Stephan Jank : Citation Profile

Are you Stephan Jank?

Frankfurt School of Finance and Management

4

H index

4

i10 index

263

Citations

RESEARCH PRODUCTION:

2

Articles

12

Papers

RESEARCH ACTIVITY:

   5 years (2008 - 2013). See details.
   Cites by year: 52
   Journals where Stephan Jank has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 1 (0.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja285
   Updated: 2024-12-03    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)

Dimpfl, Thomas (7)

Molnár, Peter (6)

Lyócsa, Štefan (6)

Výrost, Tomáš (4)

Baumohl, Eduard (4)

Ballinari, Daniele (3)

Pedio, Manuela (3)

Caporale, Guglielmo Maria (3)

Ramos, Sofia (3)

Theissen, Erik (3)

Cites to:

Campbell, John (14)

Andersen, Torben (6)

French, Kenneth (6)

Bollerslev, Tim (6)

Lettau, Martin (5)

welch, ivo (4)

Goyal, Amit (4)

Shiller, Robert (4)

Roll, Richard (4)

Ludvigson, Sydney (4)

Diebold, Francis (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 Tbingen 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 (2024 and 2023)

YearTitle of citing document
2024Detection of Temporality at Discourse Level on Financial News by Combining Natural Language Processing and Machine Learning. (2024). Gonz, Francisco J ; Barros-Vila, Ana ; de Arriba, Francisco ; Garc, Silvia. 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). Gonz, Francisco J ; Garc, Silvia ; de Arriba, Francisco. In: Papers. RePEc:arx:papers:2404.07224.

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2023Plus Token and investor searching behaviour – A cryptocurrency Ponzi scheme. (2023). Xu, Dandan ; Aerts, Walter ; Zheng, Jianming ; Zhang, Dunli. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4713-4728.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2023Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345.

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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). Chen, Ying ; Tang, Zhenpeng ; 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). Hodula, Martin ; Bajzik, Josef ; Szabo, Milan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

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2023Do online searches actually measure future retail investor trades?. (2023). Piccoli, Pedro ; de Castro, Jessica. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000686.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442.

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2023Diversification measures: Mutual fund family case. (2023). Kaprielyan, Margarita ; Agapova, Anna. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004489.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. 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 ; Xia, Chunling ; Qin, Huai. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005094.

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2023Attention and retail investor herding in cryptocurrency markets. (2023). Dimpfl, Thomas ; Koch, Sophia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200650x.

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2023A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets. (2023). Bernile, Gennaro ; Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005530.

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2023Retail investor attention and equity mispricing: The mediating role of earnings management. (2023). Li, Yongyi ; Hou, Zhiping ; Liu, Xiaowen. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007978.

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2023The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Halouskova, Martina ; Lyocsa, Tefan ; Haugom, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810.

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2023Retail investor attention and stock market behavior in Russia-Ukraine conflict based on Chinese practices: Evidence from transfer entropy causal network. (2023). Xue, Qiuyang ; Jin, Xiu. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008292.

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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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2023Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310.

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2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000294.

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2023Do online media and investor attention affect corporate environmental information disclosure?Evidence from Chinese listed companies. (2023). Fang, Xiumei ; Chen, Hongtao ; Ji, Xiaojia ; Xiang, Erwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:1022-1040.

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

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2023Spatiotemporal evolution of pseudo human settlements: case study of 36 cities in the three provinces of Northeast China from 2011 to 2018. (2023). Guo, Jianke ; Wang, Hui ; Yang, Jun ; Li, Xueming ; Tian, Shenzhen. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:2:d:10.1007_s10668-022-02120-0.

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2023COSTLY INFORMATION AND SOVEREIGN RISK. (2023). Stangebye, Zachary R ; Gu, Grace Weishi. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1397-1429.

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2023Using Google Trends to track the global interest in International Financial Reporting Standards: Evidence from big data. (2023). Zhang, Yuqian. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:2:p:87-100.

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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]		article32
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: 32		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]		paper14
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: 14		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]		paper195
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: 195		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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