Citation profile for Francisco Peñaranda

Francisco Peñaranda : Citation Profile

Barcelona School of Economics (BSE)
Barcelona School of Economics (BSE)
Barcelona School of Economics (BSE)

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2007 - 2011). See details.
   Cites by year: 18
   Journals where Francisco Peñaranda has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 3 (3.9 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe491
   Updated: 2025-11-08    RAS profile: 2024-04-27
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Sentana, Enrique (21)

Khalaf, Lynda (4)

Diez de los Rios, Antonio (4)

Gospodinov, Nikolay (4)

Chen, Xiaohong (4)

Guidolin, Massimo (3)

Llobet, Gerard (2)

Repullo, Rafael (2)

Robotti, Cesare (2)

Hansen, Erwin (2)

Vigo Pereira, Caio (2)

Cites to:

Hamilton, James (2)

Chakravorty, Ujjayant (2)

Hansen, Bruce (2)

Meijl, Hans (1)

Hart, Chad (1)

Sentana, Enrique (1)

Perron, Pierre (1)

de jong, Robert (1)

Woltjer, Geert (1)

Pindyck, Robert (1)

Hayes, Dermot (1)

Main data

Where Francisco Peñaranda has published?

Recent works citing Francisco Peñaranda (2025 and 2024)

Year	Title of citing document
2025	Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy. (2025). Haboub, Ahmad ; Kartsaklas, Aris ; Sarafidis, Vasilis. In: Papers. RePEc:arx:papers:2506.00206. Full description at Econpapers \|\| Download paper
2024	Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411. Full description at Econpapers \|\| Download paper
2024	Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381. Full description at Econpapers \|\| Download paper
2025	Identification-robust and simultaneous inference in multifactor asset pricing models. (2025). Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002665. Full description at Econpapers \|\| Download paper
2025	Reprint of: Finite underidentification. (2025). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407625000016. Full description at Econpapers \|\| Download paper
2024	The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537. Full description at Econpapers \|\| Download paper
2024	GMM weighting matrices in cross-sectional asset pricing tests. (2024). Laurinaityte, Nora ; Thimme, Julian ; Meinerding, Christoph ; Schlag, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438. Full description at Econpapers \|\| Download paper
2025	Double robust inference for continuous updating GMM. (2025). Zhan, Zhaoguo ; Kleibergen, Frank. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:1:p:295-327. Full description at Econpapers \|\| Download paper

Works by Francisco Peñaranda:

Year	Title	Type	Cited
2010	A Unifying Approach to the Empirical Evaluation of Asset Pricing Models In: Working Papers. [Full Text][Citation analysis]	paper	22
2010	A unifying approach to the empirical evaluation of asset pricing models.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22	paper
	In: . [Full Text][Citation analysis]	paper	0
	In: . [Full Text][Citation analysis]	paper	35
2010	Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35	paper
	In: . [Full Text][Citation analysis]	paper	2
2011	ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY.(2011) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article
2010	On the impact of fundamentals, liquidity and coordination on market stability.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
	In: . [Full Text][Citation analysis]	paper	1
2007	Portfolio choice beyond the traditional approach.(2007) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
	In: . [Full Text][Citation analysis]	paper	1
2011	Understanding portfolio efficiency with conditioning information.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2007	Duality in mean-variance frontiers with conditioning information In: Economics Working Papers. [Full Text][Citation analysis]	paper	12
2011	On the drivers of commodity co-movement: Evidence from biofuels In: Economics Working Papers. [Full Text][Citation analysis]	paper	1