Denitsa Stefanova : Citation Profile


Université du Luxembourg

4

H index

2

i10 index

46

Citations

RESEARCH PRODUCTION:

5

Articles

15

Papers

RESEARCH ACTIVITY:

   13 years (2011 - 2024). See details.
   Cites by year: 3
   Journals where Denitsa Stefanova has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 2 (4.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst669
   Updated: 2025-03-22    RAS profile: 2024-12-08    
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Relations with other researchers


Works with:

Scaillet, Olivier (6)

Wilhelmsson, Anders (6)

Xia, Shuo (6)

Füllbrunn, Sascha (6)

Holzmeister, Felix (6)

Nielsson, Ulf (6)

Wolff, Christian (6)

Frömmel, Michael (6)

Pasquariello, Paolo (6)

Schwarz, Marco (6)

Bos, Charles (6)

Ferrara, Gerardo (6)

Ødegaard, Bernt (6)

Brownlees, Christian (6)

LINTON, OLIVER (6)

Xiu, Dacheng (6)

Sojli, Elvira (6)

Pastor, Lubos (6)

Hurlin, Christophe (6)

Jurkatis, Simon (6)

Reitz, Stefan (6)

Smales, Lee (6)

Dreber, Anna (6)

Korajczyk, Robert (6)

Zhang, S. Sarah (6)

Lof, Matthijs (6)

Rinne, Kalle (6)

Shachar, Or (6)

Gehrig, Thomas (6)

Harris, Jeffrey (6)

Sarno, Lucio (6)

Talavera, Oleksandr (6)

Park, Andreas (6)

Gerritsen, Dirk (6)

Foucault, Thierry (6)

Johannesson, Magnus (6)

Liew, Chee (6)

FERROUHI, EL MEHDI (6)

Palan, Stefan (6)

Chernov, Mikhail (6)

Deev, Oleg (6)

Alexeev, Vitali (6)

Schenk-Hoppé, Klaus (5)

Neszveda, Gabor (5)

Davies, Ryan (5)

Huang, Wenqian (5)

Schuerhoff, Norman (5)

Renault, Thomas (5)

Vilkov, Grigory (5)

CAPELLE-BLANCARD, Gunther (5)

Koetter, Michael (5)

Horenstein, Alex (5)

Frijns, Bart (5)

Walther, Thomas (5)

Bohorquez Correa, Santiago (5)

Jalkh, Naji (5)

Caporin, Massimiliano (5)

Hautsch, Nikolaus (5)

Verousis, Thanos (5)

Dimpfl, Thomas (5)

Menkveld, Albert (5)

Deku, Solomon (5)

Ranaldo, Angelo (5)

Eugster, Nicolas (5)

Güçbilmez, Ufuk (4)

Kräussl, Roman (4)

Aloosh, Arash (4)

van Kervel, Vincent (4)

Ait-Sahalia, Yacine (4)

Colliard, Jean-Edouard (4)

Voigt, Stefan (3)

He, Xuezhong (Tony) (3)

Gil-Bazo, Javier (3)

Roy, Saurabh (3)

Taylor, Nick (3)

Mihet, Roxana (3)

Degryse, Hans (3)

Putnins, Talis (2)

Vogel, Sebastian (2)

Hjalmarsson, Erik (2)

Moinas, Sophie (2)

Kassner, Bernhard (2)

Adrian, Tobias (2)

Hasse, Jean-Baptiste (2)

Wong, Wing-Keung (2)

Theissen, Erik (2)

Patel, Vinay (2)

Roy, Saurabh (2)

Dumitrescu, Ariadna (2)

Heath, Davidson (2)

Tonks, Ian (2)

Prokopczuk, Marcel (2)

Pelizzon, Loriana (2)

Kearney, Fearghal (2)

Bouri, Elie (2)

Lajaunie, Quentin (2)

Gorbenko, Arseny (2)

Bjønnes, Geir (2)

Patton, Andrew (2)

Abudy, Menachem (2)

Rakowski, David (2)

Regis, Luca (2)

Lopez-Lira, Alejandro (2)

Chow, Nikolai Sheung-Chi (2)

PASCUAL, ROBERTO (2)

Zhou, Chen (2)

Söderlind, Paul (2)

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

Is cited by:

Huber, Christoph (5)

Greiner, Ben (4)

Dreber, Anna (4)

Fišar, Miloš (3)

Johannesson, Magnus (3)

Ozkes, Ali (3)

Holzmeister, Felix (3)

Bao, Te (2)

Kruse, Robinson (2)

Merkle, Christoph (2)

Soraperra, Ivan (1)

Cites to:

Pastor, Lubos (10)

Pontiff, Jeffrey (8)

Lee, Charles (8)

Pedersen, Lasse (8)

Engle, Robert (7)

Stambaugh, Robert (6)

Shleifer, Andrei (5)

Zechner, Josef (5)

Goetzmann, William (5)

Ben-David, Itzhak (5)

Harvey, Campbell (5)

Main data


Where Denitsa Stefanova has published?


Journals with more than one article published# docs
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
CFS Working Paper Series / Center for Financial Studies (CFS)5
Tinbergen Institute Discussion Papers / Tinbergen Institute3
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg2

Recent works citing Denitsa Stefanova (2025 and 2024)


YearTitle of citing document
2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Can investor-firm interactions mitigate ESG rating divergence? Evidence from China. (2024). Zhai, Qiong ; Liu, Jia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005441.

Full description at Econpapers || Download paper

2024Time-frequency tail risk spillover between ESG climate and high-carbon assets: The role of economic policy uncertainty and financial Stress. (2024). Huang, Zishan ; Deng, XI ; Zeng, Tian ; Zhu, Huiming. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008961.

Full description at Econpapers || Download paper

2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Denitsa Stefanova:


YearTitleTypeCited
2024A review on ESG investing: Investors’ expectations, beliefs and perceptions In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article2
2023A review on ESG investing: Investors expectations, beliefs and perceptions.(2023) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]
article12
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2014The Evolving Beta-Liquidity Relationship of Hedge Funds In: LSF Research Working Paper Series.
[Full Text][Citation analysis]
paper4
2017The evolving beta-liquidity relationship of hedge funds.(2017) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2014Hedge Fund Innovation In: LSF Research Working Paper Series.
[Full Text][Citation analysis]
paper2
2016The European sovereign debt crisis: What have we learned? In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article14
2017The European sovereign debt crisis: What have we learned?.(2017) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]
paper5
2015Dynamic Hedging and Extreme Asset Co-movements In: The Review of Financial Studies.
[Full Text][Citation analysis]
article3
2011Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper3
2011Market Liquidity and Exposure of Hedge Funds In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper1
2012Stock Market Asymmetries: A Copula Diffusion In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2023ESG as protection against downside risk In: CFS Working Paper Series.
[Full Text][Citation analysis]
paper0
2018Signaling or marketing? The role of discount control mechanisms in closed-end funds In: CFS Working Paper Series.
[Full Text][Citation analysis]
paper0
2023Closed-end funds and discount control mechanisms In: CFS Working Paper Series.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team