Paul Karehnke : Citation Profile


ESCP Europe

5

H index

2

i10 index

51

Citations

RESEARCH PRODUCTION:

8

Articles

2

Papers

1

Books

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 4
   Journals where Paul Karehnke has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 3 (5.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1063
   Updated: 2025-12-27    RAS profile: 2024-10-09    
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Relations with other researchers


Works with:

Barroso, Pedro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paul Karehnke.

Is cited by:

Savva, Christos (6)

Delis, Manthos (4)

Mutschler, Willi (4)

Noussair, Charles (3)

Bottasso, Anna (3)

Hanaki, Nobuyuki (3)

Ñíguez Grau, Trino (2)

Carnero, M. Angeles (2)

Tsouknidis, Dimitris (2)

Garcia, René (1)

darolles, serge (1)

Cites to:

Campbell, John (11)

Brunnermeier, Markus (6)

Gollier, Christian (6)

Parker, Jonathan (5)

Ebert, Sebastian (5)

Jouini, Elyès (4)

Fama, Eugene (4)

Ait-Sahalia, Yacine (4)

Nagel, Stefan (4)

French, Kenneth (4)

Buser, Thomas (4)

Main data


Where Paul Karehnke has published?


Journals with more than one article published# docs
Review of Finance2

Recent works citing Paul Karehnke (2025 and 2024)


YearTitle of citing document
2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503.

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2024Bank credit, consumption risk, and the cross-section of expected returns. (2024). Ho, JI. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000358.

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2024The value of growth: Changes in profitability and future stock returns. (2024). Yao, Yaqiong ; Sotes-Paladino, Juan ; Wang, George Jiaguo ; Lim, Bryan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002273.

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2024Decomposing momentum: The forgotten component. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes ; Busing, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002061.

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2024Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Ardia, David ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x.

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2024Managing anticipation and reference-dependent choice. (2024). Kops, Christopher ; Armouti-Hansen, Jesper. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:112:y:2024:i:c:s0304406824000508.

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2024Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Rojo-Suarez, Javier ; Alonso-Conde, Ana B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1156-1169.

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2025Beyond the basics: a longitudinal study of financial literacy development in young women alumni of the invest in girls program. (2025). Scott, V ; Park, Chong Myung. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00620-9.

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Works by Paul Karehnke:


YearTitleTypeCited
2022Crowding and Tail Risk in Momentum Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article1
2014Portfolio choice and asset pricing with endogenous beliefs and skewness preference In: Economics Thesis from University Paris Dauphine.
[Citation analysis]
book0
2014Portfolio choice and asset pricing with endogenous beliefs and skewness preference.(2014) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2018Stereotypes, underconfidence and decision-making with an application to gender and math In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article4
2021Time-varying state variable risk premia in the ICAPM In: Journal of Financial Economics.
[Full Text][Citation analysis]
article9
2013On Portfolio Choice with Savoring and Disappointment In: Post-Print.
[Full Text][Citation analysis]
paper5
2014On Portfolio Choice with Savoring and Disappointment.(2014) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2020Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds In: Management Science.
[Full Text][Citation analysis]
article6
2024Systematic Skewness and Stock Returns In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
article0
2017A Simple Skewed Distribution with Asset Pricing Applications In: Review of Finance.
[Full Text][Citation analysis]
article14
2017Addendum: A Simple Skewed Distribution with Asset Pricing Applications In: Review of Finance.
[Full Text][Citation analysis]
article12

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team