Matthijs Lof : Citation Profile

Aalto-yliopisto

7

H index

7

i10 index

275

Citations

RESEARCH PRODUCTION:

14

Articles

18

Papers

RESEARCH ACTIVITY:

   14 years (2010 - 2024). See details.
   Cites by year: 19
   Journals where Matthijs Lof has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 9 (3.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo285
   Updated: 2025-12-20    RAS profile: 2025-08-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Dreber, Anna (8)

Schuerhoff, Norman (8)

Frömmel, Michael (8)

Smales, Lee (8)

FERROUHI, EL MEHDI (8)

Talavera, Oleksandr (8)

Stefanova, Denitsa (8)

Nielsson, Ulf (8)

Moinas, Sophie (8)

Brownlees, Christian (8)

Rinne, Kalle (8)

Tonks, Ian (8)

Korajczyk, Robert (8)

Pastor, Lubos (8)

Scaillet, Olivier (8)

Wolff, Christian (8)

Alexeev, Vitali (8)

Hurlin, Christophe (8)

Sojli, Elvira (8)

Sarno, Lucio (8)

Ferrara, Gerardo (8)

Deev, Oleg (8)

Harris, Jeffrey (8)

Johannesson, Magnus (8)

Schwarz, Marco (8)

Palan, Stefan (8)

Caporin, Massimiliano (8)

Frijns, Bart (8)

Renault, Thomas (8)

Liew, Chee (8)

Bos, Charles (8)

Taylor, Nick (8)

Foucault, Thierry (8)

Ødegaard, Bernt (8)

Dumitrescu, Ariadna (8)

Menkveld, Albert (8)

Gehrig, Thomas (8)

Hambuckers, Julien (7)

Bohorquez Correa, Santiago (7)

Schenk-Hoppé, Klaus (7)

Shui, Jessica (7)

Neszveda, Gabor (7)

Vilkov, Grigory (6)

Holzmeister, Felix (6)

Zhang, S. Sarah (6)

Shachar, Or (6)

Xia, Shuo (6)

Pasquariello, Paolo (6)

Roy, Saurabh (6)

LINTON, OLIVER (6)

Chernov, Mikhail (6)

Park, Andreas (6)

Ranaldo, Angelo (6)

Jurkatis, Simon (6)

Gerritsen, Dirk (6)

Reitz, Stefan (6)

Füllbrunn, Sascha (6)

Xiu, Dacheng (6)

Wilhelmsson, Anders (6)

Degryse, Hans (6)

Gil-Bazo, Javier (6)

CAPELLE-BLANCARD, Gunther (5)

Horenstein, Alex (5)

Walther, Thomas (5)

Hautsch, Nikolaus (5)

Eugster, Nicolas (5)

Deku, Solomon (5)

Jalkh, Naji (5)

Verousis, Thanos (5)

Dimpfl, Thomas (5)

Koetter, Michael (5)

Huang, Wenqian (5)

Davies, Ryan (5)

Colliard, Jean-Edouard (4)

Güçbilmez, Ufuk (4)

Aloosh, Arash (4)

van Kervel, Vincent (4)

Ait-Sahalia, Yacine (4)

Chow, Nikolai Sheung-Chi (3)

Voigt, Stefan (3)

Capera Romero, Laura (3)

He, Xuezhong (Tony) (3)

Mihet, Roxana (3)

Abudy, Menachem (3)

Regis, Luca (2)

Kearney, Fearghal (2)

Zhou, Chen (2)

Kassner, Bernhard (2)

Roy, Saurabh (2)

Gorbenko, Arseny (2)

Lopez-Lira, Alejandro (2)

Vogel, Sebastian (2)

Patton, Andrew (2)

Hjalmarsson, Erik (2)

Wong, Wing-Keung (2)

Hasse, Jean-Baptiste (2)

Patel, Vinay (2)

Bouri, Elie (2)

Bjønnes, Geir (2)

Lajaunie, Quentin (2)

Heath, Davidson (2)

Putnins, Talis (2)

Prokopczuk, Marcel (2)

Pelizzon, Loriana (2)

PASCUAL, ROBERTO (2)

Rakowski, David (2)

Söderlind, Paul (2)

Adrian, Tobias (2)

Theissen, Erik (2)

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

Is cited by:

Hecq, Alain (13)

Hommes, Cars (13)

Zheng, Huanhuan (10)

Napoletano, Mauro (9)

Treibich, Tania (9)

Fagiolo, Giorgio (9)

Dosi, Giovanni (9)

Roventini, Andrea (9)

Hardy, Nicolas (8)

Pincheira, Pablo (8)

Sosvilla-Rivero, Simon (7)

Cites to:

Campbell, John (32)

Shiller, Robert (29)

Easley, David (22)

Hommes, Cars (14)

French, Kenneth (13)

Shleifer, Andrei (11)

Rogoff, Kenneth (10)

Lanne, Markku (10)

Reitz, Stefan (9)

Stein, Jeremy (9)

Saikkonen, Pentti (9)

Main data

Where Matthijs Lof has published?

Journals with more than one article published# docs
World Development2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Post-Print / HAL2
Bank of Finland Research Discussion Papers / Bank of Finland2

Recent works citing Matthijs Lof (2025 and 2024)

YearTitle of citing document
2025Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678.

Full description at Econpapers || Download paper

2025Bubble Detection with Application to Green Bubbles: A Noncausal Approach. (2025). Hecq, Alain ; Giancaterini, Francesco ; Jasiak, Joann ; Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2505.14911.

Full description at Econpapers || Download paper

2025Effect Of Foreign Aid On Sectoral Growth In Ghana. (2025). Agyemang, Emmanuel Asumadu ; Marfo, Samuel Obeng. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:9:p:3345-3373.

Full description at Econpapers || Download paper

2024Public Debt and Economic Growth in Development Spectrum with Moderating Role of Governance Quality. (2024). Khan, Inam ; Yousaf, Samia ; Nawaz, Fahim. In: International Journal of Politics & Social Sciences Review (IJPSSR). RePEc:ebj:ijpssr:2024v3iiiia46.

Full description at Econpapers || Download paper

2025Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582.

Full description at Econpapers || Download paper

2025Storms and sustainability: Assessing the impact of natural disasters on debt sustainability in the Caribbean. (2025). Majid, Michelle ; Rahaman, Akeem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:579-591.

Full description at Econpapers || Download paper

2024Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037.

Full description at Econpapers || Download paper

2025Inference in mixed causal and noncausal models with generalized Student’s t-distributions. (2025). Hecq, Alain ; Giancaterini, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:1-12.

Full description at Econpapers || Download paper

2024The interaction between corruption, bank cost efficiency and economic development in Italy. (2024). Barra, Cristian ; Ruggiero, Nazzareno ; Papaccio, Anna. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000499.

Full description at Econpapers || Download paper

2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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

2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

Full description at Econpapers || Download paper

2025Carbon emissions and litigation risk. (2025). Yang, Sharon S ; Feng, Zhi-Yuan ; Tsai, Wei-Che ; Huang, Chia-I, . In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006671.

Full description at Econpapers || Download paper

2024Margin trading, short selling, and information asymmetry. (2024). Zhang, Yeqing ; Xu, Minggang. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000442.

Full description at Econpapers || Download paper

2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

Full description at Econpapers || Download paper

2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

Full description at Econpapers || Download paper

2024A short term credibility index for central banks under inflation targeting: An application to Brazil. (2024). Issler, João ; Hecq, Alain ; Voisin, Elisa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000445.

Full description at Econpapers || Download paper

2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

Full description at Econpapers || Download paper

2024The threshold effects of public debt on economic growth in MENA countries: Do energy endowments matter?. (2024). Alsamara, Mouyad ; Mrabet, Zouhair ; Mimouni, Karim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:458-470.

Full description at Econpapers || Download paper

2025Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

Full description at Econpapers || Download paper

2025Media coverage and managerial investment learning from stock markets: International evidence. (2025). Li, Donghui ; Gao, Xin ; Xu, Weidong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001187.

Full description at Econpapers || Download paper

2025Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies. (2025). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:13-:d:1619092.

Full description at Econpapers || Download paper

2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

Full description at Econpapers || Download paper

2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

Full description at Econpapers || Download paper

2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

Full description at Econpapers || Download paper

2024The causal relationship between public debt and economic growth in G7 countries: new evidence from time and frequency domain approaches. (2024). Serin, Seref Can ; Bozatli, Oguzhan ; Demir, Murat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09716-8.

Full description at Econpapers || Download paper

2024Public Debt and Growth: New Insights. (2024). Mutascu, Mihai ; Ozmen, Brahim. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01441-3.

Full description at Econpapers || Download paper

2024Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w.

Full description at Econpapers || Download paper

2024Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102.

Full description at Econpapers || Download paper

2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209.

Full description at Econpapers || Download paper

2024A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

Full description at Econpapers || Download paper

Works by Matthijs Lof:

YearTitleTypeCited
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2014GMM Estimation with Non-causal Instruments under Rational Expectations In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2011GMM estimation with noncausal instruments under rational expectations.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Asymmetric information and the distribution of trading volume In: Research Discussion Papers.
[Full Text][Citation analysis]		paper1
2018Asymmetric information and the distribution of trading volume In: Research Discussion Papers.
[Full Text][Citation analysis]		paper1
2013Noncausality and asset pricing In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article22
2011Noncausality and Asset Pricing.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2023Asymmetric information and the distribution of trading volume In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article3
2018Asymmetric information and the distribution of trading volume.(2018) In: Bank of Finland Research Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2018Asymmetric information and the distribution of trading volume.(2018) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2012Heterogeneity in stock prices: A STAR model with multivariate transition function In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article43
2014Does sovereign debt weaken economic growth? A panel VAR analysis In: Economics Letters.
[Full Text][Citation analysis]		article91
2013Does sovereign debt weaken economic growth? A Panel VAR analysis..(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		paper
2017Noncausality and the commodity currency hypothesis In: Energy Economics.
[Full Text][Citation analysis]		article32
2022Mind the Basel gap In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2024Discount rates and cash flows: A local projection approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2015Aid and Income: Another Time-series Perspective In: World Development.
[Full Text][Citation analysis]		article27
2013Aid and Income: Another Time-Series Perspective.(2013) In: WIDER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2015Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014) In: World Development.
[Full Text][Citation analysis]		article3
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2015Rational Speculators, Contrarians, and Excess Volatility In: Management Science.
[Full Text][Citation analysis]		article31
2012Rational Speculators, Contrarians and Excess Volatility.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2024Identifying accounting conservatism in the presence of skewness In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2010Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Essays on Expectations and the Econometrics of Asset Pricing In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Expected market returns: SVIX, realized volatility, and the role of dividends In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team