Laurent E. Calvet : Citation Profile

Are you Laurent E. Calvet?

SKEMA Business School

23

H index

27

i10 index

2630

Citations

RESEARCH PRODUCTION:

23

Articles

88

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 109
   Journals where Laurent E. Calvet has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 36 (1.35 %)

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   Permalink: http://citec.repec.org/pca582
   Updated: 2024-12-03    RAS profile: 2023-06-02    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent E. Calvet.

Is cited by:

Guiso, Luigi (49)

GUPTA, RANGAN (46)

Majlesi, Kaveh (45)

Campbell, John (40)

Mitchell, Olivia (39)

Lux, Thomas (37)

Black, Sandra (35)

Devereux, Paul (35)

Lundborg, Petter (35)

Lusardi, Annamaria (34)

Fagereng, Andreas (26)

Cites to:

Campbell, John (34)

Fisher, Adlai (29)

Weil, Philippe (22)

Bollerslev, Tim (15)

Cochrane, John (12)

Abel, Andrew (12)

Engle, Robert (11)

Ghysels, Eric (11)

French, Kenneth (10)

Benhabib, Jess (9)

Diebold, Francis (9)

Main data

Where Laurent E. Calvet has published?

Journals with more than one article published# docs
Journal of Econometrics4
American Economic Review2
Journal of Finance2
Journal of Financial and Quantitative Analysis2
Journal of Financial Econometrics2
The Review of Economics and Statistics2
Journal of Mathematical Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL26
Working Papers / HAL14
NBER Working Papers / National Bureau of Economic Research, Inc11
HEC Research Papers Series / HEC Paris7
Working Papers / Center for Research in Economics and Statistics3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Laurent E. Calvet (2024 and 2023)

YearTitle of citing document
2023Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954.

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2023Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

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2023Scale Dependencies and Self-Similarity Through Wavelet Scattering Covariance. (2022). Mallat, St'Ephane ; Bouchaud, Jean-Philippe ; Leonarduzzi, Roberto ; Rochette, Gaspar ; Morel, Rudy. In: Papers. RePEc:arx:papers:2204.10177.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023The Dark Side of Algorithms? The Effect of Recommender Systems on Online Investor Behaviors. (2023). Hu, Yu Jeffrey ; He, Cheng ; Zhu, Ruiqi Rich. In: Papers. RePEc:arx:papers:2303.14263.

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2023Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162.

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2023Path Shadowing Monte-Carlo. (2023). Bouchaud, Jean-Philippe ; Mallat, St'Ephane ; Morel, Rudy. In: Papers. RePEc:arx:papers:2308.01486.

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2023Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study. (2023). Rompho, Nopadol ; Kusawat, Poompak. In: Papers. RePEc:arx:papers:2311.00384.

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2023How Does Chinas Household Portfolio Selection Vary with Financial Inclusion?. (2023). Wang, Xiqian ; Bian, Yong ; Zhang, Qin. In: Papers. RePEc:arx:papers:2311.01206.

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2023Digital financial inclusion and investment diversification: Evidence from China. (2023). Zhang, Yong ; Lai, Yali ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2781-2799.

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2023A micro perspective on r > g. (2023). Iacono, Roberto ; Palagi, Elisa. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:531-556.

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2023Retail Investor Trading Intentions: New Evidence from Australia. (2023). Lim, Guay C ; Zeng, QI ; Tsiaplias, Sarantis. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:327:p:512-535.

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2023Belief aggregation for representative agent models. (2023). Zimper, Alexander. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:309-342.

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2023Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591.

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2023Naïve Buying Diversification and Narrow Framing by Individual Investors. (2023). Hirshleifer, David ; Gathergood, John ; Stewart, Neil ; Sakaguchi, Hiroaki ; Leake, David. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1705-1741.

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2023.

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2023Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330.

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2023Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670.

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2023Gibt es die Marktwirtschaft noch? : Ein Versuch über politische Ökonomie im einundzwanzigsten Jahrhundert. (2023). Josef, Falkinger. In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:24:y:2023:i:1:p:110-128:n:6.

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2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

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2023Disposed to Be Overconfident. (2023). Smeets, Paul ; Odean, Terrance ; Godker, Katrin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10357.

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2023Using GPT-4 for Financial Advice. (2023). Streich, David J ; Hornuf, Lars ; Fieberg, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10529.

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2023A tail of labor supply and a tale of monetary policy. (2023). ferroni, filippo ; Cantore, Cristiano ; Theophilopoulou, Angeliki ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2308.

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2023From Patriarchy to Partnership: Gender Equality and Household Finance. (2023). Zaccaria, Luana ; Guiso, Luigi. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:968.

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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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2023The Preference for Wealth and Inequality: Towards a Piketty Theory of Wealth Inequality. (2023). Ono, Yoshiyasu ; Michau, Jean-Baptiste ; Schlegl, Matthias. In: Working Papers. RePEc:crs:wpaper:2023-11.

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2023The Preference for Wealth and Inequality: Towards a Piketty Theory of Wealth Inequality. (2023). Schlegl, Matthias ; Ono, Yoshiyasu ; Michau, Jean-Baptiste. In: ISER Discussion Paper. RePEc:dpr:wpaper:1223.

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2023Richer earnings dynamics, consumption and portfolio choice over the life cycle. (2023). Paz-Pardo, Gonzalo ; Galvez, Julio. In: Working Paper Series. RePEc:ecb:ecbwps:20232810.

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2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

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2023Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633.

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2023Capital income risk and the dynamics of the wealth distribution. (2023). Walde, Klaus ; Khieu, Hoang. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s026499932300055x.

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2023US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078.

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2024The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Bataineh, Hassan ; Gider, Zeynullah ; Hassan, Kabir M ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081.

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2023Can a European wealth tax close the green investment gap?. (2023). Kapeller, Jakob ; Leitch, Stuart ; Wildauer, Rafael. In: Ecological Economics. RePEc:eee:ecolec:v:209:y:2023:i:c:s092180092300112x.

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2023A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2023Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

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2024Digital finance and stock market participation: The case of internet wealth management products in China. (2024). Galloway, Brian ; Li, Hongyu ; Wu, Junjie ; Lu, Zhiqiang. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000870.

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2023The global financial cycle and capital flows during the COVID-19 pandemic. (2023). Davis, Jonathan ; Zlate, Andrei. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s001429212300106x.

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2024Pension reform and wealth inequality: Theory and evidence. (2024). Grodecka-Messi, Anna ; Bhattacharya, Joydeep ; Andersen, Torben M ; Mann, Katja. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000758.

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2024Robust decisions for heterogeneous agents via certainty equivalents. (2024). Schweizer, Nikolaus ; Balter, Anne G. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:1:p:171-184.

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2023Portfolio allocation over the life cycle with multiple late-in-life saving motives. (2023). Lee, Minjoon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000865.

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2023Stranded houses? The price effect of a minimum energy efficiency standard. (2023). Guin, Benjamin ; Gibberd, Alex ; Ferentinos, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000531.

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2023Fertility policy and stock market participation: Evidence from the universal two-child policy in China. (2023). Wang, Yumeng ; Liu, Jiayi ; Yin, Zhichao. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004252.

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2023Impact of financial investment on confidence in a happy future retirement. (2023). Tan, Weiqiang ; Shu, Hao ; Cheung, Yan-Leung. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003009.

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2023Geopolitical risk and household stock market participation. (2023). Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005074.

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2023The effects of personality and IQ on portfolio outcomes. (2023). Leake, David ; Antoniou, Constantinos ; Stewart, Neil ; Firth, Chris. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006407.

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2024Does digital finance alleviate household consumption inequality? Evidence from China. (2024). Xia, Xianli ; Zhang, Jizhou ; Li, Xiaojing ; Chen, Zhe. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012163.

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2024Judicial independence and growth investors decisions. (2024). Zhuang, Ziyin ; Li, Zhen ; Zheng, Panpan ; Lin, Boyuan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002368.

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2024Does constant asset allocation dominate buy-and-hold?. (2024). Levy, Moshe. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400237x.

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2024Wealth as a moderating effect on gender differences in portfolio holdings. (2024). Riefler, Raul ; Tosun, Onur Kemal ; Baeckstrom, Ylva. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000371.

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2024A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

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2023A multifractal model of asset (in)variances. (2023). Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000355.

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2024Digital finance era: Will individual investors become better players?. (2024). Yue, Pengpeng ; Guo, Jiaojiao ; Zhang, Xianjun ; Lu, Xiaomeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000015.

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2023Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities. (2023). Lux, Thomas ; Sattarhoff, Cristina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1678-1697.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2023What drives stock market participation? The role of institutional, traditional, and behavioral factors. (2023). Luotonen, Niilo ; Conlin, Andrew ; Kaustia, Markku. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003235.

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2023Population diversity and financial risk-taking. (2023). Ongena, Steven ; Dioikitopoulos, Evangelos V ; Delis, Manthos D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000778.

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2023Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

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2023Quantifying expenditure hierarchies and the expansion of global consumption diversity. (2023). Moneta, Alessio ; Stepanova, Elena ; Chai, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:860-886.

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2023Asset bubbles, entrepreneurial risks, and economic growth. (2023). Im, Ryonghun ; Hori, Takeo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000595.

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2024Price impact under heterogeneous beliefs and restricted participation. (2024). Kardaras, Constantinos ; Anthropelos, Michail. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709.

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2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Zhang, Junnan ; Wilms, Ole ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771.

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2023From patriarchy to partnership: Gender equality and household finance. (2023). Zaccaria, Luana ; Guiso, Luigi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:573-595.

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2023Barking up the wrong tree: Return-chasing in 401(k) plans. (2023). Wang, Pingle ; Tran, Anh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:69-90.

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2023Insurance and portfolio decisions: Two sides of the same coin?. (2023). Treich, Nicolas ; Foncel, Jerome ; Armantier, Olivier. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:201-219.

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2023Reaching for yield and the housing market: Evidence from 18th-century Amsterdam. (2023). Korevaar, Matthijs. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:273-296.

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2023Do the rich gamble in the stock market? Low risk anomalies and wealthy households. (2023). Gunaydin, Doruk A ; Bali, Turan G ; Karabulut, Yigitcan ; Jansson, Thomas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001551.

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2024Financial returns to household inventory management. (2024). Baker, Scott ; Johnson, Stephanie ; Kueng, Lorenz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001988.

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2024Human capital risk and portfolio choices: Evidence from university admission discontinuities. (2024). Shore, Stephen H ; D'Astous, Philippe. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000163.

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2024Robo advisors and access to wealth management. (2024). Sokolinski, Stanislav ; Reher, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000527.

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2023What do mutual fund managers’ private portfolios tell us about their skills?. (2023). Ibert, Markus. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000523.

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2023Determinants of strategic behavior: Evidence from a foreclosure moratorium. (2023). Spyridopoulos, Ioannis ; Artavanis, Nikolaos. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:56:y:2023:i:c:s1042957323000426.

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2024Valuing life over the life cycle. (2024). St-Amour, Pascal. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001194.

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2023The heterogeneous relationship of owner-occupied and investment property with household portfolio choice. (2023). Fuerst, Franz ; Felici, Marco. In: Journal of Housing Economics. RePEc:eee:jhouse:v:62:y:2023:i:c:s1051137723000517.

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2023Capital flows and growth across developing countries. (2023). Schroth, Josef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001055.

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2024Influence of Ukraine invasion by Russia on Turkish markets. (2024). Tanrivermi, Yesim ; Salami, Monsurat Ayojimi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000609.

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2024Do you have a choice?: Implications for belief updating and the disposition effect. (2024). Bachmann, Kremena. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:102:y:2024:i:c:s0167487024000266.

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2023Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes. (2023). Zimper, Alexander. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:125:y:2023:i:c:p:27-41.

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2023Wealth inequality dynamics in europe and the united states: Understanding the determinants. (2023). Martinez-Toledano, Clara ; Blanchet, Thomas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:133:y:2023:i:c:p:25-43.

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2024Marginal tax rates and income in the long run: Evidence from a structural estimation. (2024). Rossi, Raffaele ; Pidkuyko, Myroslav ; Macnamara, Patrick. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001010.

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2023Financial literacy and retirees resource allocation decisions in New Zealand. (2023). Whiting, Rosalind H ; Roberts, Helen ; Coleman, Andrew ; Noviarini, Jelita. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000513.

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2023Is attention-based stock buying profitable? Empirical evidence from Chinese individual investors. (2023). Zhang, Yixing ; Lu, Xiaomeng ; Chen, Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23001919.

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2024Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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2023Households investments in socially responsible mutual funds. (2023). Noren, Vicke ; Kallestrup-Lamb, Malene ; Jansson, Thomas ; Christiansen, Charlotte. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:46-67.

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More than 100 citations found, this list is not complete...

Works by Laurent E. Calvet:

YearTitleTypeCited
2020Rich Pickings? Risk, Return, and Skill in Household Wealth In: American Economic Review.
[Full Text][Citation analysis]		article91
2009Measuring the Financial Sophistication of Households In: American Economic Review.
[Full Text][Citation analysis]		article205
2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
[Citation analysis]
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2009Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles.
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2009Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers.
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2011State-Observation Sampling and the Econometrics of Learning Models In: Papers.
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2011state-observation sampling and the econometrics of learning models.(2011) In: HEC Research Papers Series.
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2011State-Observation Sampling and the Econometrics of Learning Models.(2011) In: Working Papers.
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2014Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios In: Journal of Finance.
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2011Twin picks: disentangling the determinants of risk-taking in household portfolios.(2011) In: HEC Research Papers Series.
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2011Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 151		paper
2010Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2010) In: NBER Working Papers.
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2013Twin picks: Disentangling the determinants of risk-taking in household portfolios.(2013) In: SAFE Working Paper Series.
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2017Who Are the Value and Growth Investors? In: Journal of Finance.
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2014Who Are the Value and Growth Investors?.(2014) In: HEC Research Papers Series.
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2014Who Are the Value and Growth Investors?.(2014) In: Working Papers.
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2014Who are the value and growth investors?.(2014) In: CFS Working Paper Series.
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1998Heterogeneous probabilities in complete asset markets In: LIDAM Discussion Papers CORE.
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2016Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy In: CEPR Discussion Papers.
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2015Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: HEC Research Papers Series.
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2015Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: Working Papers.
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2019A Supply and Demand Approach to Equity Pricing In: CEPR Discussion Papers.
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2020Can Security Design Foster Household Risk-Taking? In: CEPR Discussion Papers.
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2001Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets In: Working Papers.
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2004Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets In: Working Papers.
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2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets.(2018) In: Research in Economics.
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2016Structural Dynamic Analysis of Systematic Risk In: Working Papers.
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2004Financial Innovation, Market Participation, and Asset Prices In: Journal of Financial and Quantitative Analysis.
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2001Financial Innovation, Market Participation and Asset Prices.(2001) In: Harvard Institute of Economic Research Working Papers.
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2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Post-Print.
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2001Financial Innovation, Market Participation and Asset Prices.(2001) In: SSE/EFI Working Paper Series in Economics and Finance.
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2003Financial Innovation, Market Participation and Asset Prices.(2003) In: NBER Working Papers.
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2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Working Papers.
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2018Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics In: Journal of Financial and Quantitative Analysis.
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1997A Multifractal Model of Asset Returns In: Cowles Foundation Discussion Papers.
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1999A Multifractal Model of Assets Returns.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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2011A Multifractal Model of Asset Returns.(2011) In: Working Papers.
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1997Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers.
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1997Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers.
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2006Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series.
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2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers.
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2007Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print.
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2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
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2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
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2006Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series.
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2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles.
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2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers.
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2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy.
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2013Whats Beneath the Surface? Option Pricing with Multifrequency Latent States In: HEC Research Papers Series.
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2015What is beneath the surface? Option pricing with multifrequency latent states.(2015) In: Journal of Econometrics.
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2013Through the Looking Glass: Indirect Inference via Simple Equilibria In: HEC Research Papers Series.
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2015Through the looking glass: Indirect inference via simple equilibria.(2015) In: Journal of Econometrics.
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2015Through the Looking Glass : Indirect Inference via Simple Equilibria.(2015) In: Post-Print.
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2014Through the Looking Glass: Indirect Inference via Simple Equilibria.(2014) In: Working Papers.
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2001Forecasting multifractal volatility In: Journal of Econometrics.
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2000Forecasting Multifractal Volatility.(2000) In: Harvard Institute of Economic Research Working Papers.
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1999Forecasting Multifractal Volatility.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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2001Forecasting multifractal volatility.(2001) In: Post-Print.
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2006Volatility comovement: a multifrequency approach In: Journal of Econometrics.
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2006Volatility Comovement: a multifrequency approach.(2006) In: Post-Print.
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2004Volatility Comovement: A Multifrequency Approach.(2004) In: NBER Technical Working Papers.
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2001Incomplete Markets and Volatility In: Journal of Economic Theory.
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1999Incomplete Markets and Volatility.(1999) In: Harvard Institute of Economic Research Working Papers.
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2001Incomplete Markets and Volatility.(2001) In: Post-Print.
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2007Multifrequency news and stock returns In: Journal of Financial Economics.
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2007Multifrequency news and stock returns.(2007) In: Post-Print.
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2011Multifrequency News and Stock Returns.(2011) In: Working Papers.
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2005Multifrequency News and Stock Returns.(2005) In: NBER Working Papers.
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2005Incomplete-market dynamics in a neoclassical production economy In: Journal of Mathematical Economics.
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2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Harvard Institute of Economic Research Working Papers.
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2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Post-Print.
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2004Incomplete Market Dynamics in a Neoclassical Production Economy.(2004) In: NBER Working Papers.
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2008Multifrequency jump-diffusions: An equilibrium approach In: Journal of Mathematical Economics.
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2008Multifrequency jump-diffusions: An equilibrium approach.(2008) In: Post-Print.
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2006Multifrequency Jump-Diffusions: An Equilibrium Approach.(2006) In: NBER Working Papers.
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2006Idiosyncratic production risk, growth and the business cycle In: Journal of Monetary Economics.
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2002Idiosyncratic Production Risk, Growth and the Business Cycle.(2002) In: Harvard Institute of Economic Research Working Papers.
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2006Idiosyncratic Production Risk, Growth and the Business Cycle.(2006) In: Post-Print.
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2003Idiosyncratic Production Risk, Growth and the Business Cycle.(2003) In: Working Papers.
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2012Idiosyncratic Production Risk, Growth and the Business Cycle.(2012) In: Working Papers.
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2003Idiosyncratic Production Risk, Growth, and the Business Cycle.(2003) In: NBER Working Papers.
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2008Multifractal Volatility In: Elsevier Monographs.
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2000Behavioral Heterogeneity and The Income Effect In: Harvard Institute of Economic Research Working Papers.
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2003Behavioral Heterogeneity and the Income Effect.(2003) In: Post-Print.
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2003Behavioral Heterogeneity and the Income Effect.(2003) In: The Review of Economics and Statistics.
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2001Incomplete Markets, Growth, and the Business Cycle In: Harvard Institute of Economic Research Working Papers.
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2003Regime-Switching and the Estimation of Multifractal Processes In: Harvard Institute of Economic Research Working Papers.
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2003Regime-Switching and the Estimation of Multifractal Processes.(2003) In: NBER Working Papers.
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2009Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print.
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2009Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print.
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2008Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers.
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2009Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics.
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2002Multifractality in Asset Returns: Theory and Evidence In: Post-Print.
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2002Multifractality In Asset Returns: Theory And Evidence.(2002) In: The Review of Economics and Statistics.
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2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes In: Post-Print.
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2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes.(2004) In: Journal of Financial Econometrics.
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2009Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print.
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2009Household Heterogeneity in financial Market In: Post-Print.
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2009Multifractal Volatility: Theory, Estimation and Forecasting In: Post-Print.
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2010Asset Pricing In: Post-Print.
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2010Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) In: Post-Print.
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2011Efficient estimation of learning models In: Post-Print.
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2012Efficient Estimation of Learning Models.(2012) In: Working Papers.
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2008Multifractal Volatility: Theory, Forecasting and Pricing In: Post-Print.
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2008Fractals In: Post-Print.
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2015Accurate Methods for Approximate Bayesian Computation Filtering In: Post-Print.
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2015Accurate Methods for Approximate Bayesian Computation Filtering.(2015) In: Journal of Financial Econometrics.
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2015Robust Filtering In: Post-Print.
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2015Robust Filtering.(2015) In: Journal of the American Statistical Association.
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2011Large Deviation Theory and the Distribution of Price Changes In: Working Papers.
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2011Multifractality of US Dollar/Deutsche Mark Exchange Rates In: Working Papers.
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2021The Cross-Section of Household Preferences In: NBER Working Papers.
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