Julien Penasse : Citation Profile

Are you Julien Penasse?

Université du Luxembourg

4

H index

2

i10 index

62

Citations

RESEARCH PRODUCTION:

6

Articles

15

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 3
   Journals where Julien Penasse has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 6 (8.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe329
   Updated: 2024-11-04    RAS profile: 2024-08-15    
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Relations with other researchers

Works with:

Renneboog, Luc (5)

Laeven, Luc (2)

Baron, Matthew (2)

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

Is cited by:

Renneboog, Luc (14)

Noussair, Charles (4)

Bacchetta, Philippe (4)

Spaenjers, Christophe (4)

Chernov, Mikhail (3)

Goetzmann, William (3)

DeFusco, Anthony (2)

Creal, Drew (2)

Isoré, Marlène (2)

Pownall, Rachel (2)

OOSTERLINCK, Kim (2)

Cites to:

Graddy, Kathryn (17)

Spaenjers, Christophe (16)

Xiong, Wei (15)

Campbell, John (15)

Shleifer, Andrei (14)

Renneboog, Luc (14)

Taylor, Alan (12)

Shiller, Robert (10)

Mei, Jianping (10)

Scheinkman, Jose (10)

Mayer, Christopher (8)

Main data

Where Julien Penasse has published?

Journals with more than one article published# docs
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto3

Recent works citing Julien Penasse (2024 and 2023)

YearTitle of citing document
2023Diagnostics for asset pricing models. (2023). Zhou, Guofu ; He, AI. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:617-642.

Full description at Econpapers || Download paper

2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

Full description at Econpapers || Download paper

2023FDI commitments increase when uncertainty is resolved: Evidence from Asia. (2023). Naknoi, Kanda ; Hornstein, Abigail S. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000490.

Full description at Econpapers || Download paper

2023Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342.

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2023China mainland art investment: Return and portfolio. (2023). Qi, Tiancheng ; Ma, Yongfan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009558.

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2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

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2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

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2023Empirical evidence of anchoring and loss aversion from art auctions. (2023). Moses, Mike ; Mei, Jianping ; Loewenstein, Lara ; Graddy, Kathryn. In: Journal of Cultural Economics. RePEc:kap:jculte:v:47:y:2023:i:2:d:10.1007_s10824-022-09459-2.

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2023Residual variance and asset pricing in the art market. (2023). Zhou, YI ; Moses, Michael ; Mei, Jianping. In: Journal of Cultural Economics. RePEc:kap:jculte:v:47:y:2023:i:3:d:10.1007_s10824-022-09449-4.

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2023Upside and downside correlated jump risk premia of currency options and expected returns. (2023). Lin, Shih-Kuei ; Chen, Ting-Fu ; Chang, Hsing-Hua. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00493-3.

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2023The influence of economic policy uncertainty shocks on art market. (2023). Tiwari, Aviral ; Gil-Alana, Luis ; Abakah, Emmanuel ; Arthur, Emmanuel Kwesi. In: Applied Economics. RePEc:taf:applec:v:55:y:2023:i:29:p:3404-3421.

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2023Neural networks for estimating Macro Asset Pricing model in football clubs. (2023). Salas, Belen M ; Esteban, Ignacio ; Alaminos, David. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:2:p:57-75.

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Works by Julien Penasse:

YearTitleTypeCited
2016The Time-Varying Risk of Macroeconomic Disasters In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper4
2020Measuring Macroeconomic Tail Risk In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper1
2024Measuring Macroeconomic Tail Risk.(2024) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2024Measuring macroeconomic tail risk.(2024) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2021Investing in Crises In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Investing in crises.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Sentiment and art prices In: Economics Letters.
[Full Text][Citation analysis]		article22
2014Sentiment and art prices.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2022The missing risk premium in exchange rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article17
2022Understanding Alpha Decay In: Management Science.
[Full Text][Citation analysis]		article0
2022Speculative Trading and Bubbles: Evidence from the Art Market In: Management Science.
[Full Text][Citation analysis]		article3
2020When a Master Dies: Speculation and Asset Float In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2021When a Master Dies: Speculation and Asset Float.(2021) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2020When a Master Dies : Speculation and Asset Float.(2020) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020When a Master Dies : Speculation and Asset Float.(2020) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2008Cash Flow-Wise ABCDS pricing In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Bubbles and Trading Frenzies : Evidence from the Art Market In: Discussion Paper.
[Full Text][Citation analysis]		paper7
2014Bubbles and Trading Frenzies : Evidence from the Art Market.(2014) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2014Bubbles and Trading Frenzies : Evidence from the Art Market.(2014) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2014Bubbles and Trading Frenzies : Evidence from the Art Market.(2014) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2014Asset prices and priceless assets In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team