Roberto Marfe : Citation Profile


Are you Roberto Marfe?

Università degli Studi di Torino (50% share)
Università degli Studi di Torino (50% share)

3

H index

2

i10 index

56

Citations

RESEARCH PRODUCTION:

7

Articles

18

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 6
   Journals where Roberto Marfe has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 11 (16.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1377
   Updated: 2024-07-05    RAS profile: 2022-01-10    
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Relations with other researchers


Works with:

Colonnello, Stefano (2)

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

Is cited by:

Chernov, Mikhail (5)

van Binsbergen, Jules (5)

Boyarchenko, Nina (5)

Colonnello, Stefano (5)

Lopez, Pierlauro (3)

Takamizawa, Hideyuki (3)

Lettau, Martin (3)

Gormsen, Niels (2)

Isoré, Marlène (2)

Avino, Davide (2)

Greenwald, Daniel (2)

Cites to:

Campbell, John (51)

van Binsbergen, Jules (32)

Lettau, Martin (29)

Ludvigson, Sydney (24)

Epstein, Larry (23)

koijen, ralph (23)

Shiller, Robert (20)

Duffie, Darrell (16)

Bansal, Ravi (14)

Weil, Philippe (12)

bloom, nicholas (11)

Main data


Where Roberto Marfe has published?


Journals with more than one article published# docs
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto15
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Roberto Marfe (2024 and 2023)


YearTitle of citing document
2023International evidence on the association of leverage with stock returns and the value premium. (2023). Jansen, Benjamin A ; Garciafeijoo, Luis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:315-341.

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2023.

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2023Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates. (2023). Malloch, Hamish ; Berkman, Henk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662100337x.

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2024Risk-free rate puzzle: An explanation of the heterogeneity of consumer risk attitudes under Chinas income gap. (2024). Wang, Mingtao ; Yao, Yuan ; Zhao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:940-960.

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2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2023The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182..

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2023Neural networks for estimating Macro Asset Pricing model in football clubs. (2023). Salas, Belen M ; Esteban, Ignacio ; Alaminos, David. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:2:p:57-75.

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Works by Roberto Marfe:


YearTitleTypeCited
2017Income Insurance and the Equilibrium Term Structure of Equity In: Journal of Finance.
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article12
2015Income Insurance and the Equilibrium Term-Structure of Equity.(2015) In: Carlo Alberto Notebooks.
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This paper has nother version. Agregated cites: 12
paper
2016Income Insurance and the Equilibrium Term-Structure of Equity.(2016) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2015Survey Expectations and the Equilibrium Risk-Return Trade Off In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper0
2015Corporate Fraction and the Equilibrium Term-Structure of Equity Risk In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper3
2016Corporate Fraction and the Equilibrium Term Structure of Equity Risk.(2016) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2015Disaster Recovery and the Term Structure of Dividend Strips In: Carlo Alberto Notebooks.
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paper28
2016Disaster recovery and the term structure of dividend strips?.(2016) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
paper
2016Disaster recovery and the term structure of dividend strips.(2016) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
article
2015Labor Rigidity and the Dynamics of the Value Premium In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper2
2016Labor Rigidity and the Dynamics of the Value Premium.(2016) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017Labor Rigidity and the Dynamics of the Value Premium.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2016Labor Rigidity, In ation Risk and Bond Returns In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper0
2016The Time-Varying Risk of Macroeconomic Disasters In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper4
2020Measuring Macroeconomic Tail Risk In: Carlo Alberto Notebooks.
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paper1
2020Rational Learning and the Term Structures of Value and Growth Risk Premia In: Carlo Alberto Notebooks.
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paper1
2020Pandemic Tail Risk In: Carlo Alberto Notebooks.
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paper0
2020Dynamic Equity Slope In: Carlo Alberto Notebooks.
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paper0
2020Dynamic Equity Slope.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2020Corporate Policies and the Term Structure of Risk In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper0
2020Long-run versus short-run news and the term structure of equity In: Finance Research Letters.
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article0
2019Should investors learn about the timing of equity risk? In: Journal of Financial Economics.
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article2
2012A generalized variance gamma process for financial applications In: Quantitative Finance.
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article3
2021Housing Yields In: Working Papers.
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paper0
2012A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article0

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