Guy Kaplanski : Citation Profile

Bar Ilan University

9

H index

9

i10 index

486

Citations

RESEARCH PRODUCTION:

26

Articles

2

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 21
   Journals where Guy Kaplanski has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 5 (1.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka1093
   Updated: 2026-01-17    RAS profile: 2025-12-10    
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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 Guy Kaplanski.

Is cited by:

Donadelli, Michael (13)

GUPTA, RANGAN (9)

Papadamou, Stephanos (8)

Kollias, Christos (8)

Jiang, Danling (7)

Riedel, Max (7)

BOUNGOU, Whelsy (6)

Demir, Ender (6)

Shen, Dehua (6)

Mugerman, Yevgeny (6)

Veld, Chris (6)

Cites to:

Shleifer, Andrei (20)

French, Kenneth (20)

Hirshleifer, David (19)

Bollerslev, Tim (17)

Wurgler, Jeffrey (16)

Baker, Malcolm (15)

Schwert, G. (13)

Subrahmanyam, Avanidhar (11)

Fama, Eugene (11)

Bekaert, Geert (10)

Kramer, Lisa (10)

Main data

Where Guy Kaplanski has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
The Quarterly Review of Economics and Finance2
Journal of Financial and Quantitative Analysis2
Journal of Risk2

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

Recent works citing Guy Kaplanski (2025 and 2024)

YearTitle of citing document
2024Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup. (2024). Saggu, Aman ; Demir, Ender ; Ante, Lennart. In: Papers. RePEc:arx:papers:2403.15810.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2024Seasonality and consumer confidence. (2024). Zélity, Balázs ; Zelity, Balazs. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:3:p:813-821.

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2024The price of the slow lane: Traffic congestion and stock block trading premium. (2024). Qian, Xianhang ; Cao, Tingqiu ; Zhang, LE. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:30-52.

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2024House price seasonality, market activity, and the December discount. (2024). Larsen, Erling Red. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:1:p:110-139.

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2025Nobody (even stock markets) likes war: Evidence from the Israel-Hamas war. (2025). Sangka, Khresna Bayu ; Rapih, Subroto ; Boungou, Whelsy ; Wahyono, Budi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00559.

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2024Local earthquakes and households’ risk-taking: Evidence from the China Household Finance Survey. (2024). Li, Yuxiang ; Ouyang, Yanmin ; Yuan, Hongmin. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823000684.

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2024Air pollution and online lender behavior: Evidence from Chinese peer-to-peer lending. (2024). Chen, Xiao ; Guo, Gangxing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000340.

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2024The relevance and influence of social media posts on investment decisions of young and social media-savvy individuals — An experimental approach based on Tweets. (2024). Stangor, Philipp ; Kuerzinger, Lars. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001205.

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2025Corporate insider trading and extreme weather events: Evidence from tropical storms in the US. (2025). faff, robert ; Malik, Ihtisham A ; Xiong, Zhengling ; Hodgson, Allan. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003709.

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2024Geopolitical risk and corporate cash Holdings in China: Precautionary motive and agency problem perspectives. (2024). Wang, Xueting ; Wu, Haoran. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001674.

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2024VIX-managed portfolios. (2024). Boovi, Milo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002850.

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2024The influence of regional sentiment on online borrowing. (2024). Bazley, William ; Jannati, Sima. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003557.

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2024Are more analysts better? The case of convertible bond announcement effects. (2024). Prokop, Jrg ; Kahlen, Franziska ; Walting, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006288.

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2024Investor sentiment and M&A withdrawal: International evidence. (2024). Herve, Fabrice ; Thraya, Mohamed Firas ; Zouaoui, Mohamed ; Rouine, Ibtissem. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006604.

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2025Do hurricanes cause storm on the stock market? The case of US energy companies. (2025). Horvath, Roman ; Kalistov, Anna ; Horvth, Roman ; Moravcov, Michala ; Mikufov, Marta ; Lycsa, Tefan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007488.

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2024The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias. (2024). Albers, Stefan ; Kestner, Lars N. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002162.

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2024Global equity, commodities and bond market response to Israel-Hamas war. (2024). Martins, Antonio Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009309.

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2025Impact of subjective wellbeing on investment behavior. (2025). Liu, Wei ; Chen, YU. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s154461232500337x.

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2024Market reaction to the expected loss model in banks. (2024). Onali, Enrico ; Torluccio, Giuseppe ; Cardillo, Giovanni ; Ginesti, Gianluca. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000449.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Williams, T H ; Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2024Asymmetric shocks of the COVID-19 pandemic on the Australian stock market: Evidence from multiple threshold nonlinear ARDL (MTNARDL) approach. (2024). Pradhan, Rudra P ; Gangopadhyay, Partha ; Das, Narasingha. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000568.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Assessing economic performance and aviation accidents using zero-inflated and over-dispersed panel data models. (2024). Prez-Granja, Ubay ; Prez-Snchez, Jos Mara ; Prez-Rodrguez, Jorge V. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:118:y:2024:i:c:s0969699724000644.

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2025Dare to Fly? Analyzing psychological reactions and travel attitudes of Chinese social media users post-aviation accidents through text mining. (2025). Guo, Yunxiao ; Tong, Jingqiang ; Zhao, Junrong ; Pan, Wei ; Hu, Jinghan ; Du, Xiayu ; Yang, Qingfeng ; Wen, Fangfang ; Ren, Zhihong. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:128:y:2025:i:c:s0969699725001218.

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2025Air pollution and household stock market participation. (2025). Zhou, Yang ; Niu, Geng ; Li, Jian ; Guo, Mengmeng ; Gan, Hongwu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426625000184.

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2025International information flow and market quality. (2025). Zhang, Jiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408.

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2025Gender composition and conflicts of interest in the financial industry: Evidence from analysts’ target price optimism. (2025). Scarlat, Elvira ; Shields, Karin ; de Ricquebourg, Alan Duboise ; Charalambous, Andria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001049.

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2025Machine learning from a “Universe” of signals: The role of feature engineering. (2025). Zheng, Lingling ; Li, Bin ; Rossi, Alberto G ; Yan, Xuemin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001461.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Bei, Zeyun ; Zhou, Yinggang ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2025Compass guided: Northbound capital flow and investment clustering in China. (2025). Wang, Chuanjie ; Liu, Qingfu ; Yiu, Clement Man ; Chen, Zhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000403.

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2025Listening to the Market: Music sentiment and cryptocurrency returns. (2025). Yarovaya, Larisa ; Naeem, Muhammad Abubakr ; Younus, Mehak ; Hadhri, Sinda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001299.

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2024Government reporting credibility as immunity: Evidence from a public health event. (2024). Zhang, Xiaori ; Jiang, Christine ; Hu, Bill. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000124.

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2024Pricing media sentiment: Evidence from global mergers and acquisitions. (2024). Shams, Syed ; Bose, Sudipta ; Sheikhbahaei, Ali. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001987.

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2025Climate change risk and real estate prices—Micro evidence from coastal cities in China. (2025). Zhang, Man ; Cheng, GE ; Huang, Xiaowei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004104.

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2025The role of happiness in bank risk: An international cross-country analysis. (2025). Lee, Chien-Chiang ; Chiu, Yi-Hsin ; Lin, Weizheng ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004153.

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2025Risk contagion network and characteristic measurement among international financial markets. (2025). Jiang, Yuanying ; Zhou, Donghai ; Chen, Binxia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001039.

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2024Combating extreme weather through operations management: Evidence from a natural experiment in China. (2024). , Peter ; Zhu, Minghao ; Liang, Chen ; Cheng, T. C. E., . In: International Journal of Production Economics. RePEc:eee:proeco:v:267:y:2024:i:c:s0925527323003055.

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2025Evolution of investor sentiment: A systematic literature review and bibliometric analysis. (2025). Li, Kai ; de Mello, Lurion ; Huynh, Nhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002783.

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2025Unveiling investor sentiment, attention, and speed of price adjustment in Indian market. (2025). Bashir, Hajam Abid ; Kumar, Dilip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003521.

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2025Soft institutions, hard cash: Societal happiness and corporate cash holdings. (2025). Li, Shan ; Chen, Xiaoyu ; Zou, Siqi ; Sowah, Joseph Sowahfio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006690.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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2024Downward pressure, investment style and performance persistence of institutional investors. (2024). Sha, Yezhou ; Wu, XI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004581.

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2024Firm-specific new media sentiment and price synchronicity. (2024). Shen, Dehua ; Zhang, Zuochao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000357.

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2024Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup. (2024). Saggu, Aman ; Demir, Ender ; Ante, Lennart. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001260.

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2024Information warfare: Analyzing COVID-19 news and its economic fallout in the US. (2024). Tanin, Tauhidul ; Kumar, Satish ; Das, Narasingha ; Gangopadhyay, Partha. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001363.

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2025Multi-media textual information, COVID-19 sentiment and bond spread. (2025). Liu, Funing ; Zhang, Xiaolin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004501.

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2025Tokenization in soccer leagues. Is fan engagement for real?. (2025). Xiao, Yuqing ; Agnese, Pablo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000832.

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2024Sentiment as a shipping market predictor: Testing market-specific language models. (2024). Zheng, Wei ; Wang, Shuhan ; Sui, Cong. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:189:y:2024:i:c:s1366554524002424.

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2025Geopolitical risks and airlines stock return — Implications to the financial stability of European airlines. (2025). Fu, Xiaowen ; Zhang, Yahua ; Cai, Yifei. In: Transport Policy. RePEc:eee:trapol:v:170:y:2025:i:c:p:51-57.

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2025The Impact of Geopolitical Risks on Equity Markets and Financial Stress: A Comparative Analysis of Emerging and Advanced Economies. (2025). Nasouri, Amirali. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xiii:y:2025:i:1:p:30-41.

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2024Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model. (2024). Pu, Mingzhe ; Wang, Xizhao ; Zhong, YU ; Sun, Shengxuan. In: Agriculture. RePEc:gam:jagris:v:15:y:2024:i:1:p:67-:d:1556205.

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2024When Buffett Meets Bollinger: An Integrated Approach to Fundamental and Technical Analysis. (2024). Sun, Licheng ; Zhu, Zhaobo. In: Post-Print. RePEc:hal:journl:hal-04703041.

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2025Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis. (2025). Rahman, Md Shahriar ; Moudud-Ul, Syed. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10607-3.

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2024Herding the crowds: how sentiment affects crowdsourced earnings estimates. (2024). Garcia, John. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:3:d:10.1007_s11408-024-00447-4.

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2024Exploring the connections: Dividend announcements, stock market returns, and major sporting events. (2024). Al-Najjar, Basil ; Hasan, Fakhrul. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01277-1.

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2025Equity financing during the Covid-19 economic downturn. (2025). Panetsidou, Styliani ; Synapis, Angelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01335-8.

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2024Unveiling the Nexus Between Crises, Investor Sentiment, and Volatility of Tourism-Related Stocks: Empirical Findings From Pakistan. (2024). Ullah, Assad ; Biao, HE. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241256236.

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2024Anxiety about the pandemic and trust in financial markets. (2024). Ficcadenti, Valerio ; Cerqueti, Roy. In: The Annals of Regional Science. RePEc:spr:anresc:v:72:y:2024:i:4:d:10.1007_s00168-023-01243-0.

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2025Examining the Relationship Between Different Dimensions of Subjective Well-being and Savings Behaviour: Insights From UK Panel Data. (2025). Basabreen, Safaa. In: Applied Research in Quality of Life. RePEc:spr:ariqol:v:20:y:2025:i:3:d:10.1007_s11482-025-10447-9.

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2025Wisdom of the crowd signals: Predictive power of social media trading signals for cryptocurrencies. (2025). Haase, Frederic ; Celig, Tom ; Rath, Oliver ; Schoder, Detlef. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00815-6.

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2024Alternative data in finance and business: emerging applications and theory analysis (review). (2024). Shi, Yufeng ; Zeng, Xiaoping ; Xu, Ying ; Liu, LU ; Sun, Yunchuan ; Abraham, Ajith ; Jiang, Jie ; Hu, Haifeng. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00652-0.

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2024Shapley-based risk rankings: some theoretical considerations. (2024). Hiller, Tobias. In: International Review of Economics. RePEc:spr:inrvec:v:71:y:2024:i:1:d:10.1007_s12232-023-00434-7.

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2024Testing for signal-to-noise ratio in linear regression: a test under large or massive sample. (2024). Ji, Philip I ; Kim, Jae H. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:10:d:10.1007_s11846-023-00706-0.

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Works by Guy Kaplanski:

YearTitleTypeCited
2017Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article0
2010Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article75
2015Do Happy People Make Optimistic Investors? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article53
2015Portfolio selection in a two-regime world In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2012Real estate prices: An international study of seasonalitys sentiment effect In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article11
2025The box office as a leading indicator of investor sentiment In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023The race to exploit anomalies and the cost of slow trading In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
2024Market timing with moving average distance: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2007Basels value-at-risk capital requirement regulation: An efficiency analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2015Trading breaks and asymmetric information: The option markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2018Talking Numbers: Technical versus fundamental investment recommendations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2016Past returns and the perceived Sharpe ratio In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article7
2010Sentiment and stock prices: The case of aviation disasters In: Journal of Financial Economics.
[Full Text][Citation analysis]		article232
2004Traditional beta, downside risk beta and market risk premiums In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article6
2017Analysts and sentiment: A causality study In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article9
2014Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]		article9
In: .
[Full Text][Citation analysis]		article0
2019Investment performance and emotions: an international study In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2022Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective In: Management Science.
[Full Text][Citation analysis]		article3
2002VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2005Analytical Portfolio Value-at-Risk In: MPRA Paper.
[Full Text][Citation analysis]		paper0
Analytical portfolio value-at-risk.() In: Journal of Risk.
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This paper has nother version. Agregated cites: 0		article
VAR risk measures vs traditional risk measures: an analysis and survey In: Journal of Risk.
[Full Text][Citation analysis]		article0
2015Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
2012The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE) In: Quantitative Finance.
[Full Text][Citation analysis]		article17
2021Moving average distance as a predictor of equity returns In: Review of Financial Economics.
[Full Text][Citation analysis]		article0
2012EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article4
2017Seasonality in Perceived Risk: A Sentiment Effect In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article12
2024Cross-Sectional Anomalies: Statistical Phenomena or Free-Lunch Opportunities In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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