Alex Ronen Horenstein : Citation Profile

University of Miami

5

H index

2

i10 index

469

Citations

RESEARCH PRODUCTION:

11

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 39
   Journals where Alex Ronen Horenstein has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 4 (0.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho341
   Updated: 2025-04-12    RAS profile: 2024-04-18    
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Relations with other researchers

Works with:

Huang, Wenqian (5)

Wilhelmsson, Anders (5)

Johannesson, Magnus (5)

Walther, Thomas (5)

Wolff, Christian (5)

Harris, Jeffrey (5)

Xia, Shuo (5)

FERROUHI, EL MEHDI (5)

Shachar, Or (5)

Vilkov, Grigory (5)

Bos, Charles (5)

Reitz, Stefan (5)

Pastor, Lubos (5)

Dreber, Anna (5)

Ødegaard, Bernt (5)

LINTON, OLIVER (5)

Foucault, Thierry (5)

Sarno, Lucio (5)

Nielsson, Ulf (5)

Hautsch, Nikolaus (5)

Xiu, Dacheng (5)

Zhang, S. Sarah (5)

Brownlees, Christian (5)

Ranaldo, Angelo (5)

Hurlin, Christophe (5)

Scaillet, Olivier (5)

Menkveld, Albert (5)

Ferrara, Gerardo (5)

Jalkh, Naji (5)

Sojli, Elvira (5)

Renault, Thomas (5)

Verousis, Thanos (5)

Dimpfl, Thomas (5)

Deku, Solomon (5)

Frömmel, Michael (5)

Pasquariello, Paolo (5)

Korajczyk, Robert (5)

Füllbrunn, Sascha (5)

Talavera, Oleksandr (5)

Chernov, Mikhail (5)

Lof, Matthijs (5)

Deev, Oleg (5)

Rinne, Kalle (5)

Caporin, Massimiliano (5)

Schuerhoff, Norman (5)

Liew, Chee (5)

Davies, Ryan (5)

Frijns, Bart (5)

Stefanova, Denitsa (5)

Palan, Stefan (5)

Gehrig, Thomas (5)

Smales, Lee (5)

Jurkatis, Simon (5)

Schwarz, Marco (5)

Alexeev, Vitali (5)

Holzmeister, Felix (5)

Park, Andreas (5)

Gerritsen, Dirk (5)

Güçbilmez, Ufuk (4)

Bohorquez Correa, Santiago (4)

Eugster, Nicolas (4)

Colliard, Jean-Edouard (4)

CAPELLE-BLANCARD, Gunther (4)

Aloosh, Arash (4)

Koetter, Michael (4)

Ait-Sahalia, Yacine (4)

Schenk-Hoppé, Klaus (4)

Neszveda, Gabor (4)

Roy, Saurabh (3)

Abudy, Menachem (3)

van Kervel, Vincent (3)

He, Xuezhong (Tony) (3)

Chow, Nikolai Sheung-Chi (3)

Mihet, Roxana (3)

Taylor, Nick (3)

Degryse, Hans (3)

Voigt, Stefan (3)

Wong, Wing-Keung (2)

Pelizzon, Loriana (2)

Rakowski, David (2)

Theissen, Erik (2)

Söderlind, Paul (2)

Gil-Bazo, Javier (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Moinas, Sophie (2)

Tonks, Ian (2)

Patton, Andrew (2)

Kassner, Bernhard (2)

PASCUAL, ROBERTO (2)

Roy, Saurabh (2)

Putnins, Talis (2)

Lopez-Lira, Alejandro (2)

Lajaunie, Quentin (2)

Dumitrescu, Ariadna (2)

Heath, Davidson (2)

Hjalmarsson, Erik (2)

Bjønnes, Geir (2)

Zhou, Chen (2)

Patel, Vinay (2)

Bouri, Elie (2)

Kearney, Fearghal (2)

Hasse, Jean-Baptiste (2)

Regis, Luca (2)

Adrian, Tobias (2)

Vogel, Sebastian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alex Ronen Horenstein.

Is cited by:

Barigozzi, Matteo (17)

Sarafidis, Vasilis (14)

Gonzalo, Jesus (12)

Dolado, Juan (11)

Yamagata, Takashi (11)

Fan, Jianqing (10)

Lippi, Marco (9)

Forni, Mario (9)

Hallin, Marc (9)

GAO, Jiti (8)

Su, Liangjun (8)

Cites to:

Campbell, John (13)

Rubinstein, Ariel (13)

French, Kenneth (10)

Camerer, Colin (8)

Johannesson, Magnus (8)

Dreber, Anna (8)

Ho, Teck (8)

Gill, David (7)

Fama, Eugene (7)

Prowse, Victoria (7)

Chen, Yan (6)

Main data

Production by document typearticlepaper2012201320142015201620172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201220132014201520162017201820192020202120222023202401020Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2013201420152016201720182019202020212022202320240200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670200400600Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Alex Ronen Horenstein has published?

Working Papers Series with more than one paper published# docs
Working Papers / University of Miami, Department of Economics5

Recent works citing Alex Ronen Horenstein (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Distributional Dynamics. (2025). Kuhn, Moritz ; Calderon, Luis ; Bayer, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2024Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

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2024CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2025A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2024Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

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2025Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2025High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2025Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

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2024Global Factors in Non-core Bank Funding and Exchange Rate Flexibility. (2023). Te, Daniel Marcel ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2310.11552.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Inference for Low-rank Models without Estimating the Rank. (2023). Kwon, Hyukjun ; Choi, Jungjun ; Liao, Yuan. In: Papers. RePEc:arx:papers:2311.16440.

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2024Speed, Accuracy, and Complexity. (2024). Gonccalves, Duarte. In: Papers. RePEc:arx:papers:2403.11240.

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2025Kernel Three Pass Regression Filter. (2024). Padha, Daanish ; Jat, Rajveer. In: Papers. RePEc:arx:papers:2405.07292.

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2024Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664.

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2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Yamagata, Takashi ; Chen, Jia ; Sarafidis, Vasilis ; Cui, Guowei. In: Papers. RePEc:arx:papers:2501.18467.

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2025Functional Factor Regression with an Application to Electricity Price Curve Modeling. (2025). Winter, Luis ; Otto, Sven. In: Papers. RePEc:arx:papers:2503.12611.

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2024.

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2024.

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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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2025.

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2025Distributional Dynamics. (2025). Bayer, Christian ; Calderon, Luis ; Kuhn, Moritz. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625.

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2024Conditional mean dimension reduction for tensor time series. (2024). Zhang, Xin ; Lee, Chung Eun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000823.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Cross-section bootstrap for CCE regressions. (2024). Stauskas, Ovidijus ; de Vos, Ignace. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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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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2024The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Manner, Hans ; Deixelberger, Beate ; Eibinger, Tobias. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159.

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2024Policy market orientation, property rights, and corruption effects on the rent of non-renewable resources in Latin America and the Caribbean. (2024). Le Clech, Néstor. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002083.

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2024Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Lissona, Claudio ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99.

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2024The health-maximizing level of labor supply: a macroeconomic perspective on the American Health Puzzle. (2024). Trannoy, Alain ; le Fur, Tanguy. In: Post-Print. RePEc:hal:journl:hal-04819199.

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2024Experimenting with Financial Professionals. (2022). 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). Gallegos, Sebastian ; Huntington-Klein, Nick ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2024Handling Distinct Correlated Effects with CCE. (2024). de Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194.

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2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Cui, Guowei ; Chen, Jia ; Yamagata, Takashi ; Sarafidis, Vasilis. In: MPRA Paper. RePEc:pra:mprapa:123497.

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2025Productive Public Spending, Knowledge Spillovers and Convergence: A Multi-Country Analysis. (2025). Federico, Antonio Pietro ; Parello, Carmelo Pierpaolo. In: MPRA Paper. RePEc:pra:mprapa:123748.

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2025Adjusted principal component estimation for binary factor model. (2025). Wang, XI. In: MPRA Paper. RePEc:pra:mprapa:123844.

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2024Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models. (2024). Boudt, Kris ; Huang, Guanglin ; Lu, Wanbo. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:24/1085.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Oh, Minseog ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202420.

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2024.

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2025.

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2024A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Alex Ronen Horenstein:

Year  ↓Title  ↓Type  ↓Cited  ↓
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[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
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2018Beta Matrix and Common Factors in Stock Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article5
2013Eigenvalue Ratio Test for the Number of Factors In: Econometrica.
[Full Text][Citation analysis]		article433
2017Portfolio choice in Mexico In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article1
2020Effort is not a monotonic function of skills: Results from a global mobile experiment In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2022Measuring tree complexity with response times In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]		article1
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2021The Unintended Impact of Academic Research on Asset Returns: The Capital Asset Pricing Model Alpha In: Management Science.
[Full Text][Citation analysis]		article2
2015Parcel Size and Land Value: A Comparison of Approaches In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article1
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2012A Cross-Country Analysis of Health Care Expenditures In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Product-Consumer Substitution and Safety Regulation: Theory and Evidence from Simulation In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Product-Consumer Substitution and Safety Regulation In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Asset Pricing and Excess Returns over the Market Return In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Betting Against Alpha In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Understanding Growth Patterns in US Health Care Expenditures In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article6
2022Profiling dynamic decision-makers In: PLOS ONE.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team