Citation profile for Charlotte Strunk Hansen

Charlotte Strunk Hansen : Citation Profile

City University of New York (CUNY)

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2000 - 2007). See details.
   Cites by year: 7
   Journals where Charlotte Strunk Hansen has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 2 (3.51 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha204
   Updated: 2025-12-20    RAS profile: 2025-05-16
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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 Charlotte Strunk Hansen.

Is cited by:

Baruník, Jozef (3)

Kellard, Neil (3)

GUPTA, RANGAN (3)

Pierdzioch, Christian (2)

Yoon, Seong-Min (2)

Vanduffel, Steven (2)

shaikh, imlak (2)

Wu, Liuren (2)

Wang, Gang-Jin (2)

Asgharian, Hossein (2)

Ogus Binatli, Ayla (1)

Cites to:

Campbell, John (16)

Shiller, Robert (12)

Phillips, Peter (5)

Sarkissian, Sergei (3)

Scholes, Myron (3)

Moon, Hyungsik (3)

Chen, Zhiwu (3)

Cao, Charles (3)

Ferson, Wayne (2)

French, Kenneth (2)

Ouliaris, Sam (2)

Main data

Where Charlotte Strunk Hansen has published?

Working Papers Series with more than one paper published	# docs
Finance / University Library of Munich, Germany	2

Recent works citing Charlotte Strunk Hansen (2025 and 2024)

Year	Title of citing document
2025	The Price of Liquidity: Implied Volatility of Automated Market Maker Fees. (2025). Bichuch, Maxim ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2509.23222. Full description at Econpapers \|\| Download paper
2025	Optimal payoffs under smooth ambiguity. (2025). Vanduffel, Steven ; Wilke, Morten ; Chen, AN. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:754-764. Full description at Econpapers \|\| Download paper
2024	VIX-managed portfolios. (2024). Boovi, Milo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002850. Full description at Econpapers \|\| Download paper
2024	How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options. (2024). Wang, Gang-Jin ; Uddin, Gazi ; Gong, Jue ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003727. Full description at Econpapers \|\| Download paper
2024	Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306. Full description at Econpapers \|\| Download paper

Works by Charlotte Strunk Hansen:

Year	Title	Type	Cited
2001	The relation between implied and realised volatility in the Danish option and equity markets In: Accounting and Finance. [Full Text][Citation analysis]	article	12
2000	Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. In: Finance Working Papers. [Citation analysis]	paper	1
2007	Spanning tests for options using principal components methods In: Applied Financial Economics. [Full Text][Citation analysis]	article	1
2002	New evidence on the implied-realized volatility relation In: The European Journal of Finance. [Full Text][Citation analysis]	article	35
2004	Long-Run Regressions: Theory and Application to US Asset Markets In: Finance. [Full Text][Citation analysis]	paper	6
2004	Proxying for Expected Returns with Price Earnings Ratios In: Finance. [Full Text][Citation analysis]	paper	0