Alexandre Rubesam : Citation Profile

Are you Alexandre Rubesam?

Lille Économie et Management (LEM) (50% share)
Université Catholique de Lille (50% share)

4

H index

2

i10 index

60

Citations

RESEARCH PRODUCTION:

7

Articles

6

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 6
   Journals where Alexandre Rubesam has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru312
   Updated: 2024-12-03    RAS profile: 2023-06-09    
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Relations with other researchers

Works with:

Salmon, Mark (2)

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

Is cited by:

Calès, Ludovic (3)

Billio, Monica (3)

Kouretas, Georgios (2)

Pätäri, Eero (2)

Brooks, Robert (2)

GUEGAN, Dominique (2)

Alexeev, Vitali (2)

de Vries, Casper (1)

Yeung, Danny (1)

Corbet, Shaen (1)

Brighi, Paola (1)

Cites to:

Hirshleifer, David (7)

Lettau, Martin (7)

Hwang, Soosung (6)

Nagel, Stefan (6)

Shleifer, Andrei (6)

French, Kenneth (5)

Zhang, Lu (5)

Huck, Nicolas (5)

Ang, Andrew (5)

Fama, Eugene (5)

Campbell, John (4)

Main data

Where Alexandre Rubesam has published?

Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Working Papers / IESEG School of Management2

Recent works citing Alexandre Rubesam (2024 and 2023)

YearTitle of citing document
2023The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229.

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2023Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

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2024Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models. (2024). Altman, Edward ; Barboza, Flavio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000834.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2023Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306.

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2023Tail comovements of implied volatility indices and global index futures returns predictability. (2023). Nguyen, Cuong ; Lee, Yun-Huan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001634.

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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.

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2024Herding states and stock market returns. (2024). Lobo, Julio ; Fortuna, Natercia ; Costa, Filipe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002891.

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2023Which Factors for Corporate Bond Returns?. (2023). He, Zhiguo ; Prokopczuk, Marcel ; Hollstein, Fabian ; Dang, Thuy Duong. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:4:p:615-652..

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2023Machine learning techniques for cross-sectional equity returns’ prediction. (2023). Loy, Thomas ; Poddig, Thorsten ; Metko, Daniel ; Fieberg, Christian. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00693-w.

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Works by Alexandre Rubesam:

YearTitleTypeCited
2013Minimum Variance Portfolios in the Brazilian Equity Market In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article1
2022Covid-19 and herding in global equity markets In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article4
2022Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market In: Emerging Markets Review.
[Full Text][Citation analysis]		article3
2022Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2013A behavioral explanation of the value anomaly based on time-varying return reversals In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2021Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article17
2021Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2020Bayesian Selection of Asset Pricing Factors Using Individual Stocks In: Post-Print.
[Citation analysis]		paper4
2022Bayesian Selection of Asset Pricing Factors Using Individual Stocks*.(2022) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2022The Long and the Short of Risk Parity In: Post-Print.
[Citation analysis]		paper0
2018Searching the Factor Zoo In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective In: Working Papers.
[Full Text][Citation analysis]		paper0
2015The disappearance of momentum In: The European Journal of Finance.
[Full Text][Citation analysis]		article25

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