Javier Perote : Citation Profile

Universidad de Salamanca

11

H index

12

i10 index

473

Citations

RESEARCH PRODUCTION:

64

Articles

25

Papers

3

Chapters

RESEARCH ACTIVITY:

   24 years (2000 - 2024). See details.
   Cites by year: 19
   Journals where Javier Perote has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 51 (9.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe277
   Updated: 2025-04-19    RAS profile: 2024-07-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Mora-Valencia, Andrés (14)

Cortés, Lina (10)

Trespalacios, Alfredo (3)

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

Is cited by:

Corbet, Shaen (21)

HU, YANG (17)

Gächter, Simon (17)

Neugebauer, Tibor (13)

Fatas, Enrique (7)

Ñíguez Grau, Trino (7)

Fischbacher, Urs (7)

Zizzo, Daniel (6)

Larkin, Charles (6)

Sonntag, Axel (5)

DEL BRIO, ESTHER (5)

Cites to:

Mora-Valencia, Andrés (62)

Ñíguez Grau, Trino (44)

Engle, Robert (40)

DEL BRIO, ESTHER (40)

Cortés, Lina (37)

Mauleón, Ignacio (33)

Bollerslev, Tim (30)

Gallant, A. (30)

Jondeau, Eric (23)

Rockinger, Michael (23)

Sentana, Enrique (23)

Main data

Production by document typechapterpaperarticle20002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 11Most cited documents12345678910111213050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Javier Perote has published?

Journals with more than one article published# docs
Finance Research Letters4
Emerging Markets Review3
Physica A: Statistical Mechanics and its Applications3
Energies3
The North American Journal of Economics and Finance2
Quantitative Finance2
International Journal of Forecasting2
Sustainability2
Economics Letters2
International Review of Economics & Finance2
International Review of Financial Analysis2
The European Journal of Finance2
PLOS ONE2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo CIEF / Universidad EAFIT9
Economic Working Papers at Centro de Estudios Andaluces / Centro de Estudios Andaluces3
Experimental / University Library of Munich, Germany3
Working Papers / Lancaster University Management School, Economics Department2
Working Papers / Banco de Espa�a2

Recent works citing Javier Perote (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Beliefs in Repeated Games: An Experiment. (2024). Aoyagi, Masaki ; Frchette, Guillaume R ; Yuksel, Sevgi. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:12:p:3944-75.

Full description at Econpapers || Download paper

2025The Impact of New Technologies and Political-Economic Systems on Public and Private Debt in the Context of Industrial Revolution 4.0. (2025). Vaduva, Florin ; Duca, Ioana ; Grecu, Robert-Adrian ; Postole, Mirela Anca ; Gherghina, Rodica ; Campeanu, Emilia Mioara. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:68:p:35.

Full description at Econpapers || Download paper

2024Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736.

Full description at Econpapers || Download paper

2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

Full description at Econpapers || Download paper

2024Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594.

Full description at Econpapers || Download paper

2024A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549.

Full description at Econpapers || Download paper

2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Park, Hail ; Zhao, Mingguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

Full description at Econpapers || Download paper

2024Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333.

Full description at Econpapers || Download paper

2024Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174.

Full description at Econpapers || Download paper

2024Risk quantification and validation for green energy markets: New insight from a credibility theory approach. (2024). Hakim, Arief ; Syuhada, Khreshna. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001703.

Full description at Econpapers || Download paper

2024No reward—no effort: Will Bitcoin collapse near to the year 2140?. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003246.

Full description at Econpapers || Download paper

2024Are Bitcoin option traders speculative or informed?. (2024). Wei, Wang Chun ; Zhu, Min ; Koutmos, Dimitrios. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007694.

Full description at Econpapers || Download paper

2024Price discovery of climate risk and green bonds: A dynamic information leadership share approach. (2024). Goodell, John W ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011279.

Full description at Econpapers || Download paper

2024Some stylized facts about bitcoin halving. (2024). Lashkaripour, Mohammadhossein. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012273.

Full description at Econpapers || Download paper

2024Economic policy uncertainty and narrative R&D disclosures. (2024). Kim, Sehee ; Jung, Keumah. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013199.

Full description at Econpapers || Download paper

2024Monetary policy uncertainty and financial risk: The mediating role of corporate investment. (2024). Yang, Wenshuai ; Tang, Ping. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013321.

Full description at Econpapers || Download paper

2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

Full description at Econpapers || Download paper

2024Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505.

Full description at Econpapers || Download paper

2024The usage of apologies and group cooperation. (2024). Zhuo, Shi ; Yeo, Jonathan. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:104:y:2024:i:c:s0167487024000631.

Full description at Econpapers || Download paper

2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

Full description at Econpapers || Download paper

2024Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Zhang, Cheng ; Jiang, Lijun ; Hong, Hui ; Yue, Zhonggang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465.

Full description at Econpapers || Download paper

2024Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453.

Full description at Econpapers || Download paper

2024Heterogeneous productivity stabilizes public good contributions under certainty, uncertainty and ambiguity. (2024). Hassan, Gazi M ; Tucker, Steven ; Dorner, Zack. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:110:y:2024:i:c:s2214804324000466.

Full description at Econpapers || Download paper

2024Do ICT firms manage R&D differently? Firm-level and macroeconomic effects on corporate R&D investment: Empirical evidence from a multi-countries context. (2024). Mazas-Perez, Cristina ; Alexeeva-Alexeev, Inna. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006558.

Full description at Econpapers || Download paper

2024Debt Sustainability in the Context of Population Ageing: A Risk Management Approach. (2024). Consiglio, Andrea ; Ajovalasit, Samantha ; Provenzano, Davide. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:12:p:188-:d:1530010.

Full description at Econpapers || Download paper

2025Using Decision Trees to Predict Insolvency in Spanish SMEs: Is Early Warning Possible?. (2025). Cruz, Carlos A ; Novoa-Hernndez, Pavel ; Lara-Rubio, Juan ; Navarro-Galera, Andrs. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10586-5.

Full description at Econpapers || Download paper

2024Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH. (2024). Sharif, Arshian ; Abosedra, Salah ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09696-9.

Full description at Econpapers || Download paper

2024Mixtures of log-normal distributions in the mid-scale range of firm-size variables. (2024). Ishikawa, Atushi ; Fujimoto, Shouji ; Mizuno, Takayuki ; Ramos, Arturo ; Massing, Till. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:21:y:2024:i:2:d:10.1007_s40844-024-00283-1.

Full description at Econpapers || Download paper

2025The effects of skewness and kurtosis on production and hedging decisions: a Gram-Charlier expansion approach. (2025). Jiang, Xuejun ; Cheng, Lingju ; Dai, Xinjie. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00680-w.

Full description at Econpapers || Download paper

2024Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:4:p:47-67.

Full description at Econpapers || Download paper

2024The Bitcoin price and Bitcoin price uncertainty: Evidence of Bitcoin price volatility. (2024). Lin, Boqiang ; Yildirim, Hakan ; Kose, Nezir ; Unal, Emre. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:673-695.

Full description at Econpapers || Download paper

Works by Javier Perote:

Year  ↓Title  ↓Type  ↓Cited  ↓
2015Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Multivariate moments expansion density: application of the dynamic equicorrelation model In: Working Papers.
[Full Text][Citation analysis]		paper11
2016Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2003Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article16
2012Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
2006WITHIN‐TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME In: Pacific Economic Review.
[Full Text][Citation analysis]		article16
2005Within-Team Competition in the Minimum Effort Coordination Game.(2005) In: Experimental.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2023Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy In: The World Economy.
[Full Text][Citation analysis]		article0
2003The Impossibility of Strategy-Proof Clustering. In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]		paper1
2003The impossibility of strategy-proof clustering.(2003) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2003A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]		paper0
2003Strategy-Proof Estimators for Simple Regression In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]		paper4
2004Strategy-proof estimators for simple regression.(2004) In: Mathematical Social Sciences.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2010Strategy-Proof Estimators for Simple Regression.(2010) In: EcoMod2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2004Forecasting the density of asset returns In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper1
2004Forecasting the density of asset returns.(2004) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022Moral hazard index for credit risk to SMEs In: International Economics.
[Full Text][Citation analysis]		article0
2022Moral hazard index for credit risk to SMEs.(2022) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2016The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper2
2016The productivity of top researchers: a semi-nonparametric approach.(2016) In: Scientometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2017Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper6
2017Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper0
2019Firm size and concentration inequality: A flexible extension of Gibrat’s law In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper0
2019Uncertainty in Electricity Markets from a seminonparametric Approach In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper4
2020Uncertainty in electricity markets from a semi-nonparametric approach.(2020) In: Energy Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2019Modeling the electricity spot price with switching regime semi-nonparametric distributions In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper0
2020Firm size and economic concentration: An analysis from lognormal expansion In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper1
2021Firm size and economic concentration: An analysis from a lognormal expansion.(2021) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2020Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper1
2021Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts.(2021) In: Energies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2021Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper0
2008FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article0
2022Financial contagion drivers during recent global crises In: Economic Modelling.
[Full Text][Citation analysis]		article9
2017Moments expansion densities for quantifying financial risk In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2012On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article1
2022The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach In: Economics Letters.
[Full Text][Citation analysis]		article3
2014VaR performance during the subprime and sovereign debt crises: An application to emerging markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article9
2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article26
2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model In: Emerging Markets Review.
[Full Text][Citation analysis]		article1
2019The drivers of Bitcoin demand: A short and long-run analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article38
2020Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article12
2018Moral hazard and default risk of SMEs with collateralized loans In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2022Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2023How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2024Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2012Gram–Charlier densities: Maximum likelihood versus the method of moments In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
2011Multivariate semi-nonparametric distributions with dynamic conditional correlations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
2011Multivariate semi-nonparametric distributions with dynamic conditional correlations.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2024Basel III countercyclical bank capital buffer estimation and its relation to monetary policy In: Journal of Economics and Business.
[Full Text][Citation analysis]		article0
2009Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments In: Journal of Economic Psychology.
[Full Text][Citation analysis]		article133
2005Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2005) In: Experimental.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 133		paper
2007Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2007) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 133		paper
2014Semi-nonparametric VaR forecasts for hedge funds during the recent crisis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2020Market-crash forecasting based on the dynamics of the alpha-stable distribution In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2002An investigation of insider trading profits in the Spanish stock market In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article29
2021Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article4
2024Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2022Semi-nonparametric risk assessment with cryptocurrencies In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
In: .
[Full Text][Citation analysis]		article0
2012Strategic behavior in regressions: an experimental In: Working Papers.
[Full Text][Citation analysis]		paper1
2020A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets In: Energies.
[Full Text][Citation analysis]		article8
2024Real Options Volatility Surface for Valuing Renewable Energy Projects In: Energies.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article1
2018Efficiency and Sustainability in Teamwork: The Role of Entry Costs In: Sustainability.
[Full Text][Citation analysis]		article1
2020Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic In: Sustainability.
[Full Text][Citation analysis]		article15
2007What Enhances Insider Trading Profitability? In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article3
2008Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback In: Experimental Economics.
[Full Text][Citation analysis]		article20
2006Positive Definiteness of Multivariate Densities Based on Hermite Polynomials In: International Advances in Economic Research.
[Full Text][Citation analysis]		article0
2015Strategic behavior in regressions: an experimental study In: Theory and Decision.
[Full Text][Citation analysis]		article2
2013Higher-order moments in the theory of diversification and portfolio composition In: Working Papers.
[Full Text][Citation analysis]		paper1
2011On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper1
2017The Return Performance of Cubic Market Model: An Application to Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2022Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies In: Risk Management.
[Full Text][Citation analysis]		article0
2017The Lazarillo’s game: Sharing resources with asymmetric conditions In: PLOS ONE.
[Full Text][Citation analysis]		article3
2008Multivariate Gram-Charlier Densities In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory.
[Full Text][Citation analysis]		article0
2018Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect In: CSR, Sustainability, Ethics & Governance.
[Citation analysis]		chapter0
2016Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management In: Economia Politica: Journal of Analytical and Institutional Economics.
[Full Text][Citation analysis]		article3
2016Classroom Experiments: A Useful Tool for Learning about Economic and Entrepreneurial Decisions In: Innovation, Technology, and Knowledge Management.
[Citation analysis]		chapter0
2004The multivariate Edgeworth-Sargan density In: Spanish Economic Review.
[Full Text][Citation analysis]		article4
2021Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions In: Springer Books.
[Citation analysis]		chapter0
2020The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2019Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t In: The European Journal of Finance.
[Full Text][Citation analysis]		article7
2019Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance.
[Full Text][Citation analysis]		article6
2009Gram-Charlier densities: a multivariate approach In: Quantitative Finance.
[Full Text][Citation analysis]		article7
2022Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns In: The Engineering Economist.
[Full Text][Citation analysis]		article0
2021Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2024Predicting carbon and oil price returns using hybrid models based on machine and deep learning In: Intelligent Systems in Accounting, Finance and Management.
[Full Text][Citation analysis]		article0
2005THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS In: Experimental.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team