Willem Verschoor : Citation Profile


Are you Willem Verschoor?

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

14

H index

20

i10 index

820

Citations

RESEARCH PRODUCTION:

39

Articles

7

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 27
   Journals where Willem Verschoor has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 23 (2.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve15
   Updated: 2023-11-04    RAS profile: 2020-05-05    
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Relations with other researchers


Works with:

Zwinkels, Remco (2)

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

Is cited by:

Hommes, Cars (23)

Zheng, Huanhuan (20)

Uctum, Remzi (20)

Zwinkels, Remco (18)

Prat, Georges (17)

He, Xuezhong (Tony) (17)

Czudaj, Robert (16)

Stillwagon, Josh (16)

Wolff, Christian (16)

Beckmann, Joscha (14)

MacDonald, Ronald (13)

Cites to:

Wolff, Christian (56)

Froot, Kenneth (47)

Frankel, Jeffrey (42)

Hommes, Cars (33)

Dominguez, Kathryn (32)

Zwinkels, Remco (32)

Tesar, Linda (26)

Bodnar, Gordon (21)

Hodrick, Robert (21)

Bekaert, Geert (21)

Taylor, Mark (19)

Main data


Where Willem Verschoor has published?


Journals with more than one article published# docs
Journal of International Money and Finance7
Applied Economics Letters3
Journal of Economic Dynamics and Control2
Journal of International Financial Markets, Institutions and Money2
Empirical Economics2
Journal of Multinational Financial Management2
Journal of Empirical Finance2
Journal of the Japanese and International Economies2
Journal of Financial Markets2
Emerging Markets Review2
Pacific-Basin Finance Journal2
Economics Letters2

Working Papers Series with more than one paper published# docs
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Willem Verschoor (2023 and 2022)


YearTitle of citing document
2022Econometric Analysis of Switching Expectations in UK Inflation. (2022). Madeira, Joao ; Corneamadeira, Adriana. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:651-673.

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2022Understanding BOXPI — Industry portfolio perspectives. (2022). Yang, Kisung ; Kim, Youngmin. In: Journal of Asian Economics. RePEc:eee:asieco:v:81:y:2022:i:c:s1049007822000574.

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2022Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura ; Westerhoff, Frank. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482.

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2022Board attributes, hedging activities and exchange rate risk: Multi-country firm-level evidence. (2022). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000463.

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2022Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data. (2022). Czudaj, Robert. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000071.

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2022Exchange rate exposure for exporting and domestic firms in central and Eastern Europe. (2022). Frömmel, Michael ; Frommel, Michael ; Asif, Raheel. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000716.

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2022Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795.

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2022Stock market return predictability: A combination forecast perspective. (2022). Qi, Jipeng ; Lv, Wendai. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200326x.

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2022Overconfidence and US stock market returns. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002580.

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2022Multinationals and stock return comovement. (2022). , Quan ; Nguyen, Nhut H ; Do, Hung X. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000163.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2022Bias in media coverage of antitrust actions. (2022). Jiménez González, Juan ; Gutierrez, Inmaculada ; Perdiguero, Jordi ; Jimenez, Juan Luis. In: International Review of Law and Economics. RePEc:eee:irlaec:v:72:y:2022:i:c:s0144818822000412.

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2023Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953.

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2022Export pricing and exchange rate expectations under uncertainty. (2022). Fracasso, Andrea ; Tomasi, Chiara ; Secchi, Angelo. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:135-152.

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2022Exchange rate expectation, abnormal returns, and the COVID-19 pandemic. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:1-25.

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2022Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075.

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2022Currency denomination and borrowing cost: Evidence from global bonds. (2022). Han, BO. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:66:y:2022:i:c:s1042444x22000329.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2022Does trade cause fear of appreciation?. (2022). Zhu, Jiaqing ; Zhang, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:68-80.

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2022On the predictive power of tweet sentiments and attention on bitcoin. (2022). Suardi, Sandy ; Liu, Bin ; Rasel, Atiqur Rahman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:289-301.

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2023How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610.

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2022A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf.

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2023The Impact of Rural Land on the Life Satisfaction of Farming Women: Evidence from China. (2023). Liu, Yunxiang ; Zhang, Songpei ; Lai, Mianshan ; Arestis, Philip. In: Land. RePEc:gam:jlands:v:12:y:2023:i:3:p:708-:d:1101532.

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2022.

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2022Forex Investment Optimization Using Instantaneous Stochastic Gradient Ascent—Formulation of an Adaptive Machine Learning Approach. (2022). Alzahrani, Abdulkareem ; Almuhaimeed, Abdullah ; Imran, Azhar ; Basri, Rabia ; Saadia, Ayesha ; Murtza, Iqbal. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15328-:d:976744.

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2022Exchange Markets and Stock Markets Integration in Latin-America. (2022). Cornejo, Edinson Edgardo ; Delgado, Carlos Leandro ; Sepulveda, Sandra Maria ; Veloso, Carmen Lissette ; Muoz, Jorge Andres . In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:17:y:2022:i:3:a:8.

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2022Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202217.

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2023Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen. (2023). Ho, Taek ; Bae, Sung C. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09391-7.

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2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

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2022Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

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2022Multi-feature evaluation of financial contagion. (2022). Syrek, Robert ; Gurgul, Henryk ; Duda, Jarosaw. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:30:y:2022:i:4:d:10.1007_s10100-021-00756-3.

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2022Government intervention model based on behavioral heterogeneity for China’s stock market. (2022). Xiong, Xiong ; Zhang, Wei ; Li, Jie ; Zhou, Zhong-Qiang. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00408-8.

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2022Bounded rationality, asymmetric information and mispricing in financial markets. (2022). Diao, Xundi ; Gong, Qingbin. In: Economic Theory. RePEc:spr:joecth:v:74:y:2022:i:1:d:10.1007_s00199-021-01366-5.

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2022Fundamental determinants of exchange rate expectations. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep056.

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2022The influence of policy uncertainty on exchange rate forecasting. (2022). Smales, Lee A. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:997-1016.

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2022House price cycles, housing systems, and growth models. (2022). Stockhammer, Engelbert ; Tippet, Ben ; Kohler, Karsten. In: IPE Working Papers. RePEc:zbw:ipewps:1942022.

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Works by Willem Verschoor:


YearTitleTypeCited
2016Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper.
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paper6
2019Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets.
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This paper has another version. Agregated cites: 6
article
2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence In: Working Paper.
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paper2
2005Time Variation in Term Premia: International Evidence In: CEPR Discussion Papers.
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paper9
2008Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers.
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paper5
2009Dispersion of Beliefs in the Foreign Exchange Market.(2009) In: LSF Research Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
1990EMS Exchange Rates In: CEPR Financial Markets Paper.
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paper17
2009Time-Variation in Term Permia: International Survey-Based Evidence In: LSF Research Working Paper Series.
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paper11
2011Time-variation in term premia: International survey-based evidence.(2011) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 11
article
2009Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis In: Journal of Economic Dynamics and Control.
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article59
2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control.
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article43
1998EMS exchange rate expectations and time-varying risk premia In: Economics Letters.
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article6
2001Scandinavian forward discount bias risk premia In: Economics Letters.
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article11
2013Carry trade and foreign exchange rate puzzles In: European Economic Review.
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article35
2002Further evidence on Asian stock return behavior In: Emerging Markets Review.
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article10
2007Trade and exposure of Eastern European multinationals In: Emerging Markets Review.
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article2
2006Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms In: Journal of Empirical Finance.
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article60
2016Time-varying importance of country and industry factors in European corporate bonds In: Journal of Empirical Finance.
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article6
2001Exchange risk premia, expectations formation and news in the Mexican peso/U.S. dollar forward exchange rate market In: International Review of Financial Analysis.
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article3
2020Expected issuance fees and market liquidity In: Journal of Financial Markets.
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article2
2008Further evidence on the rationality of interest rate expectations In: Journal of International Financial Markets, Institutions and Money.
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article9
2017Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
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article20
2009The effect of exchange rate variability on US shareholder wealth In: Journal of Banking & Finance.
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article14
1993Further evidence on exchange rate expectations In: Journal of International Money and Finance.
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article78
1994Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance.
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article45
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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article38
2010Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS In: Journal of International Money and Finance.
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article64
2012Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms In: Journal of International Money and Finance.
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article13
2013Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance.
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article48
2007Asian foreign exchange risk exposure In: Journal of the Japanese and International Economies.
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article34
1993Asian Exchange Rate Expectations In: Journal of the Japanese and International Economies.
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article13
2006Foreign exchange risk exposure: Survey and suggestions In: Journal of Multinational Financial Management.
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article45
2008The Latin American exchange exposure of U.S. multinationals In: Journal of Multinational Financial Management.
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article7
1994Asian interest expectations and exchange rate dynamics In: Pacific-Basin Finance Journal.
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article1
1995Asian interest expectations and exchange rate dynamics.(1995) In: Pacific-Basin Finance Journal.
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This paper has another version. Agregated cites: 1
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2007The Asian crisis exchange risk exposure of US multinationals In: Managerial Finance.
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article5
2012REPUTATIONAL PENALTIES TO FIRMS IN ANTITRUST INVESTIGATIONS In: Journal of Competition Law and Economics.
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article3
1994German Stock Market Dynamics. In: Empirical Economics.
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article2
1998Interest expectations and exchange rates news In: Empirical Economics.
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article4
2004A note on transition stock return behaviour In: Applied Economics Letters.
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2009A heterogeneous route to the European monetary system crisis In: Applied Economics Letters.
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2002Scandinavian exchange rate expectations In: Applied Economics Letters.
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2000Exchange risk premia in the European monetary system In: Applied Financial Economics.
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article4
2014Home bias and Dutch pension funds investment behavior In: The European Journal of Finance.
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article1
2013Do foreign exchange fund managers behave like heterogeneous agents? In: Quantitative Finance.
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article4
1994On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business.
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