MARIANO GONZALEZ SANCHEZ : Citation Profile


Universidad Nacional de Educatión a Distancia

4

H index

2

i10 index

53

Citations

RESEARCH PRODUCTION:

30

Articles

7

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 2
   Journals where MARIANO GONZALEZ SANCHEZ has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 2 (3.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma420
   Updated: 2025-12-20    RAS profile: 2024-03-08    
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Relations with other researchers


Works with:

Segovia San Juan, Ana Isabel (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with MARIANO GONZALEZ SANCHEZ.

Is cited by:

Christiansen, Charlotte (4)

Violante, Francesco (3)

Moessner, Richhild (3)

Kohlscheen, Emanuel (3)

Kohlscheen, Emanuel (3)

Takats, Elod (3)

Novales, Alfonso (2)

Kinnunen, Jyri (2)

Wang, Weining (2)

Kohlscheen, Emanuel (2)

Milaković, Mishael (2)

Cites to:

French, Kenneth (14)

Fama, Eugene (13)

Campbell, John (11)

Harvey, Campbell (9)

Diebold, Francis (7)

Cochrane, John (7)

Engle, Robert (7)

bloom, nicholas (7)

Bekaert, Geert (6)

Valkanov, Rossen (6)

hajivassiliou, vassilis (6)

Main data


Where MARIANO GONZALEZ SANCHEZ has published?


Journals with more than one article published# docs
Mathematics3
Finance Research Letters3
Applied Econometrics and International Development2
Research in International Business and Finance2
International Journal of Accounting & Information Management2
Sustainability2

Recent works citing MARIANO GONZALEZ SANCHEZ (2025 and 2024)


YearTitle of citing document
2025Option Pricing with Time-Varying Volatility Risk Aversion. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2204.06943.

Full description at Econpapers || Download paper

2024Effects of carbon pricing and other climate policies on CO2 emissions. (2024). Takats, Elod ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2402.03800.

Full description at Econpapers || Download paper

2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

Full description at Econpapers || Download paper

2024Medical service reform and government regulation in electric power enterprises from the perspective of health economics. (2024). Wang, Zehao ; Rong, Xueyun ; Guo, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003490.

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2025The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. (2025). Hadad, Elroi ; Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015617.

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2024Extrapolation beyond peers: An asset pricing perspective. (2024). Wu, Yiyong ; Tang, Guohao ; Lou, Guanyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001402.

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2025News sentiment indicators and the cross-section of stock returns in the European stock market. (2025). Gambarelli, Luca ; Muzzioli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003703.

Full description at Econpapers || Download paper

2024Enhancing stock volatility prediction with the AO-GARCH-MIDAS model. (2024). Liang, Yifan ; Wan, Cheongkin ; Tunde, Matemilola Bolaji ; Choo, Weichong ; Liu, Ting. In: PLOS ONE. RePEc:plo:pone00:0305420.

Full description at Econpapers || Download paper

Works by MARIANO GONZALEZ SANCHEZ:


YearTitleTypeCited
2019The Effects of IFRS Adoption on the Unconditional Conservatism of Spanish Listed Companies In: Australian Accounting Review.
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article1
2007Análisis de la eficiencia en la gestión de las fundaciones: una propuesta metodológica In: CIRIEC-España, revista de economía pública, social y cooperativa.
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article0
2004Análisis del nuevo acuerdo de capitales de Basilea (BIS-II): PYME-risk, country-risk y operational-risk In: I Simposio Docentes de Finanzas.
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paper1
2008La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera In: Proyecciones Financieras y Valoración.
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paper0
2012The Cross Section of Expected Returns with MIDAS Betas In: Journal of Financial and Quantitative Analysis.
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article22
2005A Study of Country-Risk for Non-Developed Countries in 1980-2000. In: Applied Econometrics and International Development.
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article0
2006WHY DO SPANISH SAVINGS BANKS INVEST IN THE STOCK CAPITAL OF PUBLICLY TRADED COMPANIES? In: Applied Econometrics and International Development.
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article0
2004¿A quien benefician los creditos FAD?. Los efectos de la ayuda ligada sobre la economia española In: Estudios Economicos de Desarrollo Internacional.
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article0
2004¿A quién benefician los créditos FAD? Los efectos de la ayuda ligada sobre la economía española.(2004) In: Working Papers del Instituto Complutense de Estudios Internacionales.
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This paper has nother version. Agregated cites: 0
paper
2005THE METHOD OF SIMULATED MAXIMUM LIKELIHOOD FOR THE ESTIMATON OF DYNAMIC ORDERED PROBIT: AN APPLICATION TO COUNTRY-RISK FOR NON-DEVELOPED COUNTRIES In: International Journal of Applied Econometrics and Quantitative Studies.
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article0
2016Asymmetric causality in-mean and in-variance among equity markets indexes In: The North American Journal of Economics and Finance.
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article0
2018Macroeconomic determinants of stock market betas In: Journal of Empirical Finance.
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article12
2023Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement In: International Review of Financial Analysis.
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article1
2018Causality in the EMU sovereign bond markets In: Finance Research Letters.
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article1
2021Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets In: Finance Research Letters.
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article1
2022Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor In: Finance Research Letters.
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article0
2020Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity In: Research in International Business and Finance.
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article4
2022Factorial asset pricing models using statistical anomalies In: Research in International Business and Finance.
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article0
2021IFRS adoption and unconditional conservatism: an accrual-based analysis In: International Journal of Accounting & Information Management.
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2014Impact of IFRS: evidence from Spanish listed companies In: International Journal of Accounting & Information Management.
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article0
2020Comparative analysis of interest rate term structures in the Solvency II environment In: Journal of Risk Finance.
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article0
2008Where the dirty surplus accounting flows are? In: Review of Accounting and Finance.
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article0
2020The influence of Google search index on stock markets: an analysis of causality in-mean and variance In: Review of Behavioral Finance.
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article0
2021Market and Liquidity Risks Using Transaction-by-Transaction Information In: Mathematics.
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article0
2021Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector In: Mathematics.
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article2
2021The Role of Assumptions in Ohlson Model Performance: Lessons for Improving Equity-Value Modeling In: Mathematics.
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article0
2020Greenhouse Gas Emissions Growth in Europe: A Comparative Analysis of Determinants In: Sustainability.
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article4
2021Board of Directors’ Remuneration, Employee Costs, and Layoffs: Evidence from Spain In: Sustainability.
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article0
2006Model Reduction Methods in Option Pricing In: Post-Print.
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paper0
2006MODEL REDUCTION METHODS IN OPTION PRICING.(2006) In: Working Papers. Serie AD.
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This paper has nother version. Agregated cites: 0
paper
2008A cash flow distribution model: empirical analysis of Spanish firms In: International Journal of Accounting, Auditing and Performance Evaluation.
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article0
2006ANÁLISIS EMPÍRICO DE LOS DESTINOS DE LOS CASH FLOWS EN EMPRESAS ESPAÑOLAS In: Working Papers. Serie EC.
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paper0
2022Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets In: Emerging Markets Finance and Trade.
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article0
2022Market and model risks: a feasible joint estimate methodology In: Risk Management.
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article0
2012Egalitarian aid. The impact of aid on Latin American inequality. In: MPRA Paper.
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paper0
2022Causes of country-specific effect related to the value relevance of cash flows and earnings: evidence from France, Germany, Italy and Spain In: Cogent Business & Management.
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article0
2018Corporate reputation and firms performance: Evidence from Spain In: Corporate Social Responsibility and Environmental Management.
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article4

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