Matthijs Lof : Citation Profile


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6

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6

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230

Citations

RESEARCH PRODUCTION:

11

Articles

13

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 17
   Journals where Matthijs Lof has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 9 (3.77 %)

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   Permalink: http://citec.repec.org/plo285
   Updated: 2024-01-16    RAS profile: 2023-10-08    
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Relations with other researchers


Works with:

van Kervel, Vincent (2)

Deev, Oleg (2)

Park, Andreas (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Ait-Sahalia, Yacine (2)

Korajczyk, Robert (2)

Sojli, Elvira (2)

Chernov, Mikhail (2)

Liew, Chee (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Mihet, Roxana (2)

Palan, Stefan (2)

Lopez-Lira, Alejandro (2)

Hjalmarsson, Erik (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Walther, Thomas (2)

Gerritsen, Dirk (2)

Brownlees, Christian (2)

Zhou, Chen (2)

Wolff, Christian (2)

Scaillet, Olivier (2)

Stefanova, Denitsa (2)

Caporin, Massimiliano (2)

Xia, Shuo (2)

Ferrara, Gerardo (2)

Vogel, Sebastian (2)

Menkveld, Albert (2)

Harris, Jeffrey (2)

Frijns, Bart (2)

Abudy, Menachem (2)

Talavera, Oleksandr (2)

Hautsch, Nikolaus (2)

Dumitrescu, Ariadna (2)

FERROUHI, EL MEHDI (2)

Jalkh, Naji (2)

Nielsson, Ulf (2)

Hurlin, Christophe (2)

Foucault, Thierry (2)

Vilkov, Grigory (2)

Rakowski, David (2)

He, Xuezhong (Tony) (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

Regis, Luca (2)

Frömmel, Michael (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

Pasquariello, Paolo (2)

Rinne, Kalle (2)

Reitz, Stefan (2)

Dimpfl, Thomas (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Verousis, Thanos (2)

Tonks, Ian (2)

Ranaldo, Angelo (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Adrian, Tobias (2)

Pastor, Lubos (2)

Lajaunie, Quentin (2)

Smales, Lee (2)

Roy, Saurabh (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

Schwarz, Marco (2)

Bos, Charles (2)

Taylor, Nick (2)

Renault, Thomas (2)

Kearney, Fearghal (2)

Xiu, Dacheng (2)

Bouri, Elie (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Chow, Nikolai Sheung-Chi (2)

Gorbenko, Arseny (2)

Schenk-Hoppé, Klaus (2)

Füllbrunn, Sascha (2)

Ødegaard, Bernt (2)

Deku, Solomon (2)

PASCUAL, ROBERTO (2)

Davies, Ryan (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Prokopczuk, Marcel (2)

Patel, Vinay (2)

Gehrig, Thomas (2)

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

Is cited by:

Hommes, Cars (12)

Zheng, Huanhuan (10)

Roventini, Andrea (8)

Fagiolo, Giorgio (8)

Napoletano, Mauro (8)

Dosi, Giovanni (8)

Pincheira, Pablo (8)

Reitz, Stefan (7)

Gusella, Filippo (7)

Hecq, Alain (7)

Treibich, Tania (7)

Cites to:

Shiller, Robert (23)

Campbell, John (20)

Easley, David (20)

Hommes, Cars (14)

French, Kenneth (11)

Lanne, Markku (10)

Rogoff, Kenneth (10)

Saikkonen, Pentti (9)

West, Kenneth (9)

Stein, Jeremy (9)

Tarp, Finn (8)

Main data


Where Matthijs Lof has published?


Journals with more than one article published# docs
World Development2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Bank of Finland Research Discussion Papers / Bank of Finland2

Recent works citing Matthijs Lof (2024 and 2023)


YearTitle of citing document
2023Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models. (2023). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2310.19543.

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2023Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796.

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2023Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495.

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2023Revisiting the Silver Crisis. (2023). Salvador, Enrique ; Poti, Valerio ; Bredin, Don. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000459.

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2023The aid-nutrition link – Does targeted development assistance related to food systems matter?. (2023). Torero, Maximo ; Cullen, Maximo Torero ; Chichaibelu, Bezawit Beyene ; Kubik, Zaneta ; Kornher, Lukas. In: World Development. RePEc:eee:wdevel:v:162:y:2023:i:c:s0305750x22003175.

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2023Heterogeneous and time varying nexus between climate change and quality of life in Africa. (2023). Lawal, Rodiat ; Seyingbo, Oluwagbenga ; Fagbemi, Temitope ; Adigun, Rasheed ; Oyekola, Olayinka ; Sakariyahu, Rilwan. In: Discussion Papers. RePEc:exe:wpaper:2308.

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2023L’efficacité de l’aide : quelles évolutions de la littérature depuis deux décennies ? WP329. (2023). Ferry, Marin ; Chauvet, Lisa. In: Working Papers. RePEc:hal:wpaper:hal-04141543.

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2023Interactions of Gross Domestic Product, External Debt and Government Expenditure: Evidence From International Development Association Countries [A Panel-VAR Approach]. (2023). Baral, Krishna Hari. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:5:p:11.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023Forecasting base metal prices with exchange rate expectations. (2023). Pincheira, Pablo ; Hardy, Nicolas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2341-2362.

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Works by Matthijs Lof:


YearTitleTypeCited
2014GMM Estimation with Non-causal Instruments under Rational Expectations In: Oxford Bulletin of Economics and Statistics.
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article0
2011GMM estimation with noncausal instruments under rational expectations.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
2018Asymmetric information and the distribution of trading volume In: Research Discussion Papers.
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paper1
2018Asymmetric information and the distribution of trading volume In: Research Discussion Papers.
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paper1
2013Noncausality and asset pricing In: Studies in Nonlinear Dynamics & Econometrics.
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article21
2011Noncausality and Asset Pricing.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 21
paper
2023Asymmetric information and the distribution of trading volume In: Journal of Corporate Finance.
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article0
.() In: .
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This paper has nother version. Agregated cites: 0
paper
.() In: .
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This paper has nother version. Agregated cites: 0
paper
2012Heterogeneity in stock prices: A STAR model with multivariate transition function In: Journal of Economic Dynamics and Control.
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article42
2014Does sovereign debt weaken economic growth? A panel VAR analysis In: Economics Letters.
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article82
2013Does sovereign debt weaken economic growth? A Panel VAR analysis..(2013) In: MPRA Paper.
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This paper has nother version. Agregated cites: 82
paper
2017Noncausality and the commodity currency hypothesis In: Energy Economics.
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article23
2022Mind the Basel gap In: Journal of International Financial Markets, Institutions and Money.
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article0
2015Aid and Income: Another Time-series Perspective In: World Development.
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article25
2013Aid and Income: Another Time-Series Perspective.(2013) In: WIDER Working Paper Series.
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This paper has nother version. Agregated cites: 25
paper
2015Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014) In: World Development.
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article3
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper4
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2015Rational Speculators, Contrarians, and Excess Volatility In: Management Science.
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article28
2012Rational Speculators, Contrarians and Excess Volatility.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 28
paper
2010Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions In: MPRA Paper.
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paper0
2013Essays on Expectations and the Econometrics of Asset Pricing In: MPRA Paper.
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paper0
2019Expected market returns: SVIX, realized volatility, and the role of dividends In: Journal of Applied Econometrics.
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article0

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