Rik G. P. Frehen : Citation Profile

Universiteit van Tilburg
Universiteit van Tilburg

6

H index

4

i10 index

182

Citations

RESEARCH PRODUCTION:

5

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 14
   Journals where Rik G. P. Frehen has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 2 (1.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr182
   Updated: 2025-11-01    RAS profile: 2021-06-14    
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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 Rik G. P. Frehen.

Is cited by:

Turner, John (10)

Grossman, Richard (6)

Oxley, Les (4)

HU, YANG (4)

Prokopczuk, Marcel (3)

Szafarz, Ariane (3)

Bouvatier, Vincent (3)

OOSTERLINCK, Kim (3)

Ravazzolo, Francesco (3)

Brière, Marie (3)

Guidolin, Massimo (3)

Cites to:

Shleifer, Andrei (17)

French, Kenneth (15)

Fama, Eugene (13)

Gennaioli, Nicola (11)

Bollerslev, Tim (9)

Diebold, Francis (8)

Andersen, Torben (8)

Bordalo, Pedro (8)

Nagel, Stefan (7)

Gollier, Christian (5)

Imbs, Jean (5)

Main data

Where Rik G. P. Frehen has published?

Journals with more than one article published# docs
Journal of Financial Economics3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Rik G. P. Frehen (2025 and 2024)

YearTitle of citing document
2024Negative Externalities of Regulation: Identity‐relevant Information in Mandatory Short‐selling Disclosures. (2024). Madelaine, Alexandre. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:892-934.

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2024The anatomy of a bubble company: The London Assurance in 1720. (2024). Quinn, William ; Aldous, Michael ; Acheson, Graeme. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:1:p:160-184.

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2024ESG Investing and Stock Return Comovements. (2024). XIE, Jing ; Kacperczyk, Marcin ; Peng, Lin. In: Working Papers. RePEc:boa:wpaper:202403.

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2024Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market. (2024). Hu, Zhijun ; Sun, Ping-Wen. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000492.

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2024What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Sun, Kaisi ; Wang, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431.

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2024Sustainability of renewable energy in China: Enhanced strategic investment and displaced R&D expenditure. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000203.

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2024Performance linkage in renewable energy supply chain: A comparative analysis with coal power and the entire industry. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002945.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Zhou, Weili ; Hanauer, Matthias X ; Jansen, Maarten. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

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2024Trading on trends: How the ordering of historical volume predicts Chinese stock returns?. (2024). Li, Yihan. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004502.

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2024What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015.

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2024When the tide wanes: A study of post systemic collapse portfolio management. (2024). Lepone, Andrew ; Yu, Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006070.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2024Bitcoin attention and economic policy uncertainty. (2024). Ordóñez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Ordoez, Javier ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114.

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2025The idiosyncratic volatility of volatility effect in the A-share market: An interpretation based on heterogeneous variance beliefs. (2025). Hu, Zhijun ; Ling, Aifan ; Gao, Xiang. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001163.

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2024Size matters: Unpacking the relationship between institutional investor size and private equity asset allocation within diverse institutional contexts. (2024). Cumming, Douglas ; Khan, Zafir Ullah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000246.

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2024Salience theory and cryptocurrency returns. (2024). Zhao, Ran ; Cai, Charlie X. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002388.

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2024Preferences for maximum daily returns. (2024). Baars, Maren ; Mohrschladt, Hannes. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:343-353.

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2024Why did shareholder liability disappear?. (2024). Turner, John ; Campbell, Gareth ; Bogle, David A ; Coyle, Christopher. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23002015.

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2024The puzzling persistence of financial crises: A selective review of 2000 years of evidence. (2024). Jaremski, Matthew ; Calomiris, Charles W. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000184.

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2025ESG rating changes and stock returns. (2025). Gerritsen, Dirk ; Galema, Rients. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000440.

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2024An empirical evaluation of the salience-based asset pricing model: Evidence from Australia. (2024). Xiao, Yucaho ; Lee, Deok-Hyeon ; Min, Byoung-Kyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000039.

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2024The change in salience and the cross-section of stock returns: Empirical evidence from China A-shares. (2024). Fan, Ying ; Ma, Yao ; Zhang, Manqing ; Yang, Baochen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000702.

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2024Taking matters into their own hands: How Investors stock preferences affect mutual fund flows in China. (2024). Li, Shi ; Fu, Rongsha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002890.

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2024Salience, psychological anchors, and stock return predictability. (2024). Lin, Mei-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002956.

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2025Uncovering the distress anomaly: The role of insider silence and limited investor attention. (2025). Li, Hui ; Chen, Yongming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001546.

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2024Quality acceleration and cross-sectional returns: Empirical evidence. (2024). Ma, Yao ; Ye, Tao ; Yang, Baochen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400062x.

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2024Quantitative Modeling of Financial Contagion: Unraveling Market Dynamics and Bubble Detection Mechanisms. (2024). Ionescu, Tefan ; Chiri, Nora ; Nica, Ionu ; Delcea, Camelia. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:2:p:36-:d:1336227.

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2024Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?. (2024). Náñez Alonso, Sergio ; Jorge Vázquez, Javier ; Naez, Sergio Luis ; Echarte, Miguel Angel ; Jorge-Vazquez, Javier ; Sanz-Bas, David. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03220-0.

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2024Superannuation fees, asset allocation and fund performance. (2024). Walter, Terry ; Akhtar, Shumi ; Ainsworth, Andrew ; Lee, Adrian ; Corbett, Adam. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:340-365.

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2024Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3.

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Works by Rik G. P. Frehen:

YearTitleTypeCited
2020Does credit affect stock trading? Evidence from the South Sea Bubble In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2008Regret aversion and annuity risk in defined contribution pension plans In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2013New evidence on the first financial bubble In: Journal of Financial Economics.
[Full Text][Citation analysis]		article51
2009New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2021Can unpredictable risk exposure be priced? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article6
2021Salience theory and stock prices: Empirical evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article53
2014Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters.
[Full Text][Citation analysis]		chapter6
2016Estimating Security Betas Using Prior Information Based on Firm Fundamentals In: The Review of Financial Studies.
[Full Text][Citation analysis]		article29
2016Estimating security betas using prior information based on firm fundamentals.(2016) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2010Pension Fund Performance and Costs: Small is Beautiful In: MPRA Paper.
[Full Text][Citation analysis]		paper30
2009Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2019Would Ambiguity Averse Investors Hedge Risk in Equity Markets? In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0

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