Philippe Jorion : Citation Profile

Deceased: 2025-07-21

30

H index

40

i10 index

5106

Citations

RESEARCH PRODUCTION:

52

Articles

18

Papers

2

Chapters

RESEARCH ACTIVITY:

   40 years (1985 - 2025). See details.
   Cites by year: 127
   Journals where Philippe Jorion has often published
   Relations with other researchers
   Recent citing documents: 288.    Total self citations: 12 (0.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo72
   Updated: 2026-06-27    RAS profile:    
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Relations with other researchers

Works with:

Barber, Brad (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Philippe Jorion.

Is cited by:

Bartram, Söhnke (33)

Allen, David (27)

Taylor, Mark (22)

Papell, David (21)

Sarno, Lucio (20)

Bekaert, Geert (20)

Kilian, Lutz (19)

faff, robert (19)

HASAN, IFTEKHAR (18)

Xiao, Tim (18)

van Dijk, Mathijs (17)

Cites to:

Goetzmann, William (9)

Frankel, Jeffrey (8)

Mishkin, Frederic (7)

Duffie, Darrell (4)

Fisher, Eric (4)

Rose, Andrew (4)

Einav, Liran (3)

merton, robert (3)

Mehra, Rajnish (3)

Engle, Robert (3)

Meese, Richard (3)

Main data

Where Philippe Jorion has published?

Journals with more than one article published# docs
Journal of Finance10
Financial Analysts Journal7
Journal of Financial Economics5
Journal of Financial and Quantitative Analysis5
Journal of International Money and Finance4
The Journal of Business3
The Review of Financial Studies2
Journal of Banking & Finance2
European Financial Management2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
Yale School of Management Working Papers / Yale School of Management5
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Philippe Jorion (2025 and 2024)

YearTitle of citing document
2024Impact of the total expenditure shocks on food security: VAR model. (2024). Al-Mahish, Mohammed ; Elzaki, Raga M ; Alkunain, Batool. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355971.

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2024Analysis of the Sensitivity of the Corporations Market Activity Indicators with a Neutral Approach to the Dividend Policy. (2024). Krylov, Sergey I. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:180-205.

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2025Shrink with Purpose: Optimal Covariance Matrix Estimation for Portfolio Selection. (2025). Vrins, Frdric ; Vanderveken, Rodolphe ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025002.

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2024Geometric insights into robust portfolio construction. (2024). Gebbie, Tim ; Dalmeyer, Lara. In: Papers. RePEc:arx:papers:2107.06194.

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2024Keep it Tighter -- A Story on Analytical Mean Embeddings. (2024). Szab, Zolt'An ; Chamakh, Linda. In: Papers. RePEc:arx:papers:2110.09516.

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2026Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility. (2024). Xu, Wei ; Horst, Ulrich ; Zhang, Rouyi. In: Papers. RePEc:arx:papers:2312.08784.

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2024Functional Limit Theorems for Hawkes Processes. (2024). Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2401.11495.

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2024Covariance Matrix Analysis for Optimal Portfolio Selection. (2024). Shen, Lim Hao. In: Papers. RePEc:arx:papers:2407.08748.

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2024Investment strategies based on forecasts are (almost) useless. (2024). Weba, Michael. In: Papers. RePEc:arx:papers:2408.01772.

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2025Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization. (2024). Lee, Yongjae ; Tae, Inwoo. In: Papers. RePEc:arx:papers:2409.09684.

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2024Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates. (2024). Meissner, Gunter A ; Ter-Avanesov, Boris. In: Papers. RePEc:arx:papers:2411.16617.

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2026Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175.

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2025Latent Variable Estimation in Bayesian Black-Litterman Models. (2025). Hu, Jerry Yao-Chieh ; Lin, Peter ; Chiou, Paul W. In: Papers. RePEc:arx:papers:2505.02185.

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2025The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning. (2025). Wu, Yuhan ; Li, YU ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2505.07537.

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2025skfolio: Portfolio Optimization in Python. (2025). Delatte, Hugo ; Manzi, Matteo ; Nicolini, Carlo. In: Papers. RePEc:arx:papers:2507.04176.

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2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

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2026Class of topological portfolios: Are they better than classical portfolios?. (2026). Kanniainen, Juho ; Goel, Anubha ; Sharma, Amita. In: Papers. RePEc:arx:papers:2601.03974.

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2026Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions. (2026). Mehra, Aparna ; Sharma, Amita ; Yadav, Rupendra. In: Papers. RePEc:arx:papers:2601.20643.

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2026Fact or friction: Jumps at ultra high frequency. (2026). Podolskij, Mark ; Christensen, Kim. In: Papers. RePEc:arx:papers:2602.10925.

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2026Dynamic Tracking Error and the Total Portfolio Approach. (2026). Scholes, Myron ; Zhang, Sujiang ; Maymin, Philip ; Alankar, Ashwin. In: Papers. RePEc:arx:papers:2603.03213.

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2026Large-Scale Asset Selection via Metric Dependence with Enriched High Frequency Information. (2026). Chen, Xin. In: Papers. RePEc:arx:papers:2605.02326.

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2025Assessment of Portfolio Credit Risk under Dynamic Default Correlation. (2025). Matveev, Aleksandr. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:129-142.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2025Does Regulatory Attention Towards Trading Manipulation Curb Stock Price Volatility?. (2025). Wang, Yuxin ; Luo, Yilin ; Hong, Jianqiao ; Ni, Chenkai. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2626-2648.

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2024Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131.

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2024Currency Management by International Fixed‐Income Mutual Funds. (2024). Sialm, Clemens ; Zhu, Qifei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4037-4081.

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2024Corporate cash holdings and industry risk. (2024). Lee, Jinsook. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:435-470.

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2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

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2024Living La Vida Loca? Remote Investing in Latin America, 1869-1929. (2024). Grossman, Richard ; Gallagher, Ine ; Campbell, Gareth. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11562.

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2024Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411.

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2024Determinants of Financial Hedging Strategies among Commodity Producer Firms in Latin America. (2024). Giraldo, Iader ; Sanchez, Juan Camilo ; Huertas, Cristian. In: Documentos de trabajo. RePEc:col:000566:021196.

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2024Factor investing and asset allocation strategies: a comparison of factor versus sector optimization. (2024). Wolff, Dominik ; Taushanov, Georgi ; Bessler, Wolfgang. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149873.

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2025Spillover Effects between Financial and Physical Copper Markets. (2025). Capliez-Wahart, Romain. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-40.

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2025Imports, Exports, and the Currency Composition of Corporate Debt. (2025). Kwon, Ohyun ; Jiao, Yang. In: Working Papers. RePEc:drx:wpaper:202518.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2024Customer concentration and shareholder litigation risk: Evidence from a quasi-natural experiment. (2024). Lee, Sang Mook ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Wongsinhirun, Nopparat. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502300076x.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Diaz, Antonio ; Escribano, Ana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2025Do green assets enhance portfolio optimization? A multi-horizon investing perspective. (2025). Dai, Xingyu ; Wang, Qunwei ; Zhang, Dongna. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838925000629.

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2026Does policy uncertainty affect firms exchange rate exposure? Evidence from China11We are grateful for the insightful comments of Iftekhar Hasan, Iikka Korhonen, Zhitao Lin and Yaqi Wang for their valuable suggestions. We are also grateful for the excellent comments from participants at seminars at Bank of Finland, Jinan University, Capital University of Economics and Business, Wuhan University, and Central University of Finance and Economics, as well as the EFMA 2023 Annual Conference (Cardiff). This research is supported by the National Natural Science Foundation of China (72473146, 72101267), the Fundamental Research Funds for the Central Universities, the Research Funds of Renmin University of China (24XNN005). All remaining errors are ours.. (2026). He, Qing ; Zhang, CE ; Liang, Bailin. In: China Economic Review. RePEc:eee:chieco:v:95:y:2026:i:c:s1043951x25002573.

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2024How does currency risk impact firms? New evidence from bank loan contracts. (2024). Bergbrant, Mikael C ; Hunter, Delroy M ; Francis, Bill B. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992400004x.

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2025State ownership and financial reporting quality: Evidence from natural advantage industries. (2025). Dos, Igor Oliveira ; Durnev, Art ; Boubakri, Narjess. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001494.

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2025Equity offering following cyberattacks. (2025). Luo, Juan ; Yawson, Alfred ; Liu, Xiaohui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s092911992400172x.

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2025News-driven peer co-movement in crypto markets. (2025). Zheng, H ; Schwenkler, G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000409.

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2025Islamic bonds ratings and the price of risk. (2025). Khoo, Shee Yee ; Klein, Paul-Olivier. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000756.

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2024Credit risk contagion in complex companies network–Empirical research based on listed agricultural companies. (2024). Zhang, Wanjuan ; Wang, Jing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:938-953.

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2025Self-regulation, media pressure, and corporate catastrophes. (2025). Lublóy, Ágnes ; Berlinger, Edina ; Lubly, Gnes ; Keresztri, Judit Lilla. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1337-1356.

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2025Exchange rate volatility and supply chain disruption. (2025). Shao, Yuhui ; Zhou, Shengdi ; Wang, Tianzhu ; Li, Chang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1527-1545.

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2024Benefits of diversification in EU capital markets: Evidence from stock portfolios. (2024). Gossé, Jean-Baptiste ; Gosse, Jean-Baptiste ; Jehle, Camille. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816.

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2024Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390.

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2024Quanto fund protection using partial lookback participation. (2024). Lee, Minha ; Ha, Hongjun ; Kim, Eunchae. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001116.

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2025Active portfolio management in the face of ESG uncertainty: An agile framework for adaptive investment strategies. (2025). Li, Junxue ; Wen, Limin ; Zhang, YI ; Sheng, Jiliang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002201.

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2025Enhanced index tracking: A relative downside risk approach. (2025). Huang, Zeyu ; Liu, Yangyi ; Luo, Ronghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s106294082500141x.

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2024Computational dynamics of information ratios. (2024). Marohn, Marcel ; Auer, Benjamin R. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000946.

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2025Outperforming equal weighting. (2025). Walker, Patrick S ; Cirulli, Antonello. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003891.

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2025Is 1/N investment portfolio optimal under ambiguity?. (2025). Wang, Tan ; He, Nan. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004616.

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2025Model Risk of Volatility Models. (2025). Lazar, Emese ; Zhang, Ning. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:1-22.

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2025Contagion network, portfolio credit risk, and financial crisis. (2025). Li, Bingqing ; Fu, Michael C ; Wu, Rongwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:942-957.

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2025Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646.

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2025Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent. (2025). Zyildirim, Sheyla ; Ordu-Akkaya, Beyza Mina. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000482.

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2025How stressed are the banks? An inter-temporal network analysis. (2025). Swain, Pankaj ; Misra, Arun Kumar ; Poddar, Abhishek. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001189.

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2024An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239.

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2024Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x.

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2025Hedging and tail risk in electricity markets. (2025). Poudineh, Rahmat ; Mays, Jacob ; Billimoria, Farhad. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008417.

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2025Corporate investment decisions and related commodities: International evidence from energy and mining industries. (2025). Abrokwah, M ; Smimou, K ; Drougas, A. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005936.

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2025Market perspective on climate actions and clean energy transition. (2025). Xia, Qinqin. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004907.

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2025Discovering nonlinear interactions between Chinas financial markets: A data-driven approach. (2025). Sornette, Didier ; Zhang, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000626.

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2025Facial masculinity, risk preferences, and corporate hedging. (2025). Barbi, Massimiliano ; Febo, Valentina. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002844.

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2025Optimal shrinkage of means in the Markowitz model. (2025). Mellado, Cristhian ; Contreras, Mauricio ; Ortiz, Roberto. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002236.

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2025The benefits of downside risk reduction through coinsurance. (2025). Norden, Lars ; Goedde-Menke, Michael ; Rose, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003527.

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2025The impact of supply chain international embedment on ESG performance: Evidence from China. (2025). Hao, Ying ; Hu, Dan ; Yin, Ziqi ; Huang, Lixin. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003795.

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2025Predicting European banks distress events: Do financial information producers matter?. (2025). de Comres, Quentin Bro. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005046.

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2025Does customer concentration intensify or alleviate stock price fluctuation?. (2025). Mo, Yifan ; Liu, Shanmin ; Zhang, Mengtao. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007392.

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2026Major customers and firms reliance on bank debt. (2026). Liu, Shiang ; Sun, Liang. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008439.

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2024The contagion effect of overconfidence in business group. (2024). Niu, Siqian ; Gao, Peng ; Vochozka, Marek. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005057.

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2024Sector-specific calendar anomalies in the US equity market. (2024). Valadkhani, Abbas ; O'Mahony, Barry. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002795.

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2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis. (2024). Hong, Yongmiao ; Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Cui, Ruhong ; Li, Mingchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003867.

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2024How technological innovation influence operational risk: Evidence from banks in China. (2024). Zhang, Yongjie ; Feng, XU ; Xiong, Xiong ; Hu, Mingya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004125.

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2024The dark side of well-connected directors: Evidence from private firm acquisitions. (2024). Lin, Chih-Yung ; Tsao, Kuang-Chih ; Chung, Huimin ; Bui, Dien Giau. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400615x.

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2024Social media attention and retail investor behavior: Evidence from r/wallstreetbets. (2024). Warkulat, Sonja ; Pelster, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006537.

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2024Does peer firms debt default have positive externalities: The investment efficiency perspective. (2024). Song, Yuhang ; Jin, Long ; Pan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011595.

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2024Investor traps: Funds launched during booms. (2024). Liu, Xinxin ; Xu, Quanyi ; Qin, Qirui. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000746.

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2024Risk transmission, systemic fragility of banks’ interacting customers and credit worthiness assessment. (2024). Storani, Saverio ; Cerqueti, Roy ; Pampurini, Francesca ; Quaranta, Anna Grazia. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000916.

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2024Constructing Bayesian tangency portfolios under short-selling restrictions. (2024). Niklasson, Vilhelm ; Bodnar, Taras. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000953.

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2024US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057.

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2024Shrinkage and thresholding approaches for expected utility portfolios: An analysis in terms of predictive ability. (2024). Dutta, Sumanjay ; Jain, Shashi. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004562.

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2024Geopolitical risk and the dynamics of REITs returns. (2024). Desfleurs, Aurelie ; Coen, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004677.

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2024Over-hedging in the shadow of weaker litigation threat. (2024). Freund, Steven ; Luu, Nguyen H ; Nguyen, Hien T ; Phan, Hieu V. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011516.

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2025Share price reactions to tariff imposition announcements during the first Trump administration. (2025). Wengerek, Sascha Tobias ; Uhde, Andr ; Hippert, Benjamin. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006415.

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2025Classifying the direction of Robinhood’s fractional share trades. (2025). Glaze, Jesse L. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325009341.

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2025Assessing out-of-sample performance of orthogonal portfolio rules in emerging markets. (2025). Campos, Gerald ; Rosales, Francisco. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010657.

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2025Shrinkage estimation of higher-order comoment matrices: Is complexity always better than simplicity?. (2025). Wu, Yan ; Chen, Xuebin ; Wang, Jianye. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s154461232501236x.

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2025Beyond the final whistle: AFL grand final and retail investor trading. (2025). Sui, Yanjun ; Tian, Xiao ; Chiah, Mardy ; Zhong, Angel. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325013923.

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2025Financial innovation in supply chains and debt contagion: evidence from manufacturing industries. (2025). Liu, Yang ; Wang, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325016368.

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2026Man, machine, and market: A natural language processing of energy hedging information. (2026). Kim, Thomas S ; Sun, LI. In: Finance Research Letters. RePEc:eee:finlet:v:89:y:2026:i:c:s1544612325024511.

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2024December doldrums, investor distraction, and the stock market reaction to unscheduled news events. (2024). Paradkar, Nikhil ; Chava, Sudheer. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000466.

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2024The dynamic effects of debtor bankruptcy on unsecured creditors stock liquidity. (2024). Pham, Thu Phuong ; Zurbruegg, Ralf ; Tran, Ngoc Anh ; Nguyen, Dinh Trung. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001074.

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2025Climate information disclosure quality and systemic risk in the U.S. banking industry. (2025). Hu, Zinan ; Borjigin, Sumuya. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s157230892500049x.

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2025Are listed banks riskier than private banks?. (2025). Sorokina, Nonna ; Patel, Ajay ; Mehran, Hamid. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000646.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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

Works by Philippe Jorion:

YearTitleTypeCited
2010Risk Management In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article2
2009Risk Management Lessons from the Credit Crisis In: European Financial Management.
[Full Text][Citation analysis]		article42
2000Risk management lessons from Long‐Term Capital Management In: European Financial Management.
[Full Text][Citation analysis]		article109
2010Information Transfer Effects of Bond Rating Downgrades In: The Financial Review.
[Full Text][Citation analysis]		article28
1986 Integration vs. Segmentation in the Canadian Stock Market. In: Journal of Finance.
[Full Text][Citation analysis]		article128
1990 Purchasing Power Parity in the Long Run. In: Journal of Finance.
[Full Text][Citation analysis]		article443
1993 Testing the Predictive Power of Dividend Yields. In: Journal of Finance.
[Full Text][Citation analysis]		article168
1992Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has nother version. Agregated cites: 168		paper
1993 Currency Hedging for International Portfolios. In: Journal of Finance.
[Full Text][Citation analysis]		article127
1995 Predicting Volatility in the Foreign Exchange Market. In: Journal of Finance.
[Full Text][Citation analysis]		article288
1999Global Stock Markets in the Twentieth Century In: Journal of Finance.
[Full Text][Citation analysis]		article193
2006Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers In: Journal of Finance.
[Full Text][Citation analysis]		article253
2009Credit Contagion from Counterparty Risk In: Journal of Finance.
[Full Text][Citation analysis]		article191
2024A (Sub)penny for Your Thoughts: Tracking Retail Investor Activity in TAQ In: Journal of Finance.
[Full Text][Citation analysis]		article14
2025The “Actual Retail Price” of Equity Trades In: Journal of Finance.
[Full Text][Citation analysis]		article0
1986Bayes-Stein Estimation for Portfolio Analysis In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article339
1991The Pricing of Exchange Rate Risk in the Stock Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article271
1999Re-Emerging Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article54
1997Re-emerging Markets.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
1998Re-Emerging Markets.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2000Re-emerging Markets.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2000Re-emerging Markets.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2011The Determinants of Operational Risk in U.S. Financial Institutions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article45
2014The Strategic Listing Decisions of Hedge Funds In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article11
1993Time-series tests of a non-expected-utility model of asset pricing In: European Economic Review.
[Full Text][Citation analysis]		article28
1989Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
1999Multivariate unit root tests of the PPP hypothesis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article35
1999Multivariate Unit root Tests of the PPP Hypothesis.(1999) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 35		paper
1992The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts In: Global Finance Journal.
[Full Text][Citation analysis]		article0
1996Does real interest parity hold at longer maturities? In: Journal of International Economics.
[Full Text][Citation analysis]		article20
1995Valuing executive stock options with endogenous departure In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		article35
1996Returns to Japanese investors from US investments In: Japan and the World Economy.
[Full Text][Citation analysis]		article3
1990Option listing and stock returns : An empirical analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article58
1991Bayesian and CAPM estimators of the means: Implications for portfolio selection In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article90
2014Are hedge fund managers systematically misreporting? Or not? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article7
1991A multicountry comparison of term-structure forecasts at long horizons In: Journal of Financial Economics.
[Full Text][Citation analysis]		article150
1991A Multi-Country Comparison of Term Structure Forecasts at Long Horizons.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 150		paper
2005Informational effects of regulation FD: evidence from rating agencies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article187
2007Good and bad credit contagion: Evidence from credit default swaps In: Journal of Financial Economics.
[Full Text][Citation analysis]		article295
2010The performance of emerging hedge funds and managers In: Journal of Financial Economics.
[Full Text][Citation analysis]		article79
1992Term premiums and the integration of the eurocurrency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
1996Mean reversion in real exchange rates: evidence and implications for forecasting In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article124
1987Interest rates and risk premia in the stock market and in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article62
1988Foreign exchange risk premia volatility once again In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2024Who is Minding the Store? Order Routing and Competition in Retail Trade Execution In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2003The Long-Term Risks of Global Stock Markets In: Financial Management.
[Citation analysis]		article10
1989OPTION LISTING AND STOCK RETURNS. In: Columbia - Graduate School of Business.
[Citation analysis]		paper8
1996Risk and Turnover in the Foreign Exchange Market In: NBER Chapters.
[Full Text][Citation analysis]		chapter53
2007Bank Trading Risk and Systemic Risk In: NBER Chapters.
[Full Text][Citation analysis]		chapter12
2005Bank Trading Risk and Systemic Risk.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
1988The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper44
1997A Century of Global Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2000A Century of Global Stock Markets.(2000) In: NBER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2004A Century of Global Stock Markets.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2000A Century of Global Stock Markets.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2000A Century of Global Stock Markets.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
1988On Jump Processes in the Foreign Exchange and Stock Markets In: The Review of Financial Studies.
[Full Text][Citation analysis]		article276
2019The Fix Is In: Properly Backing out Backfill Bias In: The Review of Financial Studies.
[Full Text][Citation analysis]		article11
Fallacies about the effects of market risk management systems In: Journal of Risk.
[Full Text][Citation analysis]		article0
2009Tightening credit standards: the role of accounting quality In: Review of Accounting Studies.
[Full Text][Citation analysis]		article1
1996The January Effect: Still There after All These Years In: Financial Analysts Journal.
[Full Text][Citation analysis]		article4
1996Risk2: Measuring the Risk in Value at Risk In: Financial Analysts Journal.
[Full Text][Citation analysis]		article13
2003Portfolio Optimization with Tracking-Error Constraints In: Financial Analysts Journal.
[Full Text][Citation analysis]		article14
2008Risk Management for Event-Driven Funds In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2010Hidden Survivorship in Hedge Fund Returns In: Financial Analysts Journal.
[Full Text][Citation analysis]		article2
2012Is There a Cost to Transparency? In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2021Hedge Funds vs. Alternative Risk Premia In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
1985International Portfolio Diversification with Estimation Risk. In: The Journal of Business.
[Full Text][Citation analysis]		article258
1990The Exchange-Rate Exposure of U.S. Multinationals. In: The Journal of Business.
[Full Text][Citation analysis]		article464
1995A Longer Look at Dividend Yields. In: The Journal of Business.
[Full Text][Citation analysis]		article30
1998A Longer Look at Dividend Yields.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
1989An empirical investigation of the early exercise premium of foreign currency options In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team