5
H index
2
i10 index
75
Citations
Julien Penasse : Citation Profile
Université du Luxembourg | RESEARCH PRODUCTION: 6 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2008 - 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 Julien Penasse. | Is cited by:
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Main data
Where Julien Penasse has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Carlo Alberto Notebooks / Collegio Carlo Alberto | 3 |
Recent works citing Julien Penasse (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Free market economy: Is the market or prices free? Theory and evidence from the United States. (2024). Karacan, Ridvan ; Yardimci, Mehmet Emin. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:83:y:2024:i:1:p:59-74. Full description at Econpapers || Download paper |
| 2024 | Does RMB exchange rate regime reform decrease corporate risk-taking? Evidence from China. (2024). Si, Deng-Kui ; Cui, Ling. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011401. Full description at Econpapers || Download paper |
| 2025 | Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination. (2025). Li, Yi-Hua ; Chen, Yu-Lun ; Mo, Wan-Shin ; Yang, Jimmy J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000125. Full description at Econpapers || Download paper |
| 2024 | Market value of rarity: A theory of fair value and evidence from rare baseball cards. (2024). Ghazi, Soroush ; Schneider, Mark. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:219:y:2024:i:c:p:318-339. Full description at Econpapers || Download paper |
| 2024 | Analysts’ accuracy following an increase in uncertainty: Evidence from the art market. (2024). Schrowang, Andrew ; Mendez, Brandon ; Barnes, Spencer. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124003755. Full description at Econpapers || Download paper |
| 2025 | Rethinking the delayed overshooting puzzle: An examination through present value framework. (2025). Yun, Jaeho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000361. Full description at Econpapers || Download paper |
| 2024 | Detecting 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. Full description at Econpapers || Download paper |
| 2025 | Information in derivatives markets: forecasting prices with prices. (2025). Martin, Ian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128212. Full description at Econpapers || Download paper |
| 2024 | Speculating in zero-value assets: The greater fool game experiment. (2024). Neugebauer, Tibor ; Kirchler, Michael ; Huber, Jrgen ; Holzknecht, Armando. In: Working Papers. RePEc:inn:wpaper:2024-09. Full description at Econpapers || Download paper |
| 2025 | The paradox of being unsold: hidden signaling value of bought-in in Korean art auction. (2025). Hong, Kihoon ; Ryu, Jiye ; Hwang, Seohyeon. In: Journal of Cultural Economics. RePEc:kap:jculte:v:49:y:2025:i:3:d:10.1007_s10824-025-09535-3. Full description at Econpapers || Download paper |
| 2025 | Measuring Currency Risk Premium: The Case of Turkey. (2025). HALICIOGLU, Ferda ; Demir, Ishak ; Uz, Idil. In: MPRA Paper. RePEc:pra:mprapa:123742. Full description at Econpapers || Download paper |
| 2025 | A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68. Full description at Econpapers || Download paper |
| 2024 | On returns and risks in art auction markets 1. (2024). Li, Yuexin ; Renneboog, Luc. In: Other publications TiSEM. RePEc:tiu:tiutis:0eb5be67-05f4-4eb0-8bbf-7d480a2d0156. Full description at Econpapers || Download paper |
| 2025 | Disaster Risk and Wealth Inequality. (2025). Müller, Gernot ; Mller, Gernot J ; Dietrich, Alexander M ; Weiss, Maximilian. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325455. Full description at Econpapers || Download paper |
Works by Julien Penasse:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | The Time-Varying Risk of Macroeconomic Disasters In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Measuring Macroeconomic Tail Risk In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Measuring Macroeconomic Tail Risk.(2024) In: Carlo Alberto Notebooks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2024 | Measuring macroeconomic tail risk.(2024) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2021 | Investing in Crises In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Investing in crises.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Sentiment and art prices In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
| 2014 | Sentiment and art prices.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2022 | The missing risk premium in exchange rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 23 |
| 2022 | Understanding Alpha Decay In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2022 | Speculative Trading and Bubbles: Evidence from the Art Market In: Management Science. [Full Text][Citation analysis] | article | 7 |
| 2020 | When a Master Dies: Speculation and Asset Float In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2021 | When 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: 9 | article | |
| 2020 | When a Master Dies : Speculation and Asset Float.(2020) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2020 | When a Master Dies : Speculation and Asset Float.(2020) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2008 | Cash Flow-Wise ABCDS pricing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Bubbles and Trading Frenzies : Evidence from the Art Market In: Discussion Paper. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Bubbles 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 | |
| 2014 | Bubbles 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 | |
| 2014 | Bubbles 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 | |
| 2014 | Asset prices and priceless assets In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
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