Guy Kaplanski : Citation Profile

Bar Ilan University

9

H index

9

i10 index

456

Citations

RESEARCH PRODUCTION:

25

Articles

2

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 20
   Journals where Guy Kaplanski has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 4 (0.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1093
   Updated: 2025-03-15    RAS profile: 2025-03-15    
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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 Guy Kaplanski.

Is cited by:

Donadelli, Michael (13)

GUPTA, RANGAN (9)

Papadamou, Stephanos (8)

Kollias, Christos (8)

Riedel, Max (7)

Jiang, Danling (7)

Demir, Ender (6)

Mugerman, Yevgeny (6)

Veld, Chris (6)

Shen, Dehua (6)

BOUNGOU, Whelsy (6)

Cites to:

Shleifer, Andrei (20)

French, Kenneth (20)

Hirshleifer, David (19)

Bollerslev, Tim (17)

Wurgler, Jeffrey (16)

Baker, Malcolm (15)

Schwert, G. (13)

Fama, Eugene (11)

Subrahmanyam, Avanidhar (11)

Bekaert, Geert (10)

Kramer, Lisa (10)

Main data

Production by document typearticlepaperchapter20022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents12345678910110100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Guy Kaplanski has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of Risk2
Journal of Financial and Quantitative Analysis2
The Quarterly Review of Economics and Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Guy Kaplanski (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup. (2024). Demir, Ender ; Ante, Lennart ; Saggu, Aman. In: Papers. RePEc:arx:papers:2403.15810.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2024Seasonality and consumer confidence. (2024). Zelity, Balazs. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:3:p:813-821.

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2024The price of the slow lane: Traffic congestion and stock block trading premium. (2024). Zhang, LE ; Qian, Xianhang ; Cao, Tingqiu. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:30-52.

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2024House price seasonality, market activity, and the December discount. (2024). Larsen, Erling Red. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:1:p:110-139.

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2024Local earthquakes and households’ risk-taking: Evidence from the China Household Finance Survey. (2024). Li, Yuxiang ; Ouyang, Yanmin ; Yuan, Hongmin. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823000684.

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2024Geopolitical risk and corporate cash Holdings in China: Precautionary motive and agency problem perspectives. (2024). Wu, Haoran ; Wang, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001674.

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2024The influence of regional sentiment on online borrowing. (2024). Bazley, William ; Jannati, Sima. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003557.

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2024Are more analysts better? The case of convertible bond announcement effects. (2024). Prokop, Jrg ; Kahlen, Franziska ; Walting, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006288.

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2024Investor sentiment and M&A withdrawal: International evidence. (2024). Herve, Fabrice ; Thraya, Mohamed Firas ; Zouaoui, Mohamed ; Rouine, Ibtissem. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006604.

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2024The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias. (2024). Kestner, Lars N ; Albers, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002162.

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2024Global equity, commodities and bond market response to Israel-Hamas war. (2024). Martins, Antonio Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009309.

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2024Market reaction to the expected loss model in banks. (2024). Torluccio, Giuseppe ; Cardillo, Giovanni ; Ginesti, Gianluca ; Onali, Enrico. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000449.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2024Asymmetric shocks of the COVID-19 pandemic on the Australian stock market: Evidence from multiple threshold nonlinear ARDL (MTNARDL) approach. (2024). Pradhan, Rudra P ; Gangopadhyay, Partha ; Das, Narasingha. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000568.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Market timing with moving average distance: International evidence. (2024). Mugerman, Yevgeny ; Kaplanski, Guy ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2024Government reporting credibility as immunity: Evidence from a public health event. (2024). Hu, Bill ; Zhang, Xiaori ; Jiang, Christine. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000124.

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2024Pricing media sentiment: Evidence from global mergers and acquisitions. (2024). Shams, Syed ; Bose, Sudipta ; Sheikhbahaei, Ali. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001987.

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2024Combating extreme weather through operations management: Evidence from a natural experiment in China. (2024). , Peter ; Zhu, Minghao ; Liang, Chen ; Cheng, T. C. E., . In: International Journal of Production Economics. RePEc:eee:proeco:v:267:y:2024:i:c:s0925527323003055.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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2024Downward pressure, investment style and performance persistence of institutional investors. (2024). Sha, Yezhou ; Wu, XI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004581.

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2024Firm-specific new media sentiment and price synchronicity. (2024). Shen, Dehua ; Zhang, Zuochao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000357.

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2024Sentiment as a shipping market predictor: Testing market-specific language models. (2024). Zheng, Wei ; Wang, Shuhan ; Sui, Cong. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:189:y:2024:i:c:s1366554524002424.

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2025The Impact of Geopolitical Risks on Equity Markets and Financial Stress: A Comparative Analysis of Emerging and Advanced Economies. (2025). Nasouri, Amirali. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xiii:y:2025:i:1:p:30-41.

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2024Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model. (2024). Pu, Mingzhe ; Wang, Xizhao ; Zhong, YU ; Sun, Shengxuan. In: Agriculture. RePEc:gam:jagris:v:15:y:2024:i:1:p:67-:d:1556205.

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2024Unveiling the Nexus Between Crises, Investor Sentiment, and Volatility of Tourism-Related Stocks: Empirical Findings From Pakistan. (2024). Ullah, Assad ; Biao, HE. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241256236.

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2024Alternative data in finance and business: emerging applications and theory analysis (review). (2024). Xu, Ying ; Liu, LU ; Sun, Yunchuan ; Abraham, Ajith ; Jiang, Jie ; Hu, Haifeng ; Shi, Yufeng ; Zeng, Xiaoping. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00652-0.

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Works by Guy Kaplanski:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article0
2010Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article69
2015Do Happy People Make Optimistic Investors? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article46
2015Portfolio selection in a two-regime world In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2012Real estate prices: An international study of seasonalitys sentiment effect In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article11
2023The race to exploit anomalies and the cost of slow trading In: Journal of Financial Markets.
[Full Text][Citation analysis]		article1
2024Market timing with moving average distance: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2007Basels value-at-risk capital requirement regulation: An efficiency analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2015Trading breaks and asymmetric information: The option markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2018Talking Numbers: Technical versus fundamental investment recommendations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2016Past returns and the perceived Sharpe ratio In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article7
2010Sentiment and stock prices: The case of aviation disasters In: Journal of Financial Economics.
[Full Text][Citation analysis]		article217
2004Traditional beta, downside risk beta and market risk premiums In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article5
2017Analysts and sentiment: A causality study In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article9
2014Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]		article8
In: .
[Full Text][Citation analysis]		article0
2019Investment performance and emotions: an international study In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2022Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective In: Management Science.
[Full Text][Citation analysis]		article3
2002VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2005Analytical Portfolio Value-at-Risk In: MPRA Paper.
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2015Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
2012The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE) In: Quantitative Finance.
[Full Text][Citation analysis]		article16
2021Moving average distance as a predictor of equity returns In: Review of Financial Economics.
[Full Text][Citation analysis]		article1
2012EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article4
2017Seasonality in Perceived Risk: A Sentiment Effect In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article12
2024Cross-Sectional Anomalies: Statistical Phenomena or Free-Lunch Opportunities In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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