Philip Alexander Stork : Citation Profile

Vrije Universiteit Amsterdam (50% share)
Tinbergen Instituut (50% share)

6

H index

6

i10 index

225

Citations

RESEARCH PRODUCTION:

21

Articles

13

Papers

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 7
   Journals where Philip Alexander Stork has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 10 (4.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst361
   Updated: 2026-02-07    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Kräussl, Roman (2)

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

Is cited by:

Huber, Kilian (6)

Vähämaa, Sami (4)

Pontines, Victor (4)

Carrera, Cesar (4)

Baumohl, Eduard (3)

cotter, john (3)

Výrost, Tomáš (3)

Siregar, Reza (3)

Shahzad, Syed Jawad Hussain (3)

Korenok, Oleg (2)

De Grauwe, Paul (2)

Cites to:

de Vries, Casper (17)

Pedersen, Lasse (10)

Straetmans, Stefan (10)

Stulz, René (9)

Hartmann, Philipp (9)

Beber, Alessandro (9)

French, Kenneth (8)

Reis, Ricardo (7)

Mankiw, N. Gregory (7)

Wolfers, Justin (7)

Danielsson, Jon (6)

Main data

Where Philip Alexander Stork has published?

Journals with more than one article published# docs
Studies in Economics and Finance2
Economics Letters2
Marketing Letters2
European Financial Management2

Working Papers Series with more than one paper published# docs
CFS Working Paper Series / Center for Financial Studies (CFS)4
Tinbergen Institute Discussion Papers / Tinbergen Institute4

Recent works citing Philip Alexander Stork (2025 and 2024)

YearTitle of citing document
2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

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2024The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alsunbul, Saad ; Boujlil, Rhada ; Alzugaiby, Basim. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380.

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2025Examining psychological barriers in exchange rates across various regimes and FX intervention. (2025). Iregui, Ana ; Holmes, Mark ; Otero, Jess. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000012.

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2024Bad news travels fast: Network analysis of the Chinese housing market connectivity. (2024). Li, Xuerong ; Xu, Xiaoyue ; Dong, Jichang ; Mi, Anran. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000208.

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024The 2008 short-selling ban’s impact on tail risk. (2024). Bostandzic, Denefa ; Bartl, Jonas ; Irresberger, Felix ; Weiss, Gregor ; Yang, Ruomei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000677.

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2025Exploring the non-linear dynamics between Commercial Real Estate and systemic risk. (2025). Kladakis, George ; Lux, Nicole ; Skouralis, Alexandros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000295.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2025Are listed banks riskier than private banks?. (2025). Sorokina, Nonna ; Patel, Ajay ; Mehran, Hamid. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000646.

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2024Look for the signature: Using personal signatures as extrinsic cues promotes identity-congruent behavior. (2024). Kettle, Keri L ; Mantonakis, Antonia. In: Journal of Business Research. RePEc:eee:jbrese:v:170:y:2024:i:c:s0148296323007129.

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2025Can AI-virtual anchors replace human internet celebrities for live streaming sales of products? An emotion theory perspective. (2025). Ma, Ning ; Liu, Qixuan ; Zhang, Xiaoyi. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:82:y:2025:i:c:s096969892400403x.

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2025Virtual influencers in brand image recovery: A comparative study of younger and older brands after celebrity endorsement crises. (2025). Guo, Mengqian ; Liu, Qihua ; Yao, Yuexin. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:86:y:2025:i:c:s0969698925000955.

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2024Kinetic model for asset allocation with strategy switching. (2024). Feng, Huarong ; Hu, Chunhua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000256.

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2024Recovering from geopolitical risk: An event study of Huaweis semiconductor supply chain. (2024). Tse, Ying Kei ; Sun, Ruiqing ; Mason, Robert ; Dong, Kyra. In: International Journal of Production Economics. RePEc:eee:proeco:v:275:y:2024:i:c:s0925527324002044.

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2025Evolution of investor sentiment: A systematic literature review and bibliometric analysis. (2025). Li, Kai ; de Mello, Lurion ; Huynh, Nhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002783.

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2025Systemic risk spillovers of nonfinancial firms: Does bank liquidity hoarding matter? Evidence from China. (2025). Li, Xiru ; Zhang, Yufei ; Zhu, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006768.

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2024AI-Driven Financial Analysis: Exploring ChatGPT’s Capabilities and Challenges. (2024). Sun, Zhiyue ; Liu, Lixian ; Xu, Kunpeng ; Chen, Chao. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:3:p:60-:d:1423687.

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2024Research on the Risk Spillover among the Real Economy, Real Estate Market, and Financial System: Evidence from China. (2024). Dong, Zuoji ; Huangfu, Yubin ; Wang, Yingman ; Yu, Haibo. In: Land. RePEc:gam:jlands:v:13:y:2024:i:6:p:890-:d:1418157.

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2024Systemic Risk Arising from Shadow Banking and Sustainable Development: A Study of Wealth Management Products in China. (2024). Pan, Hongjie ; Fan, Hong. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:4280-:d:1397545.

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2024Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks. (2024). Basar, Selim ; Akyol, Hikmet. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2024:i:1:p:59-98.

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2024The diversification benefits of cryptocurrency factor portfolios: Are they there?. (2024). Newton, David ; Xiao, Libo ; Wu, Haoran ; Platanakis, Emmanouil ; Han, Weihao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01260-w.

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2024Capital issuances and premium growth in the property–liability insurance industry: evidence from the financial crisis and COVID-19 recession. (2024). Berry-Stolzle, Thomas R ; Esson, Meghan Irene. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:1:d:10.1057_s41288-022-00283-5.

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2024Asymptotics for credit portfolio losses due to defaults in a multi-sector model. (2024). Zhang, Zhimin ; Yang, Yang ; Chen, Shaoying. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05934-5.

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2025Asymmetric Commodity Tails and Index Futures Returns. (2025). Wang, Yuanzhi ; Wei, Xinbei ; Zhang, Qunzi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:3:p:247-265.

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Works by Philip Alexander Stork:

YearTitleTypeCited
2011Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper1
2015Risk Measures for Autocorrelated Hedge Fund Returns.(2015) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2011Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Bank Size and Systemic Risk In: European Financial Management.
[Full Text][Citation analysis]		article49
2016Investing in Systematic Factor Premiums In: European Financial Management.
[Full Text][Citation analysis]		article6
2015Investing in Systematic Factor Premiums.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2021Behavioral heterogeneity in return expectations across equity style portfolios In: International Review of Finance.
[Full Text][Citation analysis]		article1
2014The 2011 European Short Sale Ban: An Option Market Perspective In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper3
2012Asymmetric extreme tails and prospective utility of momentum returns In: Economics Letters.
[Full Text][Citation analysis]		article1
1994Should we care? psychological barriers in stock markets In: Economics Letters.
[Full Text][Citation analysis]		article33
1995New evidence on the effectiveness of foreign exchange market intervention In: European Economic Review.
[Full Text][Citation analysis]		article3
2016The 2011 European short sale ban: A cure or a curse? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article6
2011Contagion risk in the Australian banking and property sectors In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article33
1992Differences between foreign exchange rate regimes: The view from the tails In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article38
1992Policy optimization by lexicographic preference ordering In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article0
2023Technical trading rules, loss avoidance, and the business cycle In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2011The intertemporal mechanics of European stock price momentum In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2011The intertemporal mechanics of European stock price momentum In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
1991Policy Optimization Using a Lexicographic Preference Ordering. In: Erasmus University of Rotterdam - Institute for Economic Research.
[Citation analysis]		paper0
1994Between Realignments and Intervention: the Belgian Franc in the European Monetary System. In: Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
[Citation analysis]		paper0
1998An EMS target zone model in discrete time In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article16
2011The value of celebrity endorsements: A stock market perspective In: Marketing Letters.
[Full Text][Citation analysis]		article20
2013When a celebrity endorser is disgraced: A twenty-five-year event study In: Marketing Letters.
[Full Text][Citation analysis]		article3
2012Short-selling bans and contagion risk In: Journal of Financial Transformation.
[Citation analysis]		article3
2019Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment In: Journal of Behavioral Finance.
[Full Text][Citation analysis]		article4
2018Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment.(2018) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Implied volatility sentiment: a tale of two tails In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2018Implied Volatility Sentiment: A Tale of Two Tails.(2018) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2017Implied volatility sentiment: A tale of two tails.(2017) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2013Short-Selling, Leverage and Systemic Risk In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Strategic bias and popularity effect in the prediction of economic surprises In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2013The 2011 European short sale ban on financial stocks: A cure or a curse? In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2017Single stock call options as lottery tickets In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2018Predictable biases in macroeconomic forecasts and their impact across asset classes In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper1

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