David Alexander Rakowski : Citation Profile


Are you David Alexander Rakowski?

University of Texas-Arlington

6

H index

5

i10 index

167

Citations

RESEARCH PRODUCTION:

17

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 11
   Journals where David Alexander Rakowski has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 3 (1.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra366
   Updated: 2024-11-04    RAS profile: 2022-02-16    
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Relations with other researchers


Works with:

Nielsson, Ulf (2)

Lajaunie, Quentin (2)

Schwarz, Marco (2)

Ødegaard, Bernt (2)

Hjalmarsson, Erik (2)

Schenk-Hoppé, Klaus (2)

Shachar, Or (2)

Degryse, Hans (2)

Sarno, Lucio (2)

Frömmel, Michael (2)

Voigt, Stefan (2)

Patton, Andrew (2)

Roy, Saurabh (2)

Zhou, Chen (2)

Bos, Charles (2)

Dreber, Anna (2)

Foucault, Thierry (2)

van Kervel, Vincent (2)

Hautsch, Nikolaus (2)

Johannesson, Magnus (2)

Lopez-Lira, Alejandro (2)

Taylor, Nick (2)

Walther, Thomas (2)

Ferrara, Gerardo (2)

Lof, Matthijs (2)

Chow, Nikolai Sheung-Chi (2)

Bjønnes, Geir (2)

Reitz, Stefan (2)

Abudy, Menachem (2)

Pelizzon, Loriana (2)

Ranaldo, Angelo (2)

Xiu, Dacheng (2)

Ait-Sahalia, Yacine (2)

Frijns, Bart (2)

Adrian, Tobias (2)

Caporin, Massimiliano (2)

Gerritsen, Dirk (2)

Moinas, Sophie (2)

Roy, Saurabh (2)

Gorbenko, Arseny (2)

Xia, Shuo (2)

Prokopczuk, Marcel (2)

Gehrig, Thomas (2)

Huang, Wenqian (2)

Hurlin, Christophe (2)

Brownlees, Christian (2)

Mihet, Roxana (2)

Jurkatis, Simon (2)

Kassner, Bernhard (2)

LINTON, OLIVER (2)

Smales, Lee (2)

Scaillet, Olivier (2)

Heath, Davidson (2)

Jalkh, Naji (2)

Wolff, Christian (2)

Pasquariello, Paolo (2)

Park, Andreas (2)

FERROUHI, EL MEHDI (2)

Chernov, Mikhail (2)

Colliard, Jean-Edouard (2)

Tonks, Ian (2)

Menkveld, Albert (2)

Rinne, Kalle (2)

Füllbrunn, Sascha (2)

Sojli, Elvira (2)

Talavera, Oleksandr (2)

Wilhelmsson, Anders (2)

Bohorquez Correa, Santiago (2)

Korajczyk, Robert (2)

Vilkov, Grigory (2)

Dumitrescu, Ariadna (2)

Holzmeister, Felix (2)

Pastor, Lubos (2)

Theissen, Erik (2)

Zhang, S. Sarah (2)

Dimpfl, Thomas (2)

Wong, Wing-Keung (2)

Söderlind, Paul (2)

Schuerhoff, Norman (2)

Liew, Chee (2)

Patel, Vinay (2)

PASCUAL, ROBERTO (2)

Deku, Solomon (2)

Davies, Ryan (2)

He, Xuezhong (Tony) (2)

Kearney, Fearghal (2)

Palan, Stefan (2)

Alexeev, Vitali (2)

Vogel, Sebastian (2)

Renault, Thomas (2)

Verousis, Thanos (2)

Harris, Jeffrey (2)

Horenstein, Alex (2)

Regis, Luca (2)

CAPELLE-BLANCARD, Gunther (2)

Deev, Oleg (2)

Putnins, Talis (2)

Stefanova, Denitsa (2)

Bouri, Elie (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David Alexander Rakowski.

Is cited by:

Barber, Brad (6)

Huber, Christoph (5)

Dreber, Anna (4)

Kutan, Ali (4)

Johannesson, Magnus (3)

Caporale, Guglielmo Maria (3)

Spagnolo, Nicola (3)

Holzmeister, Felix (3)

Ozkes, Ali (3)

Greiner, Ben (3)

Zheng, Lu (2)

Cites to:

Pastor, Lubos (8)

Odean, Terrance (8)

Campbell, John (8)

Ho, Teck (8)

Barber, Brad (8)

Dreber, Anna (8)

Johannesson, Magnus (8)

Fama, Eugene (7)

Arenas, Andreu (6)

Zheng, Lu (6)

Saavedra, Martin (6)

Main data


Where David Alexander Rakowski has published?


Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Empirical Finance2
Quarterly Journal of Finance (QJF)2

Recent works citing David Alexander Rakowski (2024 and 2023)


YearTitle of citing document
2023Planning for the Efficient Updating of Mutual Fund Portfolios. (2023). de la Rosa, Tom'As. In: Papers. RePEc:arx:papers:2311.16204.

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2023Swing Pricing et dynamique des flux au regard de la crise Covid-19. (2023). Garcia, Thomas ; Baena, Antoine. In: Working papers. RePEc:bfr:banfra:914.

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2023What happens in Vegas stays in Vegas? Firsthand experience and EDGAR search activity in Las Vegas casino hotels. (2023). Souther, Matthew E ; Lee, Choonsik ; Flugum, Ryan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:409-432.

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2024.

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2023The effect of investor service costs on mutual fund performance. (2023). Zaynutdinova, Gulnara ; Yao, Tong ; Jiang, George J. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:91-115.

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2023Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345.

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2023The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement. (2023). Magni, Carlo Alberto ; Marchioni, Andrea ; Baschieri, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:872-892.

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2024Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Wang, Liang ; Zhao, LU. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141.

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2023Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x.

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2023Fund flows and performance: New evidence from retail and institutional SRI mutual funds. (2023). Zhao, Yuan ; Klinkowska, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001126.

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2024The sources of portfolio volatility and mutual fund performance. (2024). Rakowski, David ; Vafai, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x.

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2024Mutual fund cliques, fund flow-performance sensitivity, and stock price crash risk. (2024). Cao, Chang ; Wang, Jingda ; Liu, Xiaotong. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005483.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Examining the impact of a central bank digital currency on the access to banking. (2024). Treku, Daniel N ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001522.

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2023The informational role of fund flow in the profitable predictability of mutual funds. (2023). Yamani, Ehab. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006225.

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2023Disentangling domiciles and investor locations in European mutual fund data. (2023). Rakowski, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005670.

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2023Implicit leverage: Can accrued fees cause levered ETN returns?. (2023). Devault, Luke ; John, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003197.

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2024Task-oriented speech and information processing. (2024). Stark, Jeffrey R ; Shirley, Sara E ; Bhagwat, Vineet. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000153.

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2023Machine learning and fund characteristics help to select mutual funds with positive alpha. (2023). Gil-Bazo, Javier ; Demiguel, Victor ; Nogales, Francisco J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001770.

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2023Does performance-chasing behavior matter? International evidence. (2023). Seok, Sangik ; Ryu, Doojin ; Cho, Hoon ; Lee, Jennifer Eunkyeong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x2300018x.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2023The influences of information demand and supply on stock price synchronicity. (2023). Lin, Fu-Lai ; Lee, Cheng-Few ; Chen, Yu-Fen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01183-y.

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2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
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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2023Private Company Valuations by Mutual Funds*. (2023). Yasuda, Ayako ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad ; Agarwal, Vikas. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:693-738..

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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

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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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2023Do investors overvalue startups? Evidence from the junior stakes of mutual funds. (2023). Yasuda, Ayako ; Shanker, Harshini ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad M ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2304.

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2024.

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2024A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by David Alexander Rakowski:


YearTitleTypeCited
2021Twitter activity, investor attention, and the diffusion of information In: Financial Management.
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article18
2019The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach In: The Financial Review.
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article4
2010Fund Flow Volatility and Performance In: Journal of Financial and Quantitative Analysis.
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article38
2017Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds In: Journal of Empirical Finance.
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article3
2021Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution In: Journal of Empirical Finance.
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article3
2011Capacity and factor timing effects in active portfoliomanagement In: Journal of Financial Markets.
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article2
2020What drives the market for exchange-traded notes? In: Journal of Banking & Finance.
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article3
2007Daily mutual fund flows and redemption policies In: Journal of Banking & Finance.
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article25
2008Decomposing liquidity along the limit order book In: Journal of Banking & Finance.
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article13
2009The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation In: Journal of Banking & Finance.
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article39
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper5
2021Non-Standard Errors In: Working Papers.
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paper9
2008The antecedents of simultaneous appointments to CEO and Chair In: Journal of Management & Governance.
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article3
2015A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate In: Critical Finance Review.
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article1
2014Time-varying flow-performance sensitivity and investor sophistication In: Journal of Asset Management.
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article1
2021Currency risk exposure and the presidential effect in stock returns In: Journal of Economics and Finance.
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article0
2019U.S. presidential cycles and the foreign exchange market In: Review of Financial Economics.
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article0
2016Geography and Local (Dis)advantage: Evidence from Muni Bond Funds In: Quarterly Journal of Finance (QJF).
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article0
2018Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach In: Quarterly Journal of Finance (QJF).
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team