6
H index
4
i10 index
127
Citations
Anders Wilhelmsson : Citation Profile
Lunds Universitet | RESEARCH PRODUCTION: 12 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2006 - 2024). Relations with other researchers
Main data
Where Anders Wilhelmsson has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Knut Wicksell Working Paper Series / Lund University, Knut Wicksell Centre for Financial Studies | 4 |
| Post-Print / HAL | 3 |
| Working Papers / Lund University, Department of Economics | 3 |
Recent works citing Anders Wilhelmsson (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon. (2024). He, Yifan ; Rachev, Svetlozar ; Fabozzi, Frank ; Shao, Barret ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2404.11722. Full description at Econpapers || Download paper |
| 2024 | Value‐at‐Risk under Measurement Error. (2024). Taamouti, Abderrahim ; Song, Xiaojun ; Doukali, Mohamed. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:690-713. Full description at Econpapers || Download paper |
| 2025 | Surviving the storm: Evaluating the role of enterprise risk management in property and liability insurers performance during the COVID-19 pandemic. (2025). Yang, Charles C ; Lee, Wing Yan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000197. Full description at Econpapers || Download paper |
| 2024 | Non-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 |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2024 | Digital information disclosure, investor sentiment and enterprise default risk. (2024). Zheng, Yiwei. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001004. Full description at Econpapers || Download paper |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
| 2025 | Mandatory corporate ESG disclosure and default risk – Evidence from China. (2025). Du, Hanyu ; Li, Wei-An ; He, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003305. Full description at Econpapers || Download paper |
| 2025 | The Assessment of Enterprise Risk Management Practices of Ethiopian Commercial Banks. (2025). Sibindi, Athenia Bongani ; Biresaw, Tsega Meseret. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:3:p:51-:d:1609992. Full description at Econpapers || Download paper |
| 2025 | Sustainability Risk Management and Financial Distress: The Moderating Role of Financial Performance in Saudi Firms. (2025). Adel, Dalida Mohamed ; Mouhamed, Amina Ramadan ; Emam, Doaa Hafez. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:21:p:9401-:d:1777484. Full description at Econpapers || Download paper |
| 2024 | Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
| 2024 | Forecasting the Stock Price of Listed Innovative SMEs Using Machine Learning Methods Based on Bayesian optimization: Evidence from China. (2024). Suzuki, Yoshihisa ; Liu, Wei ; Du, Shuyi. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10393-4. Full description at Econpapers || Download paper |
| 2025 | The effect of corporate risk management on cyber risk mitigation: Evidence from the insurance industry. (2025). Yun, Jiyeon ; Kim, Chanjin ; Jung, Kwangmin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:50:y:2025:i:2:d:10.1057_s41288-024-00326-z. Full description at Econpapers || Download paper |
| 2024 | Research on the effectiveness of the volatility–tail risk-managed portfolios in China’s market. (2024). Jia, Guangyan ; Li, Yihan ; Guo, Zirui. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02493-9. Full description at Econpapers || Download paper |
| 2025 | An automated adaptive trading system for enhanced performance of emerging market portfolios. (2025). Tudor, Cristiana ; Sova, Robert. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00754-3. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209. Full description at Econpapers || Download paper |
| 2024 | A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Works by Anders Wilhelmsson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence In: Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2010 | Volatility Risk Premium, Risk Aversion, and the Cross‐Section of Stock Returns In: The Financial Review. [Full Text][Citation analysis] | article | 1 |
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2018 | Enterprise Risk Management and Default Risk: Evidence from the Banking Industry In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 13 |
| 2016 | Enterprise Risk Management and Default Risk: Evidence from the Banking Industry.(2016) In: Knut Wicksell Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2009 | Value at Risk with time varying variance, skewness and kurtosis--the NIG-ACD model In: Econometrics Journal. [Full Text][Citation analysis] | article | 37 |
| 2021 | Tax avoidance and state ownership — The case of Sweden In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | The pernicious effects of contaminated data in risk management In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2010 | The pernicious effects of contaminated data in risk management.(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2011 | The Pernicious Effects of Contaminated Data in Risk Management.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2013 | Risk premia: Exact solutions vs. log-linear approximations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Idiosyncratic Risk and Higher-Order Cumulants In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Systemic Risk and Centrality Revisited: The Role of Interactions In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Systemic Risk and Centrality Revisited:The Role of Interactions.(2019) In: Knut Wicksell Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Ownership Determinants of Stock Return Volatility In: Knut Wicksell Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Macro news and long-run volatility expectations In: Knut Wicksell Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Garch forecasting performance under different distribution assumptions In: Journal of Forecasting. [Full Text][Citation analysis] | article | 31 |
| 2009 | Measuring Event Risk In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2017 | Tax Planning in Partner-owned Close Corporations In: Nordic Tax Journal. [Full Text][Citation analysis] | article | 0 |
| 2013 | Density Forecasting with Time‐Varying Higher Moments: A Model Confidence Set Approach In: Journal of Forecasting. [Citation analysis] | article | 2 |
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