James V Marrone : Citation Profile

University of Chicago

2

H index

2

i10 index

194

Citations

RESEARCH PRODUCTION:

4

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 19
   Journals where James V Marrone has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2162
   Updated: 2026-03-28    RAS profile: 2025-08-12    
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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 James V Marrone.

Is cited by:

Prokopczuk, Marcel (9)

Londono, Juan M. (9)

ORNELAS, JOSE (8)

Sibbertsen, Philipp (4)

Zhou, Hao (4)

Stentoft, Lars (4)

Violante, Francesco (4)

Mauad, Roberto (4)

Aloosh, Arash (3)

Lütkebohmert, Eva (3)

Conrad, Christian (3)

Cites to:

gourieroux, christian (7)

Scaillet, Olivier (5)

Gordy, Michael (3)

Tarashev, Nikola (1)

Jasiak, Joann (1)

Gagliardini, Patrick (1)

Altman, Edward (1)

Tsatsaronis, Kostas (1)

Tasche, Dirk (1)

merton, robert (1)

BORIO, Claudio (1)

Main data

Where James V Marrone has published?

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing James V Marrone (2025 and 2024)

YearTitle of citing document
2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2025Measuring name concentrations through deep learning. (2025). Lütkebohmert, Eva ; Sester, Julian ; Ltkebohmert, Eva. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006854.

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2024How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options. (2024). Wang, Gang-Jin ; Uddin, Gazi ; Gong, Jue ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003727.

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2025Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications. (2025). Lütkebohmert, Eva ; Shen, Hongyi ; Sester, Julian ; Ltkebohmert, Eva. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s104402832500081x.

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2024Variance risk premiums in emerging markets. (2024). Zhang, Xiaoyan ; Xu, Lai ; Zhou, Hao ; Qiao, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001730.

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2025Fear propagation and return dynamics. (2025). Wang, Kai ; Sun, Yulong ; Zhou, Zhiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000305.

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2025Quality of political information and return predictability: Evidence from investor sentiment and risk aversion. (2025). Wei, Xiaopeng ; Biakowski, Jdrzej. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:177:y:2025:i:c:s0378426625000895.

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2024Global mispricing matters. (2024). Yu, Jiasheng ; Liu, Hongkui ; Tang, Guohao ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001232.

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2025The predictive power of the oil variance risk premium. (2025). McMillan, David G ; Ziadat, Salem Adel. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000923.

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2024The impact of the tail risk of demand on corporate investment: Evidence from Chinese manufacturing firms. (2024). Ge, Yingfan ; Hu, Xueqi ; Li, Xing ; Xu, Xiangyun ; Meng, Jie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000933.

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2025Risk premia-return spillovers among commodity-U.S. equity markets. (2025). Finta, Marinela Adriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025003326.

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2024Trading activity, risk aversion, and risk neutral skewness: Evidence from SSE 50ETF option. (2024). Jiang, Zhengyun ; Zhou, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:378-399.

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2024Option implied dividends and the market risk premium. (2024). Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006671.

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2025Prediction and Allocation of Stocks, Bonds, and REITs in the US Market. (2025). Silva, Nuno ; Monteiro, Ana Sofia ; Sebastiao, Helder. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10589-2.

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2024Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x.

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2025Granularity Shock: A Small Perturbation Two-Factor Model. (2025). Osadchiy, Maksim. In: MPRA Paper. RePEc:pra:mprapa:124190.

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2025Granularity Shock: A Small Perturbation Two-Factor Model. (2025). Osadchiy, Maksim. In: MPRA Paper. RePEc:pra:mprapa:124745.

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2025Granularity Shock: A Small Perturbation Two-Factor Model. (2025). Osadchiy, Maksim. In: MPRA Paper. RePEc:pra:mprapa:125027.

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Works by James V Marrone:

YearTitleTypeCited
2014Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article176
2011Stock return predictability and variance risk premia: statistical inference and international evidence.(2011) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 176		paper
2012Granularity adjustment for mark-to-market credit risk models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2010Granularity adjustment for mark-to-market credit risk models.(2010) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2016Market Responses to Court Rulings: Evidence from Antiquities Auctions In: Journal of Law and Economics.
[Full Text][Citation analysis]		article2
2020Effect of early‐stage Alzheimers disease on household financial outcomes In: Health Economics.
[Full Text][Citation analysis]		article0

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