David Alexander Rakowski : Citation Profile

Are you David Alexander Rakowski?

University of Texas-Arlington

5

H index

5

i10 index

132

Citations

RESEARCH PRODUCTION:

17

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 9
   Journals where David Alexander Rakowski has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 3 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra366
   Updated: 2023-08-19    RAS profile: 2022-02-16    
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Relations with other researchers

Works with:

Roy, Saurabh (2)

Wilhelmsson, Anders (2)

Chow, Nikolai Sheung-Chi (2)

Renault, Thomas (2)

Nielsson, Ulf (2)

Theissen, Erik (2)

Walther, Thomas (2)

Bohorquez Correa, Santiago (2)

Hjalmarsson, Erik (2)

Gorbenko, Arseny (2)

Bouri, Elie (2)

Pastor, Lubos (2)

Verousis, Thanos (2)

Horenstein, Alex (2)

Dreber, Anna (2)

Kassner, Bernhard (2)

Reitz, Stefan (2)

Sarno, Lucio (2)

Chernov, Mikhail (2)

Patel, Vinay (2)

Vogel, Sebastian (2)

Regis, Luca (2)

Putnins, Talis (2)

Mihet, Roxana (2)

Lof, Matthijs (2)

Davies, Ryan (2)

Ranaldo, Angelo (2)

Johannesson, Magnus (2)

Harris, Jeffrey (2)

Smales, Lee (2)

Pasquariello, Paolo (2)

Foucault, Thierry (2)

Scaillet, Olivier (2)

Vilkov, Grigory (2)

Sojli, Elvira (2)

Zhou, Chen (2)

Brownlees, Christian (2)

Jalkh, Naji (2)

PASCUAL, ROBERTO (2)

Palan, Stefan (2)

FERROUHI, EL MEHDI (2)

CAPELLE-BLANCARD, Gunther (2)

Deev, Oleg (2)

Jurkatis, Simon (2)

Rinne, Kalle (2)

Deku, Solomon (2)

Dumitrescu, Ariadna (2)

Alexeev, Vitali (2)

Park, Andreas (2)

Lajaunie, Quentin (2)

Xia, Shuo (2)

Colliard, Jean-Edouard (2)

Schuerhoff, Norman (2)

Hautsch, Nikolaus (2)

Holzmeister, Felix (2)

Wong, Wing-Keung (2)

Abudy, Menachem (2)

Moinas, Sophie (2)

Caporin, Massimiliano (2)

Korajczyk, Robert (2)

Dimpfl, Thomas (2)

Bos, Charles (2)

Ødegaard, Bernt (2)

Schenk-Hoppé, Klaus (2)

van Kervel, Vincent (2)

LINTON, OLIVER (2)

Xiu, Dacheng (2)

Tonks, Ian (2)

Frömmel, Michael (2)

Wolff, Christian (2)

Talavera, Oleksandr (2)

Schwarz, Marco (2)

Kearney, Fearghal (2)

Frijns, Bart (2)

Heath, Davidson (2)

Gerritsen, Dirk (2)

Hurlin, Christophe (2)

Pelizzon, Loriana (2)

Menkveld, Albert (2)

Prokopczuk, Marcel (2)

Ait-Sahalia, Yacine (2)

Lopez-Lira, Alejandro (2)

Stefanova, Denitsa (2)

Taylor, Nick (2)

Liew, Chee (2)

Gehrig, Thomas (2)

Adrian, Tobias (2)

Patton, Andrew (2)

Ferrara, Gerardo (2)

He, Xuezhong (Tony) (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:

Kutan, Ali (4)

Caporale, Guglielmo Maria (3)

Spagnolo, Nicola (3)

Rho, Caterina (2)

Godlewski, Christophe (2)

Menkhoff, Lukas (2)

Barber, Brad (2)

Rohleder, Martin (2)

Schmeling, Maik (2)

Zheng, Huanhuan (2)

Serwa, Dobromił (2)

Cites to:

Campbell, John (8)

Odean, Terrance (8)

Barber, Brad (8)

Pastor, Lubos (7)

Fama, Eugene (7)

French, Kenneth (6)

Zheng, Lu (6)

Carhart, Mark (5)

nanda, vikram (5)

Zhang, Lu (5)

Goetzmann, William (5)

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 (2022 and 2021)

YearTitle of citing document
2021Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk. (2021). Roncalli, Thierry. In: Papers. RePEc:arx:papers:2110.01302.

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2021A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Palma, Brenda ; Fernandez, Raul ; Rho, Caterina. In: Working Papers. RePEc:bdm:wpaper:2021-04.

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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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2022On the recent developments of mutual funds with fixed?income holdings: a systematic review. (2022). Hejri, Abbas. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2313-2338.

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2022Fund names versus family names: Implications for mutual fund flows. (2022). el Ghoul, Sadok ; Karoui, Aymen . In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:509-531.

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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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2021Online social networks and corporate investment similarity. (2021). Zhang, Xueyong ; Jing, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000420.

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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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2021Investment restrictions and fund performance. (2021). Hong, Xin ; Fulkerson, Jon A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:317-336.

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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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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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2022Intraday time series momentum: Global evidence and links to market characteristics. (2022). Urquhart, Andrew ; Sakkas, Athanasios ; Li, Zeming. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100001x.

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2021Negative peer disclosure. (2021). Lei, Lijun ; Fang, Vivian W ; Cao, Sean Shun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:815-837.

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2021A sentiment-based risk indicator for the Mexican financial sector. (2021). Rho, Caterina ; Guizar, Brenda Palma ; Fernandez, Raul. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000168.

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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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2022Retail investor attention and information asymmetry: Evidence from China. (2022). Wu, Chongfeng ; Chen, Xing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001421.

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2021Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies. (2021). Shen, Dehua ; Goodell, John W ; Li, Yue. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:723-746.

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2022Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis. (2022). Sharma, Anuj ; Pattnaik, Debidutta ; Li, Xiao ; Kumar, Satish ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:511-529.

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2021Regime-Switching Determinants of Mutual Fund Performance in South Africa. (2021). Apau, Richard ; Moores-Pitt, Peter ; Muzindutsi, Paul-Francois. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:161-:d:662523.

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2021.

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

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2021R&D investment intensity and jump volatility of stock price. (2021). Larsen, David ; John, Kose ; Jiang, Cheng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00944-3.

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2022Wisdom of the crowd and stock price crash risk: evidence from social media. (2022). Vakilzadeh, Hamid ; Mammadov, Babak ; Hossain, Md Miran. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01007-x.

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2022Silence is not golden anymore? Social media activity and stock market valuation in Europe. (2022). Cypryjanski, Jacek ; Gola, Renata ; Byrka-Kita, Katarzyna ; Godlewski, Christophe J. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2022-04.

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2022Are religious investors financially smart? evidence from equity funds. (2022). Yas, Murat ; Shah, Mohamed Eskandar ; Aysan, Ahmet Faruk. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00240-2.

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2021Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis. (2021). Caporale, Guglielmo Maria ; Babalos, Vassilios ; Spagnolo, Nicola. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01783-5.

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2021Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry. (2021). Woltering, Rene-Ojas ; Zhu, Bing. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09539-7.

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2021Fixed income mutual fund performance during and after a crisis: a Canadian case. (2021). Shah, Meet ; Samarbakhsh, Laleh. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09541-z.

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2021The clientele effect around the turn of the year: evidence from the bond markets. (2021). Kotomin, Vladimir. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09550-y.

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2022Visuals and attention to earnings news on twitter. (2022). Nekrasov, Alexander ; Teoh, Siew Hong ; Wu, Shijia. In: Review of Accounting Studies. RePEc:spr:reaccs:v:27:y:2022:i:4:d:10.1007_s11142-021-09630-8.

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2021Antecedents of Equity Fund Performance: A Contingency Perspective. (2021). Liu, Li Xian ; al Farooque, Omar ; Jiang, Fuming. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:24:y:2021:i:01:n:s0219091521500065.

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2021Private company valuations by mutual funds. (2021). Yasuda, Ayako ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad M ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2109.

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2022A 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.
[Full Text][Citation analysis]		article12
2019The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach In: The Financial Review.
[Full Text][Citation analysis]		article3
2010Fund Flow Volatility and Performance In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article33
2017Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2021Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2011Capacity and factor timing effects in active portfoliomanagement In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2020What drives the market for exchange-traded notes? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2007Daily mutual fund flows and redemption policies In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
2008Decomposing liquidity along the limit order book In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2009The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article38
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2008The antecedents of simultaneous appointments to CEO and Chair In: Journal of Management & Governance.
[Full Text][Citation analysis]		article2
2015A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate In: Critical Finance Review.
[Full Text][Citation analysis]		article0
2014Time-varying flow-performance sensitivity and investor sophistication In: Journal of Asset Management.
[Full Text][Citation analysis]		article1
2021Currency risk exposure and the presidential effect in stock returns In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2019U.S. presidential cycles and the foreign exchange market In: Review of Financial Economics.
[Full Text][Citation analysis]		article0
2016Geography and Local (Dis)advantage: Evidence from Muni Bond Funds In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0
2018Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0

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