Daniele Bianchi : Citation Profile

Queen Mary University of London

8

H index

6

i10 index

313

Citations

RESEARCH PRODUCTION:

13

Articles

15

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 28
   Journals where Daniele Bianchi has often published
   Relations with other researchers
   Recent citing documents: 125.    Total self citations: 11 (3.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbi325
   Updated: 2026-10-17    RAS profile: 2026-01-13    
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Relations with other researchers

Works with:

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

Is cited by:

Casarin, Roberto (13)

Billio, Monica (11)

Guidolin, Massimo (9)

Conlon, Thomas (7)

cotter, john (6)

Ahelegbey, Daniel Felix (5)

Baruník, Jozef (5)

Faria, Gonçalo (4)

GUPTA, RANGAN (4)

Ravazzolo, Francesco (4)

Verona, Fabio (4)

Cites to:

Campbell, John (23)

Guidolin, Massimo (22)

Koop, Gary (16)

Stambaugh, Robert (14)

Timmermann, Allan (9)

French, Kenneth (9)

Pastor, Lubos (9)

van Binsbergen, Jules (8)

Ravazzolo, Francesco (8)

Geweke, John (8)

Viceira, Luis (8)

Main data

Where Daniele Bianchi has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics2
Journal of Banking & Finance2
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)2

Recent works citing Daniele Bianchi (2026 and 2025)

YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2026Deep Learning, Predictability, and Optimal Portfolio Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2026Realised Volatility Forecasting: Machine Learning via Financial Word Embedding. (2024). Zohren, Stefan ; Poon, Ser-Huang ; Rahimikia, Eghbal. In: Papers. RePEc:arx:papers:2108.00480.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2026Empirical Asset Pricing via Ensemble Gaussian Process Regression. (2025). Pasricha, Puneet ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2212.01048.

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2025Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497.

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2026Multi-Task Dynamic Pricing in Credit Market with Contextual Information. (2024). Xu, Renyuan ; Ji, Jingwei ; Javanmard, Adel. In: Papers. RePEc:arx:papers:2410.14839.

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2026Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2025Growing the Efficient Frontier on Panel Trees. (2025). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2025Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting. (2025). Roveri, Manuel ; Pittorino, Fabrizio ; Puoti, Francesco. In: Papers. RePEc:arx:papers:2502.09079.

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2025The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549.

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2025Vector Copula Variational Inference and Dependent Block Posterior Approximations. (2025). Panagiotelis, Anastasios ; Smith, Michael Stanley ; Fu, YU. In: Papers. RePEc:arx:papers:2503.01072.

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2025On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution. (2025). Cable, Travis ; Mani, Amir ; Qi, Wei ; Sotiropoulos, Georgios ; Xiong, Yiyuan. In: Papers. RePEc:arx:papers:2504.06289.

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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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2025High-Dimensional Learning in Finance. (2025). Fallahgoul, Hasan. In: Papers. RePEc:arx:papers:2506.03780.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Predicting Credit Spreads and Ratings with Machine Learning: The Role of Non-Financial Data. (2025). Wu, Yanran ; Zhang, Xinlei ; Yang, Qianxin ; Xu, Quanyi. In: Papers. RePEc:arx:papers:2509.19042.

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2026Cryptocurrency as an Investable Asset Class: Coming of Age. (2025). Borri, Nicola ; Wu, XI ; Tsyvinski, Aleh ; Liu, Yukun. In: Papers. RePEc:arx:papers:2510.14435.

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2026Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model. (2025). Jeong, Younwoo ; Kim, Changeun ; Jang, Bong-Gyu. In: Papers. RePEc:arx:papers:2512.16251.

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2025Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective. (2025). Hong, YI ; Du, Jiawei. In: Papers. RePEc:arx:papers:2601.00011.

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2026Do Whitepaper Claims Predict Market Behavior? Evidence from Cryptocurrency Factor Analysis. (2026). Farzulla, Murad. In: Papers. RePEc:arx:papers:2601.20336.

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2026Single-Asset Adaptive Leveraged Volatility Control. (2026). Soronow, David ; Apoorv, Arpit ; Kochenderfer, Mykel J ; Hastie, Trevor ; Candes, Emmanuel ; Boyd, Stephen ; Rueter, Dylan ; Devanathan, Nikhil ; Zamkovsky, Igor. In: Papers. RePEc:arx:papers:2603.01298.

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2026A Multiplex Network Hawkes Model for Systemic Risk Measurement. (2026). Griffin, Jim E ; Zelvyte, Mante. In: Papers. RePEc:arx:papers:2606.15755.

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2026The Importance of Considering Regimes in Long-term Asset Allocation to Real Estate. (2026). Massimo, Mingwei Liang. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26263.

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2025Inflation and the joint bond-FX spanning puzzle. (2025). Mehrotra, Aaron ; Gambacorta, Leonardo ; Sihvonen, Markus ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:1320.

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2025Disagreement and returns: The case of cryptocurrencies. (2025). Hsiao, Lawrence ; Garfinkel, Jon A ; Hu, Danqi. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:3:p:633-672.

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2025Persistence and Market Timing Ability of Cryptocurrency Funds. (2025). Conlon, Thomas ; de Mingolpez, Diego Vctor ; Urquhart, Andrew. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:4:p:791-816.

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2025Return trajectory and the forecastability of bitcoin returns. (2025). Rudkin, Simon ; Dotko, Pawe. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:2:p:509-539.

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2025Bitcoin Research: What Are the New Frontiers?. (2025). Elliott, Robert ; Urquhart, Andrew. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:4:p:1121-1127.

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2025Forecasting Chinas inflation rate: Evidence from machine learning methods. (2025). Xu, Xingfu ; Liu, Weihan. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e70000.

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2025Infusing economically motivated structure into machine learning methods. (2025). Potjagailo, Galina ; Buckmann, Marcus. In: Bank of England working papers. RePEc:boe:boeewp:023266.

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2025Asymptotic Properties of ReLU FFN Sieve Estimators. (2025). Grgoire, Loeper ; Vincentius, Franstianto ; Hasan, Fallahgoul ; Frank, Fabozzi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:6:p:727-752:n:1004.

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2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

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2025Anchoring on safe haven: Russia–Ukraine war effects on the cryptocurrency market. (2025). Liu, Yifan ; Popova, Ivilina ; Yi, Ha-Chin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:48:y:2025:i:c:s2214635025001030.

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2026Idiosyncratic volatility and return: A finite mixture approach. (2026). Cheng, Zhuo ; Zhang, Yinglei ; Fang, Jing. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s0890838923001154.

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2026Firm connection and equity return predictability – Graph-based machine learning methods. (2026). Liu, Xiaoquan ; Huang, Wenli ; Meng, Qingxin ; Wu, Mian. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s0890838924002002.

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2026Harnessing ChatGPT for predictive financial factor generation: A new frontier in financial analysis and forecasting. (2026). Zeng, Yuming ; Cheng, Yuhan ; Zou, Jie. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s0890838924002877.

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2026On the dynamics of treasury bond yields: From term structure modelling to economic scenario generation. (2026). Hong, YI ; Xu, Maochun ; Wen, Conghua. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s089083892400324x.

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2026The dual impact of on-chain and off-chain factors on Bitcoin market efficiency. (2026). Spokeviciute, Laima ; Jahanshahloo, Hossein ; Guo, Weiwei ; Wang, Qingwei. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:3:s0890838925000915.

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2025News-driven peer co-movement in crypto markets. (2025). Zheng, H ; Schwenkler, G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000409.

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2025Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies. (2025). Dimitriadis, Konstantinos A ; Koursaros, Demetris ; Savva, Christos S. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001907.

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2025Long-term forecasting in asset pricing: Machine learning models’ sensitivity to macroeconomic shifts and firm-specific factors. (2025). Zhang, Yang ; Qian, Yihe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000634.

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2026Bespoke realized volatility: Tailored measures of risk for volatility prediction. (2026). Patton, Andrew ; Zhang, Haozhe. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pa:s0304407625001769.

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2026High-dimensional conditional factor model. (2026). Su, Liangjun ; Wang, Xia ; Gao, Shang ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pb:s0304407626000242.

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2026Bayesian model comparison for large Bayesian VARs after the COVID-19 pandemic. (2026). Chan, Joshua ; Zhang, Wei ; Yu, Xuewen. In: Journal of Econometrics. RePEc:eee:econom:v:256:y:2026:i:pb:s0304407625001265.

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2025An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:253-266.

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2025Asset allocation with factor-based covariance matrices. (2025). Conlon, Thomas ; Cotter, John ; Kynigakis, Iason. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:1:p:189-203.

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2026Treasury bond pricing via no arbitrage arguments and machine learning: Evidence from China. (2026). Zhang, Weiping ; Ye, Tingting ; Tian, Ruyan ; Yang, Qing. In: Emerging Markets Review. RePEc:eee:ememar:v:70:y:2026:i:c:s1566014125001517.

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2025Is machine learning a necessity? A regression-based approach for stock return prediction. (2025). Zhao, Junyi ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000209.

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2025High frequency online inflation and term structure of interest rates: Evidence from China. (2025). Tang, Ke ; Liu, Taoxiong ; Zhang, Tao ; Jiang, Tingfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000489.

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2025Predicting risk premiums: A constraint-based model. (2025). Qu, Yong ; Yuan, Ying ; Wang, Tianyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000696.

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2025Unlocking predictive potential: The frequency-domain approach to equity premium forecasting. (2025). Verona, Fabio ; Faria, Gonçalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000702.

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2026Bankruptcy prediction of privately held SMEs using feature selection methods. (2026). Wahlstrm, Ranik Raaen ; Schmid, Markus ; Paraschiv, Florentina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:86:y:2026:i:c:s092753982600040x.

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2026Deep learning, predictability, and optimal portfolio returns. (2026). Baruník, Jozef ; Barunk, Jozef ; Babiak, Mykola. In: Journal of Empirical Finance. RePEc:eee:empfin:v:87:y:2026:i:c:s0927539826000204.

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2025Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries. (2025). Marzioni, Stefano ; Spallone, Marco ; Paccione, Cosimo ; Mur, Pina. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002397.

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2025Commodity futures option valuation – An ensemble model. (2025). Yang, AO ; Zong, LU ; Wen, Conghua ; Zhai, Jia ; Cao, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004594.

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2026The Crypto Risk Composite Index (CCRI)-advancing risk management in the digital asset space. (2026). Wang, Shouyang ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:113:y:2026:i:c:s1057521926000633.

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2026Crypto factor zoo (.Zip). (2026). Demir, Ender ; Zaremba, Adam ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:113:y:2026:i:c:s1057521926000645.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2025Drivers of investment intentions across diverse cryptocurrency categories. (2025). Zhang, Shuguang ; Luo, JI. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002880.

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2025New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty. (2025). Sakemoto, Ryuta ; Nakagawa, Kei. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s154461232501058x.

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2025Detecting bubbles via deterioration in machine learning predictive accuracy. (2025). Minami, Koutaroh. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325016782.

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2026Beyond the random walk: Asymmetric and cross-correlated dynamics in cryptocurrencies. (2026). Kilic, Emre ; Nazlioglu, Elif Hilal ; Kar, Asim ; Gozbasi, Onur ; Gormus, Alper. In: Finance Research Letters. RePEc:eee:finlet:v:99:y:2026:i:c:s1544612326004423.

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2026Machine+Heuristics: Nonlinear parametric portfolio policies with economic restrictions. (2026). Zhou, Chunyang ; Wu, Chongfeng ; Li, Haitao. In: Journal of Financial Markets. RePEc:eee:finmar:v:79:y:2026:i:c:s1386418125000412.

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2026International corporate bond returns: Uncovering predictability using machine learning. (2026). Qi, Zhen ; Lu, Lei ; Li, Delong ; Zhou, Guofu. In: Journal of Financial Markets. RePEc:eee:finmar:v:79:y:2026:i:c:s1386418125000485.

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2026Convertible bond return predictability with machine learning. (2026). Qiao, Fang ; Wang, Yining ; Li, Zhiyong ; Yu, Mei. In: Journal of Financial Markets. RePEc:eee:finmar:v:79:y:2026:i:c:s1386418125000503.

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2026Estimating market liquidity from daily data: Marrying microstructure models and machine learning. (2026). Zhang, Ruixun ; Shi, Chao ; Dai, Yuehao. In: Journal of Financial Markets. RePEc:eee:finmar:v:79:y:2026:i:c:s138641812500059x.

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2026Order flow and cryptocurrency returns. (2026). Tsiakas, Ilias ; Maynard, Alex ; Anastasopoulos, Alexia ; Liu, Fred ; Gradojevic, Nikola. In: Journal of Financial Markets. RePEc:eee:finmar:v:79:y:2026:i:c:s1386418126000029.

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2026Are machines better predictors of insider trading?. (2026). Batebi, Solmaz ; Elnahas, Ahmed. In: Global Finance Journal. RePEc:eee:glofin:v:69:y:2026:i:c:s1044028326000050.

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2025Accounting vs technical information: what matters more for stock return predictability?. (2025). Cakici, Nusret ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:104:y:2025:i:c:s1042443125000976.

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2026Predictive sorting of cryptocurrencies based on fundamentals and sentiment. (2026). Guidolin, Massimo ; Ionta, Serena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:107:y:2026:i:c:s1042443126000016.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2025Single-stage portfolio optimization with automated machine learning for M6. (2025). Sutcliffe, Charles ; Huang, Xinyu ; Platanakis, Emmanouil ; Newton, David P. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1450-1460.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1589-1619.

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2025Predicting individual corporate bond returns. (2025). Feng, Guanhao ; He, Xin ; Wu, Chunchi ; Wang, Yanchu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863.

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2025Returns from liquidity provision in cryptocurrency markets. (2025). Farag, Hisham ; Yarovaya, Larisa ; Luo, DI ; Zieba, Damian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000317.

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2026Psychological anchoring effect and cross section of cryptocurrency returns. (2026). Yan, Shu ; Jia, yuecheng ; Zhao, Jiangyu ; Zhang, Hongyu ; Simkins, Betty. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:182:y:2026:i:c:s0378426625002122.

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2026Machine learning in corporate bonds: Evidence from China. (2026). Pan, Zheyao ; Fang, Yvonne ; Cao, Youdan ; Hu, Xiaolu ; Zhong, Angel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:184:y:2026:i:c:s0378426626000105.

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2026Global evidence on unspanned macro risks in dynamic term structure models. (2026). Zhang, Yaoyuan ; van der Wel, Michel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:185:y:2026:i:c:s0378426626000300.

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2026Financial uncertainty and the cross-section of cryptocurrency returns. (2026). Foley, Sean ; della Vedova, Joshua ; Colak, Gonul ; Mai, Sinh Thoi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:188:y:2026:i:c:s0378426626000919.

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2025Growing the efficient frontier on panel trees. (2025). Cong, Lin William ; Feng, Guanhao ; He, Jingyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000327.

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2025Machine learning from a “Universe” of signals: The role of feature engineering. (2025). Zheng, Lingling ; Li, Bin ; Rossi, Alberto G ; Yan, Xuemin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001461.

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2026Glass box machine learning and corporate bond returns. (2026). Lettau, Martin ; Kakhbod, Ali ; Bell, Sebastian ; Nazemi, Abdolreza. In: Journal of Financial Economics. RePEc:eee:jfinec:v:181:y:2026:i:c:s0304405x26000656.

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2025Listening to the Market: Music sentiment and cryptocurrency returns. (2025). Yarovaya, Larisa ; Naeem, Muhammad Abubakr ; Younus, Mehak ; Hadhri, Sinda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001299.

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2025Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2025). di Casola, Paola ; Habib, Maurizio Michael ; Tercero-Lucas, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001408.

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2026Impermanent loss in cryptocurrency. (2026). Li, Xiao ; Dowling, Michael ; Chu, Gang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002116.

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2025Markov switching multiple-equation tensor regressions. (2025). Craiu, Radu V ; Casarin, Roberto ; Wang, Qing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x25000223.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2025How does managerial perception of uncertainty affect corporate investment during the COVID-19 pandemic: A text mining approach. (2025). Kimura, Yosuke ; Chen, Ying ; Inoue, Kotaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004074.

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2025Predicting bond risk premiums with machine learning: Evidence from China. (2025). Lin, Yihao ; You, Tian ; Jiang, Fuwei ; Chai, Bailin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002197.

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2025The effect of the cryptocurrency halving event. (2025). Wang, YE ; Zhao, Xiaojuan ; Li, Wenjia ; Liu, Weiyi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002501.

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2025Can machines learn Chinese mutual funds?. (2025). Gao, Zhiwei ; Wu, Haoran ; Nie, Boyang ; Zhao, Binru. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002720.

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2025Machine learning in the Australian equity market. (2025). Song, Yiliao ; Hu, Xiaolu ; Zhong, Angel. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002756.

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2026Volatility and skewness predictability with deep learning and big data: Chinese futures market case. (2026). Ma, Xuejun ; Chen, Xin ; Wang, Jia ; Shen, Jiancheng ; Cang, Han. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:96:y:2026:i:c:s0927538x25003208.

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2026Predicting cryptocurrency returns with machine learning: Evidence from high-dimensional factor modeling. (2026). Liu, Zhuang ; Zhu, Shushang ; Yan, Jingzhou. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:96:y:2026:i:c:s0927538x25003701.

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2025Cryptocurrency ETFs vs. nonredeemable investment trusts: An in-depth analysis. (2025). Xie, Kangzhen ; Xu, Xiaoqing Eleanor ; Tang, Hongfei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004277.

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2025Cryptocurrency dynamics during global crises: Insights from Bitcoin’s interplay with traditional markets. (2025). Kallandranis, Christos ; Anastasiou, Dimitrios ; Karagiorgis, Ariston ; Ballis, Antonis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006756.

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2026Reconciling interpretability and accuracy: Evidence from categorical factors. (2026). Kong, AO ; Lin, Sen ; Zhao, YU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:107:y:2026:i:c:s1059056026002297.

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2026Predicting takeover rumor accuracy with machine learning. (2026). Khadivar, Ameneh ; Davis, Frederick ; Stetsyuk, Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:108:y:2026:i:c:s1059056026003175.

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2025Bitcoin trade volume in decentralized markets: International evidence. (2025). Giménez Roche, Gabriel ; Gimnez, Gabriel A ; Nol, Antoine ; Sauce, Loc. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s004016252500085x.

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More than 100 citations found, this list is not complete...

Works by Daniele Bianchi:

YearTitleTypeCited
2018Large-Scale Dynamic Predictive Regressions In: Papers.
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2023Variational inference for large Bayesian vector autoregressions In: Papers.
[Full Text][Citation analysis]		paper4
2024Variational Inference for Large Bayesian Vector Autoregressions.(2024) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 4		article
2026Flexible variational approximations for stochastic volatility-managed portfolios In: Papers.
[Full Text][Citation analysis]		paper1
2020Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper3
2013Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section In: Working Paper.
[Full Text][Citation analysis]		paper14
2015Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2017Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2013Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? In: Working Paper.
[Full Text][Citation analysis]		paper4
2018Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?.(2018) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 4		article
2020On the Performance of Cryptocurrency Funds In: CERGE-EI Working Papers.
[Full Text][Citation analysis]		paper24
2022On the performance of cryptocurrency funds.(2022) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 24		article
2021On the Performance of Cryptocurrency Funds.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 24		paper
2021A Factor Model for Cryptocurrency Returns In: CERGE-EI Working Papers.
[Full Text][Citation analysis]		paper3
2022Trading Volume and Liquidity Provision in Cryptocurrency Markets In: CERGE-EI Working Papers.
[Full Text][Citation analysis]		paper32
2022Trading volume and liquidity provision in cryptocurrency markets.(2022) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 32		article
2022Trading volume and liquidity provision in cryptocurrency markets.(2022) In: Working Paper Series.
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This paper has nother version. Agregated cites: 32		paper
2024Taming Momentum Crashes In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Adaptive expectations and commodity risk premiums In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article7
2019Modeling systemic risk with Markov Switching Graphical SUR models In: Journal of Econometrics.
[Full Text][Citation analysis]		article39
2018Modeling Systemic Risk with Markov Switching Graphical SUR Models.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 39		paper
2014Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article8
2016The dynamics of expected returns: evidence from multi-scale time series modelling In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2014Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article8
2016Global pulses of organic carbon burial in deep-sea sediments during glacial maxima In: Nature Communications.
[Full Text][Citation analysis]		article4
2021Bond Risk Premiums with Machine Learning In: The Review of Financial Studies.
[Full Text][Citation analysis]		article148
2021Corrigendum: Bond Risk Premiums with Machine Learning.(2021) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 148		article
2023The dynamics of returns predictability in cryptocurrency markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article11

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