8
H index
7
i10 index
374
Citations
Université de Liège | 8 H index 7 i10 index 374 Citations RESEARCH PRODUCTION: 39 Articles 36 Papers 1 Chapters RESEARCH ACTIVITY: 28 years (1994 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phb1 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Georges Hübner. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 6 |
Journal of Futures Markets | 3 |
Journal of Empirical Finance | 3 |
Finance | 3 |
Review of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 9 |
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles | 7 |
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 5 |
Year | Title of citing document |
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2024 | . Full description at Econpapers || Download paper |
2023 | Does venture capital investment enhance corporate innovation? Evidence from Korea. (2023). Yoon, Heejin ; Shin, Donglim ; Oh, Frederick Dongchuhl ; Lee, Kyounghun. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:236-266. Full description at Econpapers || Download paper |
2023 | Reputational risks in banks: A review of research themes, frameworks, methods, and future research directions. (2023). Asongu, Simplice ; Gemegah, Albert ; Andoh, Charles ; Adeabah, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:321-350. Full description at Econpapers || Download paper |
2023 | Leading Operational Risk Events For South African Banks: A Reputational Risk Perspective. (2023). Ferreira-Schenk, Sune. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-3. Full description at Econpapers || Download paper |
2024 | Industrial policy and governmental venture capital: Evidence from China. (2024). Zhang, Qian ; Xue, Jian ; Ge, Guoqing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001815. Full description at Econpapers || Download paper |
2023 | Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017. Full description at Econpapers || Download paper |
2023 | Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074. Full description at Econpapers || Download paper |
2023 | Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944. Full description at Econpapers || Download paper |
2024 | The role of venture capital in determining the total factor productivity of renewable energy enterprises: In the context of government subsidy reduction. (2024). Lin, Boqiang ; Xie, Yongjing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001622. Full description at Econpapers || Download paper |
2023 | A novel downside beta and expected stock returns. (2023). Liu, Jinjing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004057. Full description at Econpapers || Download paper |
2023 | A conditional higher-moment CAPM. (2023). Tucker, Jon ; Guermat, Cherif ; Vendrame, Vasco. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000406. Full description at Econpapers || Download paper |
2023 | Bank reputation and operational risk: The impact of ESG. (2023). Paltrinieri, Andrea ; Mazzu, Sebastiano ; Goodell, John W ; Galletta, Simona. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006705. Full description at Econpapers || Download paper |
2024 | Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x. Full description at Econpapers || Download paper |
2023 | The impact of independent and heterogeneous corporate venture capital on firm efficiency. (2023). Brinkmann, Florian ; Balz, Frank P ; Kanbach, Dominik K. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:19:y:2023:i:c:s2352673423000136. Full description at Econpapers || Download paper |
2024 | Do ESG disclosures mitigate investors’ reaction on mining disasters? Evidence from Brazil. (2024). Feria-Dominguez, Jose Manuel ; Fdez-Galiano, Ines Merino. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:256-267. Full description at Econpapers || Download paper |
2023 | Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks. (2023). Bouri, Elie. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:507-523. Full description at Econpapers || Download paper |
2024 | Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x. Full description at Econpapers || Download paper |
2023 | Does digital transformation matter for operational risk exposure?. (2023). Mollah, Sabur ; Uddin, Md Hamid ; Ali, Md Hakim ; Islam, Nazrul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523006042. Full description at Econpapers || Download paper |
2023 | The Information Value of Past Losses in Operational Risk. (2023). Migueis, Marco ; Curti, Filippo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-03. Full description at Econpapers || Download paper |
2024 | Social media disclosure and reputational damage. (2024). Parbonetti, Antonio ; Redigolo, Giulia ; Zhang, Zhewei ; Huan, Xing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-023-01239-z. Full description at Econpapers || Download paper |
2023 | Co-Skewness across Return Horizons*. (2023). Conlon, Thomas ; cotter, john ; Jin, Chenglu. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:5:p:1483-1518.. Full description at Econpapers || Download paper |
2023 | Pension fund investments in infrastructure. (2023). Wijnands, Ruud ; Kok, Nils ; Eichholtz, Piet ; Carlo, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00315-2. Full description at Econpapers || Download paper |
2023 | Between benefit and risk: how entrepreneurs evaluate corporate investors. (2023). Jarchow, Svenja ; Weniger, Stefanie. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:5:d:10.1007_s11573-022-01126-4. Full description at Econpapers || Download paper |
2023 | Entrepreneurial finance and the Russian war against Ukraine: A survey of European venture capital and private equity investors. (2023). Diegel, Walter ; Lorenzen, Solvej ; Lang, Frank ; Botsari, Antonia ; Block, Jorn ; Kramer-Eis, Helmut. In: EIF Working Paper Series. RePEc:zbw:eifwps:202389. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | How do volatility regimes affect the pricing of quality and liquidity in the stock market? In: LIDAM Reprints ISBA. [Citation analysis] | paper | 0 |
2021 | How do volatility regimes affect the pricing of quality and liquidity in the stock market?.(2021) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2015 | Higher€ moment Risk Exposures in Hedge Funds In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
2006 | Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks In: Financial Management. [Full Text][Citation analysis] | article | 2 |
2006 | Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks.(2006) In: Financial Management. [Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2010 | DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS-IN-VARIABLES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
2011 | A Structural Balance Sheet Model of Sovereign Credit Risk In: Finance. [Full Text][Citation analysis] | article | 2 |
2011 | A Structural Balance Sheet Model of Sovereign Credit Risk.(2011) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2020 | International Mutual Funds Performance and Persistence across the Universe of Performance Measures In: Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Portfolio choice and mental accounts: A comparison with traditional approaches In: Finance. [Full Text][Citation analysis] | article | 0 |
2006 | The Impact of International Financial Reporting Standards on Market Microstructure in Europe In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2006 | International Financial Reporting Standards and Market Efficiency: A European Perspective In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Directional and non-directional risk exposures in Hedge Fund returns In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | How to Construct Fundamental Risk Factors? In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Comoment Risk and Stock Returns In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 25 |
2013 | Comoment risk and stock returns.(2013) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2021 | Mental accounts with horizon and asymmetry preferences In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2004 | Analysis of hedge fund performance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 95 |
2009 | Risk and performance estimation in hedge funds revisited: Evidence from errors in variables In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
2012 | Reputational damage of operational loss on the bond market: Evidence from the financial industry In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
2012 | Reputational damage of operational loss on the bond market: Evidence from the financial industry.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2012 | Reputational damage of operational loss on the bond market: Evidence from the financial industry.(2012) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2020 | Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2001 | The analytic pricing of asymmetric defaultable swaps In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
2004 | Credit derivatives with multiple debt issues In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2008 | Practical methods for measuring and managing operational risk in the financial sector: A clinical study In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 26 |
2008 | Practical methods for measuring and managing operational risk in the financial sector: a clinical study.(2008) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2010 | Operational risk and reputation in the financial industry In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 57 |
2010 | Operational risk and reputation in the financial industry.(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2010 | Operational risk and reputation in the financial industry.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2015 | The prediction of fund failure through performance diagnostics In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
2015 | How does governmental versus private venture capital backing affect a firms efficiency? Evidence from Belgium In: Journal of Business Venturing. [Full Text][Citation analysis] | article | 52 |
2015 | How does governmental versus private venture capital backing affect a firms efficiency? Evidence from Belgium.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2008 | Corporate international diversification and the cost of equity: European evidence In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
2008 | Corporate international diversification and the cost of equity: European evidence..(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2011 | Explaining returns on venture capital backed companies: Evidence from Belgium In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Explaining returns on venture capital backed companies : Evidence from Belgium.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | Option replication and the performance of a market timer In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
1998 | The Estimation of Default Risk with Market Data. In: Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie. [Citation analysis] | paper | 0 |
1999 | The Management of Public Bond Spreads Before and After Euroland. In: Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie. [Citation analysis] | paper | 0 |
1994 | Une interpretation comportementale de la bulle speculative spontanee. In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] | paper | 0 |
1999 | Horizon Risk and Asset Pricing. In: Southern California - School of Business Administration. [Citation analysis] | paper | 0 |
2013 | Government debt denomination policies before and after the EMU advent. In: Post-Print. [Citation analysis] | paper | 2 |
2013 | Government Debt Denomination Policies Before and After the EMU Advent.(2013) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2011 | The added value of a central agency of European debt In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Incremental impact of venture capital financing In: Post-Print. [Citation analysis] | paper | 9 |
2013 | Incremental impact of venture capital financing.(2013) In: Small Business Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2015 | Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors In: Post-Print. [Citation analysis] | paper | 1 |
2005 | The Generalized Treynor Ratio In: Review of Finance. [Full Text][Citation analysis] | article | 5 |
2005 | The Generalized Treynor Ratio.(2005) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2009 | A Dynamic Model of Risk-Shifting Incentives with Convertible Debt In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
2010 | A Portfolio Approach to Venture Capital Financing In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
2011 | Currency Total Return Swaps: Valuation and Risk Factor Analysis In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
2013 | Currency total return swaps: valuation and risk factor analysis.(2013) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2002 | Development path and capital structure of belgian biotechnology firms In: Working Paper Research. [Full Text][Citation analysis] | paper | 2 |
2004 | Basel II and Operational Risk: Implications for risk measurement and management in the financial sector In: Working Paper Research. [Full Text][Citation analysis] | paper | 8 |
2015 | Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon In: Working Paper Research. [Full Text][Citation analysis] | paper | 1 |
1999 | Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ In: Review of Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Harvesting the seasons of the size anomaly In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
2013 | Is There a Link between Past Performance and Fund Failure? In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2016 | New Insight on the Performance of Equity Long/short Investment Styles In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
2010 | Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
2019 | Empirical evidence on bank market power, business models, stability and performance in the emerging economies In: Eurasian Business Review. [Full Text][Citation analysis] | article | 3 |
2012 | Measuring operational risk in financial institutions In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2005 | Hedge fund performance and persistence in bull and bear markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 37 |
2004 | Hedge Fund Performance and Persistence in Bull and Bear Markets.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2021 | Identifying Ultimate Beneficial Owners : A Risk-Based Approach to Improving the Transparency of International Financial Flows In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Identifying Ultimate Beneficial Owners : A Risk-Based Approach to Improving the Transparency of International Financial Flows.(2021) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2005 | Finance Corporate In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2015 | La Gestion de portefeuille - Instruments: Instruments, stratégie et performance In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2019 | La Gestion de portefeuille - Instruments: Instruments, stratégie et performance.(2019) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2005 | Le risque opérationnel: implications de lAccord de Ble pour le secteur financier In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
2004 | The credit risk components of a swap portfolio In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2005 | Survival of commodity trading advisors: 1990–2003 In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
2010 | Performance and persistence of Commodity Trading Advisors: Further evidence In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
2011 | Strategic Analysis of Risk-Shifting Incentives with Convertible Debt In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
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