Laurent E. Calvet : Citation Profile

Are you Laurent E. Calvet?

SKEMA Business School

23

H index

27

i10 index

2579

Citations

RESEARCH PRODUCTION:

23

Articles

88

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 107
   Journals where Laurent E. Calvet has often published
   Relations with other researchers
   Recent citing documents: 139.    Total self citations: 36 (1.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca582
   Updated: 2024-07-05    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)

Lundborg, Petter (35)

Devereux, Paul (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)

Ghysels, Eric (11)

Engle, Robert (11)

French, Kenneth (10)

Duffie, Darrell (9)

Diebold, Francis (9)

Main data

Where Laurent E. Calvet has published?

Journals with more than one article published# docs
Journal of Econometrics4
Journal of Financial and Quantitative Analysis2
The Review of Economics and Statistics2
Journal of Financial Econometrics2
American Economic Review2
Journal of Finance2
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
Working Papers / Center for Research in Economics and Statistics3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
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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2023.

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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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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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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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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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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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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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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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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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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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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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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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2023TV media sentiment, mutual fund flows and portfolio choice: They do not put their money where their sentiment is. (2023). Naumer, Hans-Jorg. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001605.

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2023When do robo-advisors make us better investors? The impact of social design elements on investor behavior. (2023). Spann, Martin ; Morana, Stefan ; Back, Camila. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:103:y:2023:i:c:s2214804323000101.

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2024Wealth inequality and economic growth: Evidence from the US and France. (2024). Sánchez Carrera, Edgar ; Policardo, Laura. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400003x.

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2023Switching activity in retail financial markets in Ireland. (2023). Lunn, Pete ; Timmons, Shane ; McGinnity, Frances ; McGowan, Feidhlim ; Papadopoulos, Alexandros. In: Research Series. RePEc:esr:resser:rs161.

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2023Who Pays For Your Rewards? Redistribution in the Credit Card Market. (2023). Wix, Carlo ; Silva, Andre F ; Presbitero, Andrea F ; Agarwal, Sumit. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-07.

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2023.

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2023The Impact of Uncertainty Shocks to Consumption under Different Confidence Regimes Based on a Stochastic Uncertainty-in-Mean TVAR Model. (2023). Chen, Zhuoran ; Zhou, Xianbo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3032-:d:1060891.

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2023Population Diversity and Financial Risk-Taking. (2023). Ongena, Steven ; Dioikitopoulos, Evangelos V ; Delis, Manthos D. In: Post-Print. RePEc:hal:journl:hal-04083169.

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2023Trading ambiguity: a tale of two heterogeneities. (2023). Tallon, Jean Marc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: Post-Print. RePEc:hal:journl:halshs-03962563.

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2023The different returns to cognitive ability in the labor and capital markets. (2023). Waldenstrom, Daniel ; Karlsson, Kristina ; Bastani, Spencer. In: Working Paper Series. RePEc:hhs:ifauwp:2023_008.

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2023The Different Returns to Cognitive Ability in the Labor and Capital Markets. (2023). Bastani, Spencer ; Waldenstrom, Daniel ; Karlsson, Kristina. In: Working Paper Series. RePEc:hhs:iuiwop:1459.

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2024Digitalization, Entrepreneurship, and Wealth Inequality. (2024). Nirei, Makoto ; Muto, Ichiro ; Nakamura, Fumitaka. In: IMES Discussion Paper Series. RePEc:ime:imedps:24-e-01.

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2024Business Education and Portfolio Returns. (2024). Karabulut, Yigitcan ; Jansson, Thomas ; Altmejd, Adam. In: IZA Discussion Papers. RePEc:iza:izadps:dp16976.

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2023On the change of risk aversion in wealth: a field experiment in a closed economic system. (2023). Strumpel, Dennis ; Richter, Andreas ; Jaspersen, Johannes G ; Huber, Tobias. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:1:d:10.1007_s10683-022-09762-x.

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2023Management customer complaints and performance: banks, be careful!. (2023). Stefanelli, Valeria ; Cotugno, Matteo. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:1:d:10.1007_s10997-021-09616-3.

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2023Consumption with earnings, liquidity, and market based models. (2023). Wroblewski, David ; Snigaroff, Robert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01103-6.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2024Financial portfolio performance of Belgian households : a nonparametric assessment. (2024). De Rock, Bram ; Cherchye, Laurens ; Saelens, Dieter. In: Working Paper Research. RePEc:nbb:reswpp:202404-448.

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2023At the Top of the Mind: Peak Prices and the Disposition Effect. (2023). Gathergood, John ; Stewart, Neil ; Loewenstein, George ; Hume, David ; Quispe-Torreblanca, Edika. In: Discussion Papers. RePEc:not:notcdx:2023-09.

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2023Estimating the Distribution of Wealth in New Zealand. (2023). Parkyn, Oscar ; Forward, Tayla ; Ching, Benjamin. In: Treasury Working Paper Series. RePEc:nzt:nztwps:23/01.

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2023The Impact of Communist Party Membership on Wealth Distribution and Accumulation in Urban China. (2023). Yang, LI. In: SocArXiv. RePEc:osf:socarx:y4pwa.

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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]		article81
2009Measuring the Financial Sophistication of Households In: American Economic Review.
[Full Text][Citation analysis]		article197
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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This paper has nother version. Agregated cites: 197		paper
2011State-Observation Sampling and the Econometrics of Learning Models In: Papers.
[Full Text][Citation analysis]		paper1
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.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2014Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios In: Journal of Finance.
[Full Text][Citation analysis]		article148
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]
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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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This paper has nother version. Agregated cites: 148		paper
2017Who Are the Value and Growth Investors? In: Journal of Finance.
[Full Text][Citation analysis]		article39
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.
[Citation analysis]
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2014Who are the value and growth investors?.(2014) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 39		paper
1998Heterogeneous probabilities in complete asset markets In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper5
2016Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper50
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.
[Citation analysis]
This paper has nother version. Agregated cites: 50		paper
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.
[Full Text][Citation analysis]		paper8
2001Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets In: Working Papers.
[Full Text][Citation analysis]		paper24
2004Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets In: Working Papers.
[Full Text][Citation analysis]		paper7
2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets.(2018) In: Research in Economics.
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This paper has nother version. Agregated cites: 7		article
2016Structural Dynamic Analysis of Systematic Risk In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Financial Innovation, Market Participation, and Asset Prices In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article36
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.
[Citation analysis]
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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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2018Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article3
1997A Multifractal Model of Asset Returns In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		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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2011A Multifractal Model of Asset Returns.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 200		paper
1997Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper37
1997Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper35
2006Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper510
2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
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2007Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 510		paper
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 510		paper
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 510		paper
2006Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]		paper14
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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This paper has nother version. Agregated cites: 14		paper
2001Forecasting multifractal volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article130
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.
[Full Text][Citation analysis]		article36
1999Incomplete Markets and Volatility.(1999) In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2001Incomplete Markets and Volatility.(2001) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2007Multifrequency news and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article42
2007Multifrequency news and stock returns.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 42		paper
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.
[Full Text][Citation analysis]		article34
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.
[Full Text][Citation analysis]		article108
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.
[Citation analysis]
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2012Idiosyncratic Production Risk, Growth and the Business Cycle.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 108		paper
2003Idiosyncratic Production Risk, Growth, and the Business Cycle.(2003) In: NBER Working Papers.
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2008Multifractal Volatility In: Elsevier Monographs.
[Full Text][Citation analysis]		book25
2000Behavioral Heterogeneity and The Income Effect In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper30
2003Behavioral Heterogeneity and the Income Effect.(2003) In: Post-Print.
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This paper has nother version. Agregated cites: 30		paper
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.
[Full Text][Citation analysis]		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.
[Citation analysis]		paper290
2009Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print.
[Citation analysis]
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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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This paper has nother version. Agregated cites: 290		article
2002Multifractality in Asset Returns: Theory and Evidence In: Post-Print.
[Citation analysis]		paper158
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.
[Citation analysis]		paper136
2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes.(2004) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 136		article
2009Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print.
[Citation analysis]		paper5
2009Household Heterogeneity in financial Market In: Post-Print.
[Citation analysis]		paper0
2009Multifractal Volatility: Theory, Estimation and Forecasting In: Post-Print.
[Citation analysis]		paper0
2010Asset Pricing In: Post-Print.
[Citation analysis]		paper0
2010Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) In: Post-Print.
[Citation analysis]		paper1
2011Efficient estimation of learning models In: Post-Print.
[Citation analysis]		paper1
2012Efficient Estimation of Learning Models.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2008Multifractal Volatility: Theory, Forecasting and Pricing In: Post-Print.
[Citation analysis]		paper61
2008Fractals In: Post-Print.
[Citation analysis]		paper0
2015Accurate Methods for Approximate Bayesian Computation Filtering In: Post-Print.
[Citation analysis]		paper10
2015Accurate Methods for Approximate Bayesian Computation Filtering.(2015) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 10		article
2015Robust Filtering In: Post-Print.
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2015Robust Filtering.(2015) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 0		article
2011Large Deviation Theory and the Distribution of Price Changes In: Working Papers.
[Citation analysis]		paper0
2011Multifractality of US Dollar/Deutsche Mark Exchange Rates In: Working Papers.
[Citation analysis]		paper0
2021The Cross-Section of Household Preferences In: NBER Working Papers.
[Full Text][Citation analysis]		paper16

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