5
H index
2
i10 index
51
Citations
ESCP Europe | 5 H index 2 i10 index 51 Citations RESEARCH PRODUCTION: 8 Articles 2 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paul Karehnke. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Review of Finance | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper |
| 2024 | The 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 |
| 2025 | Stock 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. Full description at Econpapers || Download paper |
| 2024 | Bank 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Decomposing 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. Full description at Econpapers || Download paper |
| 2024 | Is 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. Full description at Econpapers || Download paper |
| 2024 | Managing 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. Full description at Econpapers || Download paper |
| 2024 | Industry 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. Full description at Econpapers || Download paper |
| 2025 | Beyond 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. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Crowding and Tail Risk in Momentum Returns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 1 |
| 2014 | Portfolio choice and asset pricing with endogenous beliefs and skewness preference In: Economics Thesis from University Paris Dauphine. [Citation analysis] | book | 0 |
| 2014 | Portfolio 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 | |
| 2018 | Stereotypes, underconfidence and decision-making with an application to gender and math In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 4 |
| 2021 | Time-varying state variable risk premia in the ICAPM In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2013 | On Portfolio Choice with Savoring and Disappointment In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2014 | On Portfolio Choice with Savoring and Disappointment.(2014) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds In: Management Science. [Full Text][Citation analysis] | article | 6 |
| 2024 | Systematic Skewness and Stock Returns In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 |
| 2017 | A Simple Skewed Distribution with Asset Pricing Applications In: Review of Finance. [Full Text][Citation analysis] | article | 14 |
| 2017 | Addendum: A Simple Skewed Distribution with Asset Pricing Applications In: Review of Finance. [Full Text][Citation analysis] | article | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team