Vitali Alexeev : Citation Profile


University of Technology Sydney (80% share)
University of Guelph (10% share)
University of Tasmania (10% share)

7

H index

6

i10 index

174

Citations

RESEARCH PRODUCTION:

16

Articles

19

Papers

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 11
   Journals where Vitali Alexeev has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 5 (2.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal430
   Updated: 2025-12-20    RAS profile: 2025-09-08    
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Relations with other researchers


Works with:

Johannesson, Magnus (10)

Deev, Oleg (10)

Ferrara, Gerardo (10)

Gehrig, Thomas (10)

Menkveld, Albert (10)

Dumitrescu, Ariadna (10)

Bos, Charles (10)

Frijns, Bart (10)

Caporin, Massimiliano (10)

FERROUHI, EL MEHDI (10)

Frömmel, Michael (10)

Dreber, Anna (10)

Brownlees, Christian (10)

Bohorquez Correa, Santiago (9)

Palan, Stefan (8)

Schwarz, Marco (8)

Füllbrunn, Sascha (8)

Harris, Jeffrey (8)

Gerritsen, Dirk (8)

Sarno, Lucio (8)

Sojli, Elvira (8)

Hurlin, Christophe (8)

Ødegaard, Bernt (8)

Foucault, Thierry (8)

Taylor, Nick (8)

Liew, Chee (8)

Gil-Bazo, Javier (8)

Degryse, Hans (8)

Renault, Thomas (8)

Lof, Matthijs (8)

Nielsson, Ulf (8)

Stefanova, Denitsa (8)

Talavera, Oleksandr (8)

Smales, Lee (8)

Holzmeister, Felix (8)

Schuerhoff, Norman (8)

Wolff, Christian (8)

Pastor, Lubos (8)

Scaillet, Olivier (8)

Korajczyk, Robert (8)

Tonks, Ian (8)

Chernov, Mikhail (8)

Rinne, Kalle (8)

Moinas, Sophie (8)

Shui, Jessica (7)

Dimpfl, Thomas (7)

Schenk-Hoppé, Klaus (7)

Davies, Ryan (7)

Neszveda, Gabor (7)

Hambuckers, Julien (7)

CAPELLE-BLANCARD, Gunther (7)

Deku, Solomon (7)

Eugster, Nicolas (7)

Reitz, Stefan (6)

Jurkatis, Simon (6)

Aloosh, Arash (6)

Ranaldo, Angelo (6)

Ait-Sahalia, Yacine (6)

Wilhelmsson, Anders (6)

Xiu, Dacheng (6)

LINTON, OLIVER (6)

Roy, Saurabh (6)

Pasquariello, Paolo (6)

Xia, Shuo (6)

Shachar, Or (6)

Zhang, S. Sarah (6)

Vilkov, Grigory (6)

Colliard, Jean-Edouard (6)

Park, Andreas (6)

Koetter, Michael (5)

Abudy, Menachem (5)

Huang, Wenqian (5)

Horenstein, Alex (5)

Verousis, Thanos (5)

Jalkh, Naji (5)

Capera Romero, Laura (5)

Hautsch, Nikolaus (5)

Walther, Thomas (5)

Chow, Nikolai Sheung-Chi (5)

Bjønnes, Geir (4)

van Kervel, Vincent (4)

Adrian, Tobias (4)

Güçbilmez, Ufuk (4)

Mihet, Roxana (3)

He, Xuezhong (Tony) (3)

Voigt, Stefan (3)

Bouri, Elie (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Hasse, Jean-Baptiste (2)

Hjalmarsson, Erik (2)

Patton, Andrew (2)

Theissen, Erik (2)

Söderlind, Paul (2)

PASCUAL, ROBERTO (2)

Rakowski, David (2)

Pelizzon, Loriana (2)

Prokopczuk, Marcel (2)

Putnins, Talis (2)

Heath, Davidson (2)

Lajaunie, Quentin (2)

Kassner, Bernhard (2)

Zhou, Chen (2)

Kearney, Fearghal (2)

Regis, Luca (2)

Vogel, Sebastian (2)

Lopez-Lira, Alejandro (2)

Gorbenko, Arseny (2)

Roy, Saurabh (2)

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

Is cited by:

Huber, Christoph (6)

Yao, Wenying (6)

Greiner, Ben (4)

Holzmeister, Felix (4)

Dreber, Anna (4)

Ozkes, Ali (4)

Johannesson, Magnus (3)

Fišar, Miloš (3)

Shahzad, Syed Jawad Hussain (3)

Krištoufek, Ladislav (2)

Sensoy, Ahmet (2)

Cites to:

Bollerslev, Tim (20)

Campbell, John (15)

Andersen, Torben (9)

Lettau, Martin (8)

Diebold, Francis (8)

Perron, Pierre (8)

French, Kenneth (8)

Laurent, Sébastien (7)

Lo, Andrew (7)

Fama, Eugene (7)

Shleifer, Andrei (6)

Main data


Where Vitali Alexeev has published?


Journals with more than one article published# docs
Journal of Empirical Finance2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Tasmania, Tasmanian School of Business and Economics6
Post-Print / HAL3
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2
Working Papers / University of Guelph, Department of Economics and Finance2

Recent works citing Vitali Alexeev (2025 and 2024)


YearTitle of citing document
2025Jump detection in high-frequency order prices. (2024). Hautsch, Nikolaus ; Bibinger, Markus ; Ristig, Alexander. In: Papers. RePEc:arx:papers:2403.00819.

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2024Bounded Rationality in Central Bank Communication. (2024). Lee, Choong Lyol ; Kim, Wonseong. In: Papers. RePEc:arx:papers:2411.04286.

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2024Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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2025The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis. (2025). Riso, Luigi ; Braga, Maria Debora ; Zoia, Maria Grazia. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0044.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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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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2025Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach. (2025). Kaur, Rishman Jot ; Khan, Hera Asif. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000968.

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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.

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2024Non-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.

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2024Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). ZHANG, QISI ; Frömmel, Michael ; Frommel, Michael ; Baidoo, Edwin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917.

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2024Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Wang, Shixuan ; Lu, Shanglin ; He, YU ; Wei, Ran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643.

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2024Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751.

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2025Media attention, internal control quality, and legal litigation. (2025). Tang, Maolin. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016763.

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2025Correlation aversion in foreign direct investment. (2025). Jinji, Naoto ; Khotamov, Navruz. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017574.

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2025Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal. (2025). Schröder, David ; Lachana, Ioanna ; Schrder, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000102.

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2024Behavioral 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.

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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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2025News sentiment indicators and the cross-section of stock returns in the European stock market. (2025). Gambarelli, Luca ; Muzzioli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003703.

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2025Analyzing and forecasting P/E ratios using investor sentiment in panel data regression and LSTM models. (2025). Rysz, Maciej ; Beliaeva, Uliana ; Dolaeva, Aishat ; Semenov, Alexander ; Grigoriev, Dmitry. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000036.

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2025Investor sentiment and market returns: A multi-horizon analysis. (2025). Ngo, Vu Minh ; Nguyen, Huan Huu ; van Nguyen, Phuc ; Pham, Luan Minh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s027553192400494x.

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2025Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China. (2025). Cheung, Adrian ; Yan, Wan-Lin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000704.

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2024Enhancing Portfolio Optimization: A Two-Stage Approach with Deep Learning and Portfolio Optimization. (2024). Huang, Shiguo ; Liu, Shuangzhe ; Ma, Tiefeng ; Sun, Ruili ; Cao, Linyu. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:21:p:3376-:d:1508612.

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2025Dynamic Portfolio Optimization with Diversification Analysis and Asset Selection Amidst High Correlation Using Cryptocurrencies and Bank Equities. (2025). Muteba, John Weirstrass ; Ntare, Hamdan Bukenya ; Adekambi, Franck. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:6:p:113-:d:1680148.

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2024Reproducibility 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.

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

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2024Data selection and collection for constructing investor sentiment from social media. (2024). Liu, Qing ; Son, Hosung. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03316-7.

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2024Methods for aggregating investor sentiment from social media. (2024). Liu, Qing ; Son, Hosung. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03434-2.

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2024Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints. (2024). Sensoy, Ahmet ; Mahapatra, Biplab ; Banerjee, Ameet Kumar ; Fabozzi, Frank ; Pradhan, H K. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05865-1.

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2025Social media and capital markets: an interdisciplinary bibliometric analysis. (2025). Long, Wen ; Guo, Man. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00731-2.

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2024Public Opinion and Chinese Exports: Evidence from Twitter Sentiment Analysis. (2024). Wu, Yanrui ; Wang, Haicheng ; Deng, Yuping. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:24-03.

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2024Heterogeneity 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.

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2025The 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.

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

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Works by Vitali Alexeev:


YearTitleTypeCited
2020Modelling Financial Contagion Using High Frequency Data In: The Economic Record.
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article1
2021Biases in variance of decomposed portfolio returns In: International Review of Finance.
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article1
2024Nonstandard Errors In: Journal of Finance.
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article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 14
paper
2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021Non-Standard Errors.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 14
paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2023Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2012Localized level crossing random walk test robust to the presence of structural breaks In: Computational Statistics & Data Analysis.
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article1
2010Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks..(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2011Testing weak form efficiency on the Toronto Stock Exchange In: Journal of Empirical Finance.
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article29
2010Testing Weak Form Efficiency on the Toronto Stock Exchange..(2010) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2017Time-varying continuous and jump betas: The role of firm characteristics and periods of stress In: Journal of Empirical Finance.
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article18
2020Sensitivity to sentiment: News vs social media In: International Review of Financial Analysis.
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article43
2025Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data In: Journal of International Financial Markets, Institutions and Money.
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article1
2019Predictive blends: Fundamental Indexing meets Markowitz In: Journal of Banking & Finance.
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article0
2019Asymmetric jump beta estimation with implications for portfolio risk management In: International Review of Economics & Finance.
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article7
2016Continuous and Jump Betas: Implications for Portfolio Diversification In: Econometrics.
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article5
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper5
2016Concurrent momentum and contrarian strategies in the Australian stock market In: Australian Journal of Management.
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article10
2014Concurrent momentum and contrarian strategies in the Australian stock market.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 10
paper
2017Exchange rate risk exposure and the value of European firms In: The European Journal of Finance.
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article17
2012Exchange Rate Risk Exposure and the Value of European Firms.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 17
paper
2015Equity portfolio diversification with high frequency data In: Quantitative Finance.
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article9
2013Equity portfolio diversification with high frequency data.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2013Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets In: Working Papers.
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paper7
2013What Australian investors need to know to diversity their portfolios In: Working Papers.
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paper0
2014How many stocks are enough for diversifying Canadian institutional portfolios? In: Working Papers.
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paper2
2014Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? In: Published Paper Series.
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paper2
2014The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets In: Published Paper Series.
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paper1

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