Laurent E. Calvet : Citation Profile


Are you Laurent E. Calvet?

SKEMA Business School

23

H index

27

i10 index

2488

Citations

RESEARCH PRODUCTION:

23

Articles

88

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 103
   Journals where Laurent E. Calvet has often published
   Relations with other researchers
   Recent citing documents: 206.    Total self citations: 36 (1.43 %)

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   Permalink: http://citec.repec.org/pca582
   Updated: 2023-11-04    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 (47)

Majlesi, Kaveh (45)

GUPTA, RANGAN (43)

Campbell, John (40)

Mitchell, Olivia (39)

Lux, Thomas (37)

Devereux, Paul (35)

Black, Sandra (35)

Lundborg, Petter (35)

Lusardi, Annamaria (34)

Fagereng, Andreas (26)

Cites to:

Campbell, John (34)

Fisher, Adlai (29)

Weil, Philippe (22)

Bollerslev, Tim (15)

Abel, Andrew (12)

Cochrane, John (11)

Engle, Robert (11)

Ghysels, Eric (11)

French, Kenneth (10)

Benhabib, Jess (9)

Duffie, Darrell (9)

Main data


Where Laurent E. Calvet has published?


Journals with more than one article published# docs
Journal of Econometrics4
American Economic Review2
The Review of Economics and Statistics2
Journal of Finance2
Journal of Financial and Quantitative Analysis2
The Journal of Financial Econometrics2
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
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
Working Papers / Center for Research in Economics and Statistics3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Laurent E. Calvet (2023 and 2022)


YearTitle of citing document
2022Behavioral Responses to Wealth Taxes: Evidence from Switzerland. (2022). Schmidheiny, Kurt ; Krapf, Matthias ; Gruber, Jonathan ; Brulhart, Marius. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:14:y:2022:i:4:p:111-50.

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2022Five Facts about the Distributional Income Effects of Monetary Policy Shocks. (2022). Picco, Anna Rogantini ; Klein, Mathias ; Jansson, Thomas ; Amberg, Niklas. In: American Economic Review: Insights. RePEc:aea:aerins:v:4:y:2022:i:3:p:289-304.

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2022A Social Insurance Perspective on Pandemic Fiscal Policy: Implications for Unemployment Insurance and Hazard Pay. (2022). Romer, David H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:2:p:3-28.

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2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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2022Wealth and its Distribution in Germany, 1895-2018. (2022). Schularick, Moritz ; Bartels, Charlotte. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:162.

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2022Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431.

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2022Multiscaling and rough volatility: an empirical investigation. (2022). di Matteo, T ; Brandi, Giuseppe. In: Papers. RePEc:arx:papers:2201.10466.

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2022Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Mar'Ia. In: Papers. RePEc:arx:papers:2202.02280.

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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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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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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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2022Sector-wise analysis of Indian stock market: Long and short-term risk and stability analysis. (2022). Sadhukhan, Poulomi. In: Papers. RePEc:arx:papers:2210.09619.

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2022Uncovering the Dynamics of the Wealth Distribution. (2022). Blanchet, Thomas. In: Papers. RePEc:arx:papers:2211.15509.

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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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2022More money or better procedures? Evidence from an energy efficiency assistance program. (2022). Kesternich, Martin ; Goeschl, Timo ; Chlond, Bettina. In: Working Papers. RePEc:awi:wpaper:0716.

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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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2022Individual investors dispersion in beliefs and stock returns. (2022). Lu, Lei ; Li, Xindan ; Ma, Junjun ; Xiong, Xiong ; Wu, Weixing. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:929-953.

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2022.

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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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2022Fully Closed: Individual Responses to Realized Gains and Losses. (2022). Pagel, Michaela ; Meyer, Steffen. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1529-1585.

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2022Belief Disagreement and Portfolio Choice. (2022). Parker, Jonathan ; Simester, Duncan ; Schoar, Antoinette ; Meeuwis, Maarten. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3191-3247.

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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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2022Portfolio diversification and model uncertainty: A robust dynamic mean?variance approach. (2022). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:349-404.

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2022Pandemic Shocks and Household Spending. (2022). Tillmann, Peter ; PeterTillmann, ; Finck, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:273-299.

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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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2022Risky Asset Holdings During Covid?19 and their Distributional Impact: Evidence from Germany. (2022). schröder, carsten ; Menkhoff, Lukas ; Schroder, Carsten. In: Review of Income and Wealth. RePEc:bla:revinw:v:68:y:2022:i:2:p:497-517.

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2022A tail of labour supply and a tale of monetary policy. (2022). Theophilopoulou, Angeliki ; ferroni, filippo ; Cantore, Cristiano ; Mumtaz, Hroon. In: Bank of England working papers. RePEc:boe:boeewp:0989.

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2022The Effects of Subsidized Flood Insurance on Real Estate Markets. (2022). Lee, Jonathan ; Guin, Benjamin ; Garbarino, Nicola. In: Bank of England working papers. RePEc:boe:boeewp:0995.

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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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2022Limited Consideration in the Investment Fund Choice. (2022). Sterc, Ante. In: CERGE-EI Working Papers. RePEc:cer:papers:wp729.

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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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2022Behavioral Responses to a Pension Savings Mandate : Quasi-experimental Evidence from Swiss Tax Data. (2022). Burgherr, David. In: CAGE Online Working Paper Series. RePEc:cge:wacage:645.

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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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2022The End of the Crypto-Diversification Myth. (2022). Didisheim, Antoine ; Somoza, Luciano. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2253.

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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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2022Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922.

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2022Foreign bias in equity portfolios: Informational advantage or familiarity bias?. (2022). Vanpe, Rosanne ; Sercu, Piet ; Cooper, Ian ; Boermans, Martijn . In: Working Papers. RePEc:dnb:dnbwpp:742.

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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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2022Complexity in insurance selection: Cross-classified multilevel analysis of experimental data. (2022). Beliu, Corina. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000521.

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2022U.S. Politics from a multifractal perspective. (2022). Schadner, Wolfgang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010316.

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2022The predictive power of power-laws: An empirical time-arrow based investigation. (2022). Kalda, Jaan ; di Tollo, Giacomo ; Andria, Joseph. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s096007792200635x.

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2022Do the global grain spot markets exhibit multifractal nature?. (2022). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui ; Gao, Xing-Lu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008426.

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2022Robust investment strategies with two risky assets. (2022). Luo, Yulei ; Sun, Xianming ; Lin, Qian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002104.

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2022Risk pooling, intermediation efficiency, and the business cycle. (2022). Pelizzon, Loriana ; Modena, Andrea ; Dindo, Pietro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002044.

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2023Does relative risk aversion vary with wealth? Evidence from households׳ portfolio choice data. (2016). Yang, Fang ; CAI, ZONGWU ; Liu, Xuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:229-248.

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2022Investor confidence and high financial literacy jointly shape investments in risky assets. (2022). Paradowski, Piotr R ; Hsu, Joanne W ; Fessler, Pirmin ; Cupak, Andrej. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200270x.

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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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2022Approximate maximum likelihood for complex structural models. (2022). Renault, Eric ; Frazier, David T ; Czellar, Veronika. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:432-456.

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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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2022Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models. (2022). Lux, Thomas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:69-95.

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2022Top income shares, inequality, and business cycles: United States, 1957–2016. (2022). Charalampidis, Nikolaos. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001787.

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2022Income, trading, and performance: Evidence from retail investors. (2022). Zhai, Rui-Xiang ; Lin, Chih-Yung ; Hasan, Iftekhar ; Bui, Dien Giau. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:176-195.

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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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2022Why do individuals not participate in the stock market?. (2022). Veld, Chris ; Merkoulova, Yulia. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002484.

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2022Multiscaling and rough volatility: An empirical investigation. (2022). di Matteo, T ; Brandi, Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002757.

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2022Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532.

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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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2022The anatomy of the disposition effect: Which factors are most important?. (2022). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001215.

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2022The potential use of robo-advisors among the young generation: Evidence from Italy. (2022). Oggero, Noemi ; Isaia, Eleonora. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002835.

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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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2022Investor attention and municipal bond returns. (2022). Nguyen, Giang ; Hund, John ; Cornaggia, Kimberly. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000301.

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2022Time horizon and cryptocurrency ownership: Is crypto not speculative?. (2022). Bonaparte, Yosef. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000877.

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2022Voluntary minimum repayments and borrower heterogeneity: Evidence from revolving consumer credit. (2022). Noth, Markus ; Lukas, Moritz. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003071.

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2022Retail trading activity and major lifecycle events: The case of divorce. (2022). Westerholm, Joakim P ; Subrahmanyam, Avanidhar ; Kalev, Petko S ; Grant, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003459.

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2022Bequest motives in consumption-portfolio decisions with recursive utility. (2022). Weiss, Farina ; Munk, Claus ; Kraft, Holger. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000280.

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2022Impact of Price Path on Disposition Bias. (2022). Jacob, Joshy ; Bansal, Avijit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001960.

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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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2022On the nexus between wealth inequality, financial development and financial technology. (2022). Gambacorta, Romina ; Frost, Jon. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:202:y:2022:i:c:p:429-451.

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2022Ignorance, pervasive uncertainty, and household finance. (2022). Luo, Yulei ; Wang, Haijun ; Nie, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000211.

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2022Intertemporal preference with loss aversion: Consumption and risk-attitude. (2022). Koo, Hyeng Keun ; Jeon, Junkee ; Choi, Kyoung Jin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121001976.

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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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2022Consumer-lending discrimination in the FinTech Era. (2022). Wallace, Nancy ; Stanton, Richard ; Morse, Adair ; Bartlett, Robert. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:30-56.

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2022The cost of steering in financial markets: Evidence from the mortgage market. (2022). Mistrulli, Paolo Emilio ; Guiso, Luigi ; Gambacorta, Leonardo ; Tsoy, Anton ; Pozzi, Andrea. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1209-1226.

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2022Under-diversification and idiosyncratic risk externalities. (2022). Iachan, Felipe ; Zi, Chao ; Silva, Dejanir. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1227-1250.

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2022Stock return ignorance. (2022). Veld, Chris ; Merkoulova, Yulia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:3:p:864-884.

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2022Ambiguity about volatility and investor behavior. (2022). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:277-296.

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2022Leverage. (2022). Veronesi, Pietro ; Santos, Tano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:362-386.

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2022Corporate actions and the manipulation of retail investors in China: An analysis of stock splits. (2022). Zhao, Bin ; Wei, Chishen ; Titman, Sheridan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:762-787.

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2022Millionaires speak: What drives their personal investment decisions?. (2022). Robertson, Adriana Z ; Dyson, Danielle ; Choi, James J ; Bender, Svetlana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:305-330.

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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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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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2022The rich, poor, and middle class: Banking crises and income distribution. (2022). Leroy, Aurelien ; el Herradi, Mehdi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000985.

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2022Financial Risk-Taking and the Gender Wage Gap. (2022). Selin, Hkan ; Edin, Per-Anders. In: Labour Economics. RePEc:eee:labeco:v:75:y:2022:i:c:s0927537122000379.

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2022Wealth redistribution in bubbles and crashes. (2022). Shi, Donghui ; Lou, Dong ; An, LI. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:134-153.

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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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2022Owners’ portfolio diversification and internal capital allocation. (2022). Chi, Yung-Ling. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21001839.

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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.
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2009Measuring the Financial Sophistication of Households In: American Economic Review.
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2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
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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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paper
2014Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios In: Journal of Finance.
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article145
2011Twin picks: disentangling the determinants of risk-taking in household portfolios.(2011) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 145
paper
2011Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 145
paper
2010Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 145
paper
2013Twin picks: Disentangling the determinants of risk-taking in household portfolios.(2013) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 145
paper
2017Who Are the Value and Growth Investors? In: Journal of Finance.
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article35
2014Who Are the Value and Growth Investors?.(2014) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 35
paper
2014Who Are the Value and Growth Investors?.(2014) In: Working Papers.
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paper
2014Who are the value and growth investors?.(2014) In: CFS Working Paper Series.
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paper
1998Heterogeneous probabilities in complete asset markets In: LIDAM Discussion Papers CORE.
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paper5
2016Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy In: CEPR Discussion Papers.
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paper50
2015Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: HEC Research Papers Series.
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paper
2015Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: Working Papers.
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paper
2019A Supply and Demand Approach to Equity Pricing In: CEPR Discussion Papers.
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paper1
2020Can Security Design Foster Household Risk-Taking? In: CEPR Discussion Papers.
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paper8
2001Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets In: Working Papers.
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paper24
2004Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets In: Working Papers.
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paper6
2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets.(2018) In: Research in Economics.
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article
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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article35
2001Financial Innovation, Market Participation and Asset Prices.(2001) In: Harvard Institute of Economic Research Working Papers.
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This paper has another version. Agregated cites: 35
paper
2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Post-Print.
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This paper has another version. Agregated cites: 35
paper
2001Financial Innovation, Market Participation and Asset Prices.(2001) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 35
paper
2003Financial Innovation, Market Participation and Asset Prices.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 35
paper
2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 35
paper
2018Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics In: Journal of Financial and Quantitative Analysis.
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article2
1997A Multifractal Model of Asset Returns In: Cowles Foundation Discussion Papers.
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paper200
1999A Multifractal Model of Assets Returns.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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paper
2011A Multifractal Model of Asset Returns.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 200
paper
1997Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers.
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paper37
1997Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers.
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paper35
2006Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series.
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paper489
2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers.
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This paper has another version. Agregated cites: 489
paper
2007Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 489
paper
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 489
paper
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 489
paper
2006Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 489
paper
2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles.
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paper
2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 489
paper
2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy.
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article
2013Whats Beneath the Surface? Option Pricing with Multifrequency Latent States In: HEC Research Papers Series.
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paper7
2015What is beneath the surface? Option pricing with multifrequency latent states.(2015) In: Journal of Econometrics.
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article
2013Through the Looking Glass: Indirect Inference via Simple Equilibria In: HEC Research Papers Series.
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paper12
2015Through the looking glass: Indirect inference via simple equilibria.(2015) In: Journal of Econometrics.
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article
2015Through the Looking Glass : Indirect Inference via Simple Equilibria.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 12
paper
2014Through the Looking Glass: Indirect Inference via Simple Equilibria.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2001Forecasting multifractal volatility In: Journal of Econometrics.
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article127
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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paper
2001Forecasting multifractal volatility.(2001) In: Post-Print.
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This paper has another version. Agregated cites: 127
paper
2006Volatility comovement: a multifrequency approach In: Journal of Econometrics.
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article56
2006Volatility Comovement: a multifrequency approach.(2006) In: Post-Print.
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This paper has another version. Agregated cites: 56
paper
2004Volatility Comovement: A Multifrequency Approach.(2004) In: NBER Technical Working Papers.
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paper
2001Incomplete Markets and Volatility In: Journal of Economic Theory.
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article36
1999Incomplete Markets and Volatility.(1999) In: Harvard Institute of Economic Research Working Papers.
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paper
2001Incomplete Markets and Volatility.(2001) In: Post-Print.
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This paper has another version. Agregated cites: 36
paper
2007Multifrequency news and stock returns In: Journal of Financial Economics.
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article40
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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This paper has another version. Agregated cites: 40
paper
2005Multifrequency News and Stock Returns.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 40
paper
2005Incomplete-market dynamics in a neoclassical production economy In: Journal of Mathematical Economics.
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article34
2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Harvard Institute of Economic Research Working Papers.
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paper
2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Post-Print.
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This paper has another version. Agregated cites: 34
paper
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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article9
2008Multifrequency jump-diffusions: An equilibrium approach.(2008) In: Post-Print.
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This paper has another version. Agregated cites: 9
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2006Multifrequency Jump-Diffusions: An Equilibrium Approach.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
2006Idiosyncratic production risk, growth and the business cycle In: Journal of Monetary Economics.
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article107
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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paper
2003Idiosyncratic Production Risk, Growth and the Business Cycle.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 107
paper
2012Idiosyncratic Production Risk, Growth and the Business Cycle.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 107
paper
2003Idiosyncratic Production Risk, Growth, and the Business Cycle.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 107
paper
2008Multifractal Volatility In: Elsevier Monographs.
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book25
2000Behavioral Heterogeneity and The Income Effect In: Harvard Institute of Economic Research Working Papers.
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paper29
2003Behavioral Heterogeneity and the Income Effect.(2003) In: Post-Print.
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paper
2003Behavioral Heterogeneity and the Income Effect.(2003) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 29
article
2001Incomplete Markets, Growth, and the Business Cycle In: Harvard Institute of Economic Research Working Papers.
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paper8
2003Regime-Switching and the Estimation of Multifractal Processes In: Harvard Institute of Economic Research Working Papers.
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paper16
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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paper276
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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This paper has another version. Agregated cites: 276
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2009Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 276
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2002Multifractality in Asset Returns: Theory and Evidence In: Post-Print.
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paper157
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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paper132
2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes.(2004) In: The 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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paper5
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: The 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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