Guy Kaplanski : Citation Profile

Are you Guy Kaplanski?

Bar Ilan University

9

H index

9

i10 index

427

Citations

RESEARCH PRODUCTION:

21

Articles

2

Papers

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 20
   Journals where Guy Kaplanski has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 4 (0.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1093
   Updated: 2024-11-04    RAS profile: 2024-05-18    
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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)

Kollias, Christos (8)

Papadamou, Stephanos (8)

Jiang, Danling (7)

Riedel, Max (7)

Veld, Chris (6)

BOUNGOU, Whelsy (6)

Shen, Dehua (6)

Demir, Ender (5)

Tiwari, Aviral (5)

Cites to:

Shleifer, Andrei (20)

Hirshleifer, David (18)

French, Kenneth (17)

Bollerslev, Tim (17)

Wurgler, Jeffrey (16)

Baker, Malcolm (15)

Schwert, G. (13)

Fama, Eugene (10)

Subrahmanyam, Avanidhar (10)

Summers, Lawrence (9)

Kramer, Lisa (9)

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

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

Recent works citing Guy Kaplanski (2024 and 2023)

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

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2024Seasonality and consumer confidence. (2024). 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). Zhang, LE ; Qian, Xianhang ; Cao, Tingqiu. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:30-52.

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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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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2023The world cup in football and the US IPO market. (2023). Shekhar, Chander ; Lv, Jin Roc ; Fjesme, Sturla Lyngnes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000597.

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2023Stock return anomalies identification during the Covid-19 with the application of a grouped multiple comparison procedure. (2023). Cai, Qingyun ; Chang, Chiu-Lan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:168-183.

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2023Investor climate sentiment and financial markets. (2023). Santi, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000066.

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2023Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479.

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2023Do cryptocurrencies feel the music?. (2023). Hadhri, Sinda. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002958.

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2023Stock market anomalies: An extreme bounds analysis. (2023). Shamsuddin, Abul ; Kim, Jae H. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003575.

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2023Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks. (2023). Tiwari, Aviral ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004647.

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

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2023Financial market sentiment and stock return during the COVID-19 pandemic. (2023). Tang, Shuai ; Fan, Xiaoyun ; Duan, Yuejiao ; Bai, Chenjiang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000831.

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2023Happiness and executive team stability. (2023). Zhang, YI ; Zhu, Haitao ; Sun, XU ; Bai, Ruobing. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s154461232300658x.

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2023Market reaction to climate risk report disclosures: The roles of investor attention and sentiment. (2023). Shen, Dehua ; Goodell, John W ; Li, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006621.

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

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2023Investor sentiment, style investing, and momentum. (2023). Harper, Adam ; Hao, Grace Qing ; Ashour, Samar. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000477.

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2023Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup. (2023). Drummond, Philip A. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000581.

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2023Surprise in short interest. (2023). Smajlbegovic, Esad ; Lesnevski, Pavel ; Hanauer, Matthias X. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000393.

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2023Equity market response to natural disasters: Does firms corporate social responsibility make difference?. (2023). Alam, Md Samsul ; Chowdhury, Hasibul ; Malik, Ihtisham A. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832200103x.

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

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2023National pride, investor sentiment, and stock markets. (2023). Shust, Efrat ; Mugerman, Yevgeny ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001476.

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2023Fan tokens: Sports and speculation on the blockchain. (2023). Zimmermann, Lukas ; Scharnowski, Stefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001488.

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

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

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

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2023Corporate ESG and resilience of stock prices in the context of the COVID-19 pandemic in China. (2023). He, Zhifang ; Dong, Qing ; Zhou, Fangzhao ; Chen, Jiaqi ; Xu, Nana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001063.

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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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2023Investor sentiment and stock market anomalies in Australia. (2023). Bissoondoyal-Bheenick, Emawtee ; Zhang, Xinyue ; Zhong, Angel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:284-303.

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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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2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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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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2023.

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2023Regulation and De-Risking: Theoretical and Empirical Insights. (2023). Gregoriou, Andros ; Haar, Lawrence. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:104-:d:1162304.

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2023Hedging performance of volatility index futures: a partial cointegration approach. (2023). Sheu, Her-Jiun ; Lien, Donald ; Lee, Hsiu-Chuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01153-4.

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2023Do analysts’ target prices stabilize the stock market?. (2023). Tiras, Samuel L ; Schultze, Wolfgang ; Buxbaum, Markus. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01164-1.

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2023The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Escribano, Ana ; Jareo, Francisco. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1.

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2023A study on impact of IBC. (2023). Abidi, Qambar ; Gunturu, Vamsi Krishna. In: MPRA Paper. RePEc:pra:mprapa:116850.

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2023COVID-19 and tourism sector stock price in Spain: medium-term relationship through dynamic regression models. (2023). Casado-Montilla, Jairo ; Duran-Roman, Jose Luis ; Pulido-Fernandez, Juan Ignacio ; Carrillo-Hidalgo, Isabel. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00402-0.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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2023On the dynamic connectedness between the G7 stock market indices and different asset classes: Fresh insights from the COVID-19 pandemic and Russia–Ukraine war. (2023). Frikha, Wajdi ; Bejaoui, Azza ; Jeribi, Ahmed. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:11:d:10.1007_s43546-023-00562-w.

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2023Industrial accidents: The mediating effect of corporate social responsibility and environmental policy measures. (2023). Lattanzio, Gabriele ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:3:p:1191-1203.

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2023Asymmetric responses to Purchasing Managers Index announcements in Chinas stock returns. (2023). Zhang, Qingpeng ; Yang, Xiaoguang ; Lu, Chang ; Wang, Yingli. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2937-2955.

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2024Does Terrorism Affect the Stock?Bond Covariance? Evidence from European Countries. (2013). Papadamou, Stephanos ; Kollias, Christos ; Arvanitis, Vangelis . In: Southern Economic Journal. RePEc:wly:soecon:v:79:y:2013:i:4:p:832-848.

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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]		article66
2015Do Happy People Make Optimistic Investors? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article44
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]		article10
2023The race to exploit anomalies and the cost of slow trading In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
2007Basels value-at-risk capital requirement regulation: An efficiency analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
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]		article3
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]		article203
2004Traditional beta, downside risk beta and market risk premiums In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article5
2017Analysts and sentiment: A causality study In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article8
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]		article6
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]		article2
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
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]		article14
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

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