Daniele Ballinari : Citation Profile

Schweizerische Nationalbank (SNB) (50% share)
Universität St. Gallen (50% share)

3

H index

2

i10 index

136

Citations

RESEARCH PRODUCTION:

5

Articles

3

Papers

RESEARCH ACTIVITY:

   5 years (2020 - 2025). See details.
   Cites by year: 27
   Journals where Daniele Ballinari has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 4 (2.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba1855
   Updated: 2025-12-27    RAS profile: 2024-12-05    
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Relations with other researchers

Works with:

Audrino, Francesco (2)

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

Is cited by:

Lyócsa, Štefan (8)

Baumohl, Eduard (4)

Výrost, Tomáš (4)

Zhang, Yaojie (3)

Molnár, Peter (2)

Guidolin, Massimo (2)

Spagnolo, Nicola (2)

Clements, Adam (2)

Füss, Roland (2)

Wang, Yudong (2)

Sen, Jaydip (2)

Cites to:

Shleifer, Andrei (10)

Baker, Malcolm (8)

Wurgler, Jeffrey (8)

Bollerslev, Tim (8)

Engelberg, Joseph (7)

Summers, Lawrence (6)

Corsi, Fulvio (6)

Waldmann, Robert (6)

Renault, Thomas (6)

Diebold, Francis (5)

Andersen, Torben (5)

Main data

Where Daniele Ballinari has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Daniele Ballinari (2025 and 2024)

YearTitle of citing document
2024Enhancing Profitability and Investor Confidence through Interpretable AI Models for Investment Decisions. (2024). Latif, Seemab ; Arshad, Sahar ; Irfan, Saadia ; Salman, Ahmad. In: Papers. RePEc:arx:papers:2312.16223.

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2024Adaptive combinations of tail-risk forecasts. (2024). Amendola, Alessandra ; Candila, Vincenzo ; Storti, Giuseppe ; Naimoli, Antonio. In: Papers. RePEc:arx:papers:2406.06235.

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2024HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning. (2024). Chassot, Jonathan ; Audrino, Francesco. In: Papers. RePEc:arx:papers:2406.08041.

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2024When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments. (2024). Hua, Wenyue ; Li, Sujian ; Zhu, Suiyuan ; Jin, Mingyu ; Du, Mengnan ; Zhang, Zhongmou ; Shu, Dong ; Wang, Zhenting ; Liu, Xinyi. In: Papers. RePEc:arx:papers:2407.18957.

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2025Analyst Reports and Stock Performance: Evidence from the Chinese Market. (2025). Liang, Jiayou ; Liu, Rui ; Hu, Yujia ; Chen, Haolong. In: Papers. RePEc:arx:papers:2411.08726.

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2025Calibration Strategies for Robust Causal Estimation: Theoretical and Empirical Insights on Propensity Score Based Estimators. (2025). Rabenseifner, Jan ; Klaassen, Sven ; Kueck, Jannis ; Bach, Philipp. In: Papers. RePEc:arx:papers:2503.17290.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025Double Machine Learning for Causal Inference under Shared-State Interference. (2025). Raghavan, Manish ; Hays, Chris. In: Papers. RePEc:arx:papers:2504.08836.

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2025Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2504.18958.

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2025Foundation Time-Series AI Model for Realized Volatility Forecasting. (2025). Magris, Martin ; Pasricha, Puneet ; Goel, Anubha ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:2505.11163.

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2025Fusing Narrative Semantics for Financial Volatility Forecasting. (2025). Zohren, Stefan ; Vryonides, Chris ; Kaiser, Marcus ; Hwang, Yoontae ; Kong, Yaxuan ; Oomen, Roel. In: Papers. RePEc:arx:papers:2510.20699.

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2024Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2025Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

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2025The perils of popularity: Retail investor attention and misguided M&As. (2025). Zhang, Hanfang ; Li, Weiping ; Xia, Jingjing. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000846.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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2025What is the focus of energy supply chain relationship management during geopolitical risks? Evidence from the stock market based on transaction cost economics. (2025). He, Hao ; Han, Chunjia ; Shang, Wen-Long ; Yang, MU ; Fan, Weijia ; Bai, Shizhen. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004566.

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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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2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Hansen, Erwin ; Diaz, Juan D ; Cabrera, Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

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2024Improved estimation of the correlation matrix using reinforcement learning and text-based networks. (2024). Simaan, Majeed ; Ndiaye, Papa Momar ; Lu, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005040.

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2024Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment. (2024). Gunay, Samet ; Muhammed, Shahnawaz ; Sraieb, Mohamed M. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400646x.

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2024Investor attention and anomalies: Evidence from the Chinese stock market. (2024). Wen, Danyan ; Zhang, Zihao ; Nie, Jing ; Cao, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007075.

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2025Do hurricanes cause storm on the stock market? The case of US energy companies. (2025). Horvath, Roman ; Kalistov, Anna ; Horvth, Roman ; Moravcov, Michala ; Mikufov, Marta ; Lycsa, Tefan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007488.

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2025A novel HAR-type realized volatility forecasting model using graph neural network. (2025). Yin, Xuebao ; Yao, Yuhang ; Hu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008135.

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2024Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses. (2024). lucey, brian ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000644.

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2025Stock market reaction to mandatory carbon disclosure announcements: The role of institutional investors. (2025). Muktadir-Al, Dewan ; Zhang, Ziyang ; Sainani, Sushil ; Florackis, Chris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000034.

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2024Stock return predictability using economic narrative: Evidence from energy sectors. (2024). Ma, Tian ; Zhang, Huajing ; Li, Ganghui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000370.

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2024The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x.

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2024Fear, extreme fear and U.S. stock market returns. (2024). Gradojevic, Nikola ; Bouri, Elie ; Nekhili, Ramzi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:656:y:2024:i:c:s0378437124007210.

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2024Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set. (2024). Wang, Gang-Jin ; Zeng, Zhi-Jian ; Li, Zhao-Chen ; Zhu, You ; Gong, Jue ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:673-711.

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2024Industry volatility concentration and the predictability of aggregate stock market volatility. (2024). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Wen, Danyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004805.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2025Integration of investor behavioral perspective and climate change in reinforcement learning for portfolio optimization. (2025). Jebabli, Ikram ; Bouyaddou, Youssef. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400432x.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2025Forecasting equity risk premium: The role of investor concern on oil price volatility. (2025). Li, Dakai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002466.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2025Linear and nonlinear econometric models against machine learning models: realized volatility prediction. (2025). Kili, Rehim. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-61.

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2025Transformer-Based Downside Risk Forecasting: A Data-Driven Approach with Realized Downward Semi-Variance. (2025). Hao, Liang ; Kao, Chunyu ; Peng, Jiayi ; Ning, PO ; Zhang, Yuetong ; Song, Yuping. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1260-:d:1632745.

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2025Measuring and Forecasting Stock Market Volatilities with High-Frequency Data. (2025). Vo, Minh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10674-6.

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2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

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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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2025Anwendung von Deep Learning in der Prognose der Volatilität des DAX: Ein Vergleich der Prognosegüte von GARCH und LSTM. (2025). Knuth, Nico ; Nastansky, Andreas. In: Statistische Diskussionsbeiträge. RePEc:pot:statdp:59.

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2024An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk. (2024). Patacca, Marco ; Fig-Talamanca, Gianna. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05129-w.

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2024An interval constraint-based trading strategy with social sentiment for the stock market. (2024). Yang, Kun ; Li, Mingchen ; Lin, Wencan ; Wei, Yunjie ; Wang, Shouyang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00567-2.

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2025Users’ self-description on social media: a methodology to integrate labels and textual information. (2025). Ricciardi, Riccardo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-024-01988-6.

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2025The S&P 500 sectoral indices responses to economic news sentiment. (2025). Madani, Mohamed Arbi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:2042-2060.

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2024Volatility forecasting for stock market incorporating media reports, investors sentiment, and attention based on MTGNN model. (2024). Song, Yuping ; Lei, Bolin. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1706-1730.

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2024Text‐based corn futures price forecasting using improved neural basis expansion network. (2024). An, Wuyue ; Wang, Lin ; Li, Fengting. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2042-2063.

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Works by Daniele Ballinari:

YearTitleTypeCited
2024Calibrating doubly-robust estimators with unbalanced treatment assignment In: Papers.
[Full Text][Citation analysis]		paper1
2024Calibrating doubly-robust estimators with unbalanced treatment assignment.(2024) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2025Improving the Finite Sample Estimation of Average Treatment Effects using Double/Debiased Machine Learning with Propensity Score Calibration In: Papers.
[Full Text][Citation analysis]		paper1
2024Semiparametric inference for impulse response functions using double/debiased machine learning In: Papers.
[Full Text][Citation analysis]		paper1
2022When does attention matter? The effect of investor attention on stock market volatility around news releases In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article12
2020Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2020The impact of sentiment and attention measures on stock market volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article116
2021How to gauge investor behavior? A comparison of online investor sentiment measures In: Digital Finance.
[Full Text][Citation analysis]		article4

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