paper | 3 |
| 37 | 2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). De Winne, Rudy ; Merli, Maxime ; DEWINNE, Rudy ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021015. Full description at Econpapers || Download paper | 3 |
| 38 | 2023 | Non-Standard Errors. (2023). Hasse, Jean-Baptiste ; e. a.,, ; Johannesson, Magnus ; Huber, Juergen ; Holzmeister, Felix ; Dreber, Anna ; Menkveld, Albert J. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023002. Full description at Econpapers || Download paper | 3 |
| 39 | 2019 | A Macro-Financial Analysis of the Corporate Bond Market. (2019). Lyrio, Marco ; Lemke, Wolfgang ; Iania, Leonardo ; Dewacther, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019008. Full description at Econpapers || Download paper | 3 |
| 40 | 2021 | Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2021). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021014. Full description at Econpapers || Download paper | 3 |
| 41 | 2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel. (2021). Candelon, Bertrand ; Joets, Marc ; Ferrara, Laurent. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021003. Full description at Econpapers || Download paper | 3 |
| 42 | 2016 | On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios. (2016). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016002. Full description at Econpapers || Download paper | 2 |
| 43 | 2021 | What drives retail portfolio exposure to ESG factors?. (2021). Roger, Tristan ; Merli, Maxime ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021020. Full description at Econpapers || Download paper | 2 |
| 44 | 2021 | Measuring the disposition effect. (2021). de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002. Full description at Econpapers || Download paper | 2 |
| 45 | 2022 | Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022004. Full description at Econpapers || Download paper | 2 |
| 46 | 2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023010. Full description at Econpapers || Download paper | 2 |
| 47 | 2021 | What leads people to tolerate negative interest rates on their savings?. (2021). De Winne, Rudy ; Todorovic, Aleksandar ; Efendic, E ; DEWINNE, Rudy ; Dhondt, Catherine ; Corneille, O. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021011. Full description at Econpapers || Download paper | 2 |
| 48 | 2022 | Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022001. Full description at Econpapers || Download paper | 2 |
| 49 | 2021 | ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation. (2021). Lajaunie, Quentin ; Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021023. Full description at Econpapers || Download paper | 2 |
| 50 | 2021 | Trading leveraged Exchange-Traded products is hazardous to your wealth. (2021). Roger, Patrick ; Mcgowan, Richard ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021004. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | High frequency trading and extreme price movements. (2018). Riordan, Ryan ; Moyaert, Thibaut ; Carrion, Allen ; Brogaard, Jonathan ; Sokolov, Konstantin ; Shkilko, Andriy. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018009. Full description at Econpapers || Download paper | 32 |
| 2 | 2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021010. Full description at Econpapers || Download paper | 18 |
| 3 | 2016 | Managers set the tone: Equity incentives and the tone of earnings press releases. (2016). Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016003. Full description at Econpapers || Download paper | 12 |
| 4 | 2019 | Recovery rates: Uncertainty certainly matters. (2019). Vrins, Frederic ; Gauthier, Genevieve ; Gambetti, Paolo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019007. Full description at Econpapers || Download paper | 10 |
| 5 | 2019 | Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?. (2019). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019002. Full description at Econpapers || Download paper | 9 |
| 6 | 2018 | Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. (2018). Vrins, Frederic ; Brigo, Damiano. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018012. Full description at Econpapers || Download paper | 9 |
| 7 | 2021 | Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021005. Full description at Econpapers || Download paper | 9 |
| 8 | 2014 | Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). Petitjean, Mikael ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014006. Full description at Econpapers || Download paper | 8 |
| 9 | 2020 | Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. (2020). Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Raymond, Steve. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020007. Full description at Econpapers || Download paper | 7 |
| 10 | 2020 | Stock-bond return correlations: Moving away from one-frequency-fits-all by extending the DCC-MIDAS approach. (2020). Smedts, Kristien ; Iania, Leonardo ; Allard, Anne-Florence. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020005. Full description at Econpapers || Download paper | 7 |
| 11 | 2022 | Macroprudential policies, economic growth and banking crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; ben Naceur, Sami ; Belkhir, Mohamed. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022013. Full description at Econpapers || Download paper | 6 |
| 12 | 2019 | Taming financial development to reduce crises. (2019). Lajaunie, Quentin ; Candelon, Bertrand ; Bennaceur, Sami ; ben Naceur, Sami. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019005. Full description at Econpapers || Download paper | 6 |
| 13 | 2015 | A macro-financial analysis of the euro area sovereign bond market. (2015). de Sola, Maite ; Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015009. Full description at Econpapers || Download paper | 6 |
| 14 | 2018 | Subjective Financial Literacy and Retail Investorsâ Behavior. (2018). de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Bellofatto, Anthony. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018004. Full description at Econpapers || Download paper | 5 |
| 15 | 2018 | What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank. (2018). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018002. Full description at Econpapers || Download paper | 5 |
| 16 | 2018 | Bankruptcy and the cost of organized labor: Evidence from union elections. (2018). Zhang, Yue ; Qiu, Jiaping ; Gao, Janet ; Campello, Murillo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018015. Full description at Econpapers || Download paper | 5 |
| 17 | 2016 | The financial reward for environmental performance in the energy sector. (2016). Thewissen, James ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016001. Full description at Econpapers || Download paper | 5 |
| 18 | 2020 | Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Torsin, Wouter ; Thewissen, James ; Bishara, Norman ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020003. Full description at Econpapers || Download paper | 3 |
| 19 | 2022 | Unpacking the black box of ICO white papers: a topic modeling approach. (2022). Torsin, Wouter ; Thewissen, James ; Shrestha, Prabal ; Pastwa, Anna M. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022005. Full description at Econpapers || Download paper | 3 |
| 20 | 2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel. (2021). Candelon, Bertrand ; Joets, Marc ; Ferrara, Laurent. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021003. Full description at Econpapers || Download paper | 3 |
| 21 | 2021 | Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001. Full description at Econpapers || Download paper | 3 |
| 22 | 2021 | Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021007. Full description at Econpapers || Download paper | 3 |
| 23 | 2023 | Non-Standard Errors. (2023). Hasse, Jean-Baptiste ; e. a.,, ; Johannesson, Magnus ; Huber, Juergen ; Holzmeister, Felix ; Dreber, Anna ; Menkveld, Albert J. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023002. Full description at Econpapers || Download paper | 3 |
| 24 | 2015 | Analysts forecast error: a robust prediction model and its short-term trading profitability. (2015). van Campenhout, Geert ; Thewissen, James ; de Goeij, Peter ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015008. Full description at Econpapers || Download paper | 2 |
| 25 | 2022 | Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022001. Full description at Econpapers || Download paper | 2 |
| 26 | 2021 | What leads people to tolerate negative interest rates on their savings?. (2021). De Winne, Rudy ; Todorovic, Aleksandar ; Efendic, E ; DEWINNE, Rudy ; Dhondt, Catherine ; Corneille, O. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021011. Full description at Econpapers || Download paper | 2 |
| 27 | 2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023010. Full description at Econpapers || Download paper | 2 |
| 28 | 2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). De Winne, Rudy ; Merli, Maxime ; DEWINNE, Rudy ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021015. Full description at Econpapers || Download paper | 2 |
| 29 | 2014 | Information in the yield curve: A macro-finance approach. (2014). Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014007. Full description at Econpapers || Download paper | 2 |
| 30 | 2021 | ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation. (2021). Lajaunie, Quentin ; Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021023. Full description at Econpapers || Download paper | 2 |
| 31 | 2021 | Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2021). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021014. Full description at Econpapers || Download paper | 2 |
| 32 | 2018 | When does the tone of earnings press releases matter?. (2018). Boudt, Kris ; Torsin, Wouter ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018001. Full description at Econpapers || Download paper | 2 |
| 33 | 2021 | Does managerial ability affect disclosure? Evidence from earnings press releases. (2021). Torsin, Wouter ; Thewissen, James ; Arslan-Ayaydin, Ozgur ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021006. Full description at Econpapers || Download paper | 2 |
| 34 | 2015 | The securitization of gold and its potential impact on gold stocks. (2015). Zhang, Yue. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015001. Full description at Econpapers || Download paper | 2 |
| 35 | 2021 | Measuring the disposition effect. (2021). de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002. Full description at Econpapers || Download paper | 2 |
| 36 | 2021 | What drives retail portfolio exposure to ESG factors?. (2021). Roger, Tristan ; Merli, Maxime ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021020. Full description at Econpapers || Download paper | 2 |
| 37 | 2021 | Trading leveraged Exchange-Traded products is hazardous to your wealth. (2021). Roger, Patrick ; Mcgowan, Richard ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021004. Full description at Econpapers || Download paper | 2 |
| 38 | 2019 | The informativeness of impression management - financial analysts and rhetorical style of CEO letters. (2019). Thewissen, James ; Aerts, Walter ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019003. Full description at Econpapers || Download paper | 2 |
| 39 | 2021 | Diversification potential in real estate portfolios. (2021). Hasse, Jean-Baptiste ; Fuerst, Franz ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021009. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 34
| Year | Title | |
|---|---|---|
| 2023 | Do online searches actually measure future retail investor trades?. (2023). Piccoli, Pedro ; de Castro, Jessica. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000686. Full description at Econpapers || Download paper | |
| 2023 | Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345. Full description at Econpapers || Download paper | |
| 2023 | Financial literacy, financial development, and leverage of small firms. (2023). Goaied, Mohamed ; Bennasr, Hamdi ; Basha, Shabeen Afsar. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000261. Full description at Econpapers || Download paper | |
| 2023 | Investor attention and the use of leverage. (2023). Peltomaki, Jarkko ; Davydov, Denis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:287-313. Full description at Econpapers || Download paper | |
| 2023 | Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420. Full description at Econpapers || Download paper | |
| 2023 | Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512. Full description at Econpapers || Download paper | |
| 2023 | Stock market anomalies and machine learning across the globe. (2023). Mueller, Sebastian ; Kaiser, Georg Sebastian ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z. Full description at Econpapers || Download paper | |
| 2023 | Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314. Full description at Econpapers || Download paper | |
| 2023 | Effect of geomagnetic activity on investors and managers: evidence from the pricing and timing of disclosure of earnings news. (2023). Kalelkar, Rachana ; Asthana, Sharad. In: Asian Review of Accounting. RePEc:eme:arapps:ara-04-2022-0100. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. (2023). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2322. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting Indiaâs Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers || Download paper | |
| 2023 | Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086. Full description at Econpapers || Download paper | |
| 2023 | Satellites Turn âConcreteâ: Tracking Cement with Satellite Data and Neural Networks. (2023). Meunier, Baptiste ; Baptiste, Meunier ; Benjamin, Lietti ; Jean-Charles, Bricongne ; Simon, Ben Arous ; Alexandre, Aspremont. In: Working papers. RePEc:bfr:banfra:916. Full description at Econpapers || Download paper | |
| 2023 | Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9. Full description at Econpapers || Download paper | |
| 2023 | Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144. Full description at Econpapers || Download paper | |
| 2023 | Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193. Full description at Econpapers || Download paper | |
| 2023 | Green Human Resource Management: Mapping the Research Trends for Sustainable and Agile Human Resources in SMEs. (2023). Passas, Ioannis ; Garefalakis, Alexandros ; Ragazou, Konstantina ; Papademetriou, Christos. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5636-:d:1105399. Full description at Econpapers || Download paper | |
| 2023 | ESG controversies and bank risk taking. (2023). Mazzu, Sebastiano ; Galletta, Simona. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:274-288. Full description at Econpapers || Download paper | |
| 2023 | Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323. Full description at Econpapers || Download paper | |
| 2023 | How the quality of initial coin offering white papers influences fundraising: Using security token offerings white papers as a benchmark. (2023). Yen, Juchun ; Wang, Tawei ; Li, Zhean ; Chou, Shihchu. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:1:p:3-18. Full description at Econpapers || Download paper | |
| 2023 | Legal NLP Meets MiCAR: Advancing the Analysis of Crypto White Papers. (2023). Camassa, Carolina. In: Papers. RePEc:arx:papers:2310.10333. Full description at Econpapers || Download paper | |
| 2023 | Initial Coin Offerings: a Hybrid Empirical Review. (2023). Joshipura, Mayank ; Alshater, Muneer M ; Nasrallah, Nohade ; el Khoury, Rim. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-022-00726-2. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | The effect of negative interest rates on savings with monthly contributions. (2022). Pires, Benito ; Jos'e Pedro Gaiv~ao, . In: Papers. RePEc:arx:papers:2206.11933. Full description at Econpapers || Download paper | |
| 2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat | |
| 2023 | ||
| 2023 | The Optimal Level of Financial Growth in View of a Nonlinear Macroprudential Policy Regime Model: A Bayesian Approach. (2023). Nkomo, Nomusa Yolanda ; Zungu, Lindokuhle Talent ; Dlamini, Sifundo Ntokozo. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:234-:d:1118685. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | The transmission of macroprudential policy in the tails: evidence from a narrative approach. (2023). Manuel, Ed ; Lloyd, Simon ; Fernandez-Gallardo, Alvaro. In: ESRB Working Paper Series. RePEc:srk:srkwps:2023145. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | The contribution of macroprudential policies to banks resilience: Lessons from the systemic crises and the COVID?19 pandemic shock. (2023). Dutra, Tiago M. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:4:p:794-830. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202315. Full description at Econpapers || Download paper | |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper | |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013. Full description at Econpapers || Download paper | |
| 2021 | Earnings Management Methods and CEO Political Affiliation. (2021). Torsin, Wouter ; Thewissen, James ; Ozgur, Arslan-Ayaydin. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021017. Full description at Econpapers || Download paper | |
| 2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777. Full description at Econpapers || Download paper | |
| 2021 | Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Method for Determining the Optimal Capacity of Energy Storage Systems with a Long-Term Forecast of Power Consumption. (2021). Ustinov, Denis Anatolievich ; Senchilo, Nikita Dmitrievich. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7098-:d:669182. Full description at Econpapers || Download paper | |
| 2021 | Comparison of Statistical Underlying Systematic Risk Factors and Betas Driving Returns on Equities. (2021). de Guevara, Rogelio Ladron ; Moreno, Enric Monte ; Porras, Salvador Torra. In: Remef - Revista Mexicana de EconomÃa y Finanzas Nueva Ãpoca REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:tnea:a:8. Full description at Econpapers || Download paper | |
| 2021 | Testing the gender gap in subjective financial literacy of spouses. (2021). Broihanne, Marie-Helene. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2021-08. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic Forecasting with LSTM and Mixed Frequency Time Series Data. (2021). Kamolthip, Sarun. In: PIER Discussion Papers. RePEc:pui:dpaper:165. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Cotter, John ; Conlon, Thomas ; Kynigakis, Iason. In: Working Papers. RePEc:ucd:wpaper:202111. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document |
|---|
10 most frequent citing series