Stephan Jank : Citation Profile

Frankfurt School of Finance and Management

4

H index

4

i10 index

280

Citations

RESEARCH PRODUCTION:

2

Articles

12

Papers

RESEARCH ACTIVITY:

   5 years (2008 - 2013). See details.
   Cites by year: 56
   Journals where Stephan Jank has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 1 (0.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja285
   Updated: 2025-12-27    RAS profile: 2023-03-16    
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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 Stephan Jank.

Is cited by:

Shen, Dehua (10)

Lyócsa, Štefan (8)

Dimpfl, Thomas (7)

Molnár, Peter (6)

Výrost, Tomáš (4)

Baumohl, Eduard (4)

Guidolin, Massimo (3)

Spagnolo, Nicola (3)

Ramos, Sofia (3)

Veiga, Helena (3)

Theissen, Erik (3)

Cites to:

Campbell, John (14)

French, Kenneth (6)

Andersen, Torben (6)

Bollerslev, Tim (6)

Lettau, Martin (5)

Diebold, Francis (4)

Goyal, Amit (4)

Roll, Richard (4)

welch, ivo (4)

Ludvigson, Sydney (4)

Shiller, Robert (4)

Main data

Where Stephan Jank has published?

Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)7
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank3
University of Tübingen Working Papers in Business and Economics / University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics2

Recent works citing Stephan Jank (2025 and 2024)

YearTitle of citing document
2024Detection of Temporality at Discourse Level on Financial News by Combining Natural Language Processing and Machine Learning. (2024). Garc, Silvia ; Gonz, Francisco J ; de Arriba, Francisco ; Barros-Vila, Ana. In: Papers. RePEc:arx:papers:2404.01337.

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2024Detection of financial opportunities in micro-blogging data with a stacked classification system. (2024). Garc, Silvia ; Gonz, Francisco J ; de Arriba, Francisco. In: Papers. RePEc:arx:papers:2404.07224.

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2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

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2024Does the internet bring food prices closer together? Exploring search engine query data in Iran. (2024). Bittmann, Thomas ; Zamani, Omid ; Loy, Jenspeter. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:75:y:2024:i:2:p:688-715.

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2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Tang, Zhenpeng ; Chen, Ying ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2024Retail fund flows and performance: Insights from supervisory data. (2024). Szabo, Milan ; Hodula, Martin ; Bajzik, Josef. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881.

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2025Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312.

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2025What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Investor attention and market reactions to early announcements in mergers and acquisitions. (2024). Muradoglu, Yaz ; Peng, NI ; Qin, Huai ; Xia, Chunling. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005094.

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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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2025Technological links among firms and the peer effect of ESG responsibility performance. (2025). Jin, Xingye ; Feng, Yiqiang ; Zhang, Zhanyu ; Liu, Zhe. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016039.

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2024Are fund managers rewarded for taking cyclical risks?. (2024). Ryan, Ellen. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000119.

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2024Financial news media and volatility: Is there more to newspapers than news?. (2024). Ashwin, Julian. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000144.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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2024More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?. (2024). Wang, LU ; Duong, Duy ; Liang, Chao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:1-19.

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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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2024Digital payment, money market fund and investment behavior. (2024). Wang, Wei ; Li, Lin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000994.

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2025News sentiment indicators and the cross-section of stock returns in the European stock market. (2025). Gambarelli, Luca ; Muzzioli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003703.

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2024How does oil market volatility impact mutual fund performance?. (2024). Calice, Giovanni ; Alsubaiei, Bader Jawid ; Vivian, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621.

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2024Financial market spillovers and investor attention to the Russia-Ukraine war. (2024). Yang, Wanyi ; Zhang, Yuqian ; Li, Zhaohua ; Hu, Baiding. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005136.

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2024The role of investors’ fear in crude oil volatility forecasting. (2024). Molnar, Peter ; Haukvik, Nicole ; Cheraghali, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001466.

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2025Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies. (2025). de Peretti, Christian ; Ghaddab, Sarra ; Belkacem, Lotfi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003672.

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2025Uncertainty or investor attention: Which has more impact on Bitcoin volatility?. (2025). Aras, Serkan ; Ilgin, Cihan ; Zdemir, Mehmet Ozan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002582.

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2024Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19. (2024). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s004016252400115x.

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2024Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression. (2024). Li, Yushu ; Kim Karlsson, Hyunjoo. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_010.

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2024INDIAN MUTUAL FUND INDUSTRY: IS 2014 A TURNING POINT?. (2024). Goel, Shobhit ; Kumar, Pawan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:3f:p:527-556.

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2025The impact of house prices on banking stability in Vietnam: the moderating role of investor sentiment. (2025). Van, Trinh Thao ; Thao, Nguyen Phuong ; Anh, Vo Hoai ; Thanh, Nguyen Thi ; Nhung, Nguyen Thi. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:2:d:10.1057_s41261-024-00252-z.

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2024Internet searching and stock price informativeness: Evidence from Google withdrawal in China. (2024). Liu, Xinheng. In: PLOS ONE. RePEc:plo:pone00:0297160.

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2024Google search volume index and investor attention in stock market: a systematic review. (2024). Arteaga-Sanchez, Rocio ; Gonzalvez-Gallego, Nicolas ; Ayala, Maria Jose. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00606-y.

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2025Social media and capital markets: an interdisciplinary bibliometric analysis. (2025). Long, Wen ; Guo, Man. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00731-2.

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2024ESG impact on oil and natural gas financialization through price transmission. (2024). Gormus, Elif ; Nazlioglu, Saban. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:3:d:10.1007_s12197-024-09669-8.

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2024Investor Sentiment and Stock Market Dynamics: Ways to Forecast Stock Prices. (2024). Milovidov, V D. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:35:y:2024:i:4:d:10.1134_s1075700724700072.

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Works by Stephan Jank:

YearTitleTypeCited
2012Mutual fund flows, expected returns, and the real economy In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
2011Mutual fund flows, expected returns, and the real economy.(2011) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2013Purchase and redemption decisions of mutual fund investors and the role of fund families In: The European Journal of Finance.
[Full Text][Citation analysis]		article17
2010Purchase and redemption decisions of mutual fund investors and the role of fund families.(2010) In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2010Purchase and redemption decisions of mutual fund investors and the role of fund families.(2010) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2008Sturm und Drang in money market funds: when money market funds cease to be narrow In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper15
2010Sturm und Drang in money market funds: When money market funds cease to be narrow.(2010) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2010Are there disadvantaged clienteles in mutual funds? In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper1
2011Are there disadvantaged clienteles in mutual funds?.(2011) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2010Creative destruction and asset prices In: CFR Working Papers.
[Full Text][Citation analysis]		paper3
2013Creative destruction and asset prices.(2013) In: University of Tübingen Working Papers in Business and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2011Can internet search queries help to predict stock market volatility? In: CFR Working Papers.
[Full Text][Citation analysis]		paper209
2011Can Internet search queries help to predict stock market volatility?.(2011) In: University of Tübingen Working Papers in Business and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 209		paper
2012Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability In: CFR Working Papers.
[Full Text][Citation analysis]		paper1

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