Stefano Mazzotta : Citation Profile

Kennesaw State University

5

H index

4

i10 index

112

Citations

RESEARCH PRODUCTION:

8

Articles

4

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 5
   Journals where Stefano Mazzotta has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 2 (1.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma665
   Updated: 2026-06-20    RAS profile: 2024-12-07    
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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 Stefano Mazzotta.

Is cited by:

Gaglianone, Wagner (4)

ORNELAS, JOSE (4)

Vähämaa, Sami (3)

Tsang, Andrew (2)

Vorsatz, Marc (2)

Tsiaras, Leonidas (2)

Chalamandaris, George (2)

Marcellino, Massimiliano (2)

Clark, Todd (2)

Peeters, Ronald (2)

Haas, Markus (2)

Cites to:

Shiller, Robert (11)

Bollerslev, Tim (9)

Campbell, John (9)

Diebold, Francis (8)

Wurgler, Jeffrey (6)

Andersen, Torben (6)

Baker, Malcolm (6)

Harvey, Campbell (6)

Shleifer, Andrei (5)

Bodnar, Gordon (5)

Dumas, Bernard (5)

Main data

Where Stefano Mazzotta has published?

Journals with more than one article published# docs
Journal of Behavioral and Experimental Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2

Recent works citing Stefano Mazzotta (2025 and 2024)

YearTitle of citing document
2024Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588.

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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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2025An experimental analysis of contagion in financial markets. (2025). Vorsatz, Marc ; Peeters, Ronald ; Veiga, Helena. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002252.

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2025Does continuous good news still mean good news for market volatility?. (2025). Wang, Hongju ; Ding, Shaobin ; Sun, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016696.

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2024Stock price crash risk and firms’ operating leverage. (2024). Chang, Xin ; Kwok, Wing Chun ; Wong, George. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000044.

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2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

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2024RMB internationalization and exchange rate exposure of Chinese listed firms. (2024). He, Qing ; Liu, Junyi ; Liang, Bailin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000858.

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2025Diverse Types of Foreign Exchange Exposure and Hedging Techniques of Multinational Enterprises: A Survey Revisited. (2025). Stamatopoulos, Theodoros ; Scoullis, Moschos ; Malindretos, John ; Ndu, Ike ; Arize, Augustine C. In: International Journal of Finance, Insurance and Risk Management. RePEc:ers:ijfirm:v:15:y:2025:i:4:p:189-198.

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2025Does Introducing Futures Markets Affect Currency Variance Forecasts? Evidence from Asian Markets. (2025). Peng, Weijia ; Hughen, Walker ; Starzecki, Teresa ; Chollete, Loran. In: Eastern Economic Journal. RePEc:pal:easeco:v:51:y:2025:i:4:d:10.1057_s41302-025-00305-9.

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2026Forecasting the worst: is implied volatility forward-looking enough?. (2026). de Vincentiis, Paola ; Confalonieri, Carlo. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:27:y:2026:i:1:d:10.1057_s41261-025-00306-w.

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2024International evidence of the forecasting ability of option‐implied distributions. (2024). Vich, Magdalena M ; Vaellosebastia, Antoni ; Serrano, Pedro. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1447-1464.

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Works by Stefano Mazzotta:

YearTitleTypeCited
2011The unconditional and conditional exchange rate exposure of U.S. firms In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2004The Informational Content of Over-the-Counter Currency Options In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper5
2004The informational content of over-the-counter currency options.(2004) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2005Foreign exchange option and returns based correlation forecasts: evaluation and two applications In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2022Immigration narrative sentiment from TV news and the stock market In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2024Immigration Narrative and Home Prices In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2016Leverage and asymmetric volatility: The firm-level evidence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article12
2008How important is asymmetric covariance for the risk premium of international assets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2013Unconditional and conditional exchange rate exposure In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article28
2021Homeownership for All: An American Narrative In: JRFM.
[Full Text][Citation analysis]		article3
2005The Accuracy of Density Forecasts from Foreign Exchange Options In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article45
2011An Experimental Investigation of Asset Pricing in Segmented Markets In: Southern Economic Journal.
[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