14
H index
20
i10 index
820
Citations
Willem Verschoor : Citation Profile
Vrije Universiteit Amsterdam (50% share) | RESEARCH PRODUCTION: 39 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1990 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Willem Verschoor. | Is cited by:
| Cites to:
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Main data
Where Willem Verschoor has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 2 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Recent works citing Willem Verschoor (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Econometric 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. Full description at Econpapers || Download paper |
| 2022 | Understanding BOXPI — Industry portfolio perspectives. (2022). Yang, Kisung ; Kim, Youngmin. In: Journal of Asian Economics. RePEc:eee:asieco:v:81:y:2022:i:c:s1049007822000574. Full description at Econpapers || Download paper |
| 2022 | Currency 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. Full description at Econpapers || Download paper |
| 2022 | Board 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. Full description at Econpapers || Download paper |
| 2022 | Heterogeneity 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. Full description at Econpapers || Download paper |
| 2022 | Exchange 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. Full description at Econpapers || Download paper |
| 2022 | Constructing 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. Full description at Econpapers || Download paper |
| 2022 | Stock 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. Full description at Econpapers || Download paper |
| 2022 | Overconfidence and US stock market returns. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002580. Full description at Econpapers || Download paper |
| 2022 | Multinationals 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. Full description at Econpapers || Download paper |
| 2023 | Hedging 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. Full description at Econpapers || Download paper |
| 2022 | Bias 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. Full description at Econpapers || Download paper |
| 2023 | Foreign 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. Full description at Econpapers || Download paper |
| 2022 | Export 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. Full description at Econpapers || Download paper |
| 2022 | Exchange 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. Full description at Econpapers || Download paper |
| 2022 | Modelling 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. Full description at Econpapers || Download paper |
| 2022 | Currency 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. Full description at Econpapers || Download paper |
| 2023 | Dynamic 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. Full description at Econpapers || Download paper |
| 2022 | Does 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. Full description at Econpapers || Download paper |
| 2022 | On 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. Full description at Econpapers || Download paper |
| 2023 | How 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. Full description at Econpapers || Download paper |
| 2022 | A 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | Forex 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. Full description at Econpapers || Download paper |
| 2022 | Exchange 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. Full description at Econpapers || Download paper |
| 2022 | Dynamic 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. Full description at Econpapers || Download paper |
| 2023 | Exchange 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. Full description at Econpapers || Download paper |
| 2022 | Predictor 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. Full description at Econpapers || Download paper |
| 2022 | Economic 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. Full description at Econpapers || Download paper |
| 2022 | Multi-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. Full description at Econpapers || Download paper |
| 2022 | Government 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. Full description at Econpapers || Download paper |
| 2022 | Bounded 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. Full description at Econpapers || Download paper |
| 2022 | Fundamental determinants of exchange rate expectations. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep056. Full description at Econpapers || Download paper |
| 2022 | The 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. Full description at Econpapers || Download paper |
| 2022 | House price cycles, housing systems, and growth models. (2022). Stockhammer, Engelbert ; Tippet, Ben ; Kohler, Karsten. In: IPE Working Papers. RePEc:zbw:ipewps:1942022. Full description at Econpapers || Download paper |
Works by Willem Verschoor:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2017 | Heterogeneous beliefs and asset price dynamics: a survey of recent evidence In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Time Variation in Term Premia: International Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Dispersion of Beliefs in the Foreign Exchange Market.(2009) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1990 | EMS Exchange Rates In: CEPR Financial Markets Paper. [Citation analysis] | paper | 17 |
| 2009 | Time-Variation in Term Permia: International Survey-Based Evidence In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Time-variation in term premia: International survey-based evidence.(2011) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2009 | Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 59 |
| 2012 | Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 43 |
| 1998 | EMS exchange rate expectations and time-varying risk premia In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2001 | Scandinavian forward discount bias risk premia In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2013 | Carry trade and foreign exchange rate puzzles In: European Economic Review. [Full Text][Citation analysis] | article | 35 |
| 2002 | Further evidence on Asian stock return behavior In: Emerging Markets Review. [Full Text][Citation analysis] | article | 10 |
| 2007 | Trade and exposure of Eastern European multinationals In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
| 2006 | Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 60 |
| 2016 | Time-varying importance of country and industry factors in European corporate bonds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
| 2001 | Exchange risk premia, expectations formation and news in the Mexican peso/U.S. dollar forward exchange rate market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2020 | Expected issuance fees and market liquidity In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2008 | Further evidence on the rationality of interest rate expectations In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
| 2017 | Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 20 |
| 2009 | The effect of exchange rate variability on US shareholder wealth In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 1993 | Further evidence on exchange rate expectations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 78 |
| 1994 | Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 45 |
| 2005 | Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 38 |
| 2010 | Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 64 |
| 2012 | Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 13 |
| 2013 | Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 48 |
| 2007 | Asian foreign exchange risk exposure In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 34 |
| 1993 | Asian Exchange Rate Expectations In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 13 |
| 2006 | Foreign exchange risk exposure: Survey and suggestions In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 45 |
| 2008 | The Latin American exchange exposure of U.S. multinationals In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 7 |
| 1994 | Asian interest expectations and exchange rate dynamics In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 1995 | Asian interest expectations and exchange rate dynamics.(1995) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2007 | The Asian crisis exchange risk exposure of US multinationals In: Managerial Finance. [Full Text][Citation analysis] | article | 5 |
| 2012 | REPUTATIONAL PENALTIES TO FIRMS IN ANTITRUST INVESTIGATIONS In: Journal of Competition Law and Economics. [Full Text][Citation analysis] | article | 3 |
| 1994 | German Stock Market Dynamics. In: Empirical Economics. [Citation analysis] | article | 2 |
| 1998 | Interest expectations and exchange rates news In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2004 | A note on transition stock return behaviour In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | A heterogeneous route to the European monetary system crisis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2002 | Scandinavian exchange rate expectations In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2000 | Exchange risk premia in the European monetary system In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Home bias and Dutch pension funds investment behavior In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | Do foreign exchange fund managers behave like heterogeneous agents? In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
| 1994 | On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business. [Full Text][Citation analysis] | article | 76 |
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