5
H index
4
i10 index
107
Citations
Stefano Mazzotta : Citation Profile
Kennesaw State University | RESEARCH PRODUCTION: 8 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
20 years (2004 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stefano Mazzotta. | Is cited by:
| Cites to:
|
Main data
Where Stefano Mazzotta has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Behavioral and Experimental Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / European Central Bank | 2 |
Recent works citing Stefano Mazzotta (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588. Full description at Econpapers || Download paper |
| 2025 | An experimental analysis of contagion in financial markets. (2025). Vorsatz, Marc ; Peeters, Ronald ; Veiga, Helena. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002252. Full description at Econpapers || Download paper |
| 2025 | Does continuous good news still mean good news for market volatility?. (2025). Wang, Hongju ; Ding, Shaobin ; Sun, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016696. Full description at Econpapers || Download paper |
| 2024 | Stock price crash risk and firms’ operating leverage. (2024). Chang, Xin ; Kwok, Wing Chun ; Wong, George. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000044. Full description at Econpapers || Download paper |
| 2024 | Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301. Full description at Econpapers || Download paper |
| 2024 | RMB internationalization and exchange rate exposure of Chinese listed firms. (2024). He, Qing ; Liu, Junyi ; Liang, Bailin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000858. Full description at Econpapers || Download paper |
| 2024 | International evidence of the forecasting ability of option‐implied distributions. (2024). Vich, Magdalena M ; Vaellosebastia, Antoni ; Serrano, Pedro. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1447-1464. Full description at Econpapers || Download paper |
Works by Stefano Mazzotta:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | The unconditional and conditional exchange rate exposure of U.S. firms In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | The Informational Content of Over-the-Counter Currency Options In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2004 | The informational content of over-the-counter currency options.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2005 | Foreign exchange option and returns based correlation forecasts: evaluation and two applications In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2022 | Immigration narrative sentiment from TV news and the stock market In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 0 |
| 2024 | Immigration Narrative and Home Prices In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Leverage and asymmetric volatility: The firm-level evidence In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 12 |
| 2008 | How important is asymmetric covariance for the risk premium of international assets? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2013 | Unconditional and conditional exchange rate exposure In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 26 |
| 2021 | Homeownership for All: An American Narrative In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2005 | The Accuracy of Density Forecasts from Foreign Exchange Options In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 43 |
| 2011 | An Experimental Investigation of Asset Pricing in Segmented Markets In: Southern Economic Journal. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team