6
H index
3
i10 index
140
Citations
Arjen Siegmann : Citation Profile
Vrije Universiteit Amsterdam | RESEARCH PRODUCTION: 14 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2000 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Arjen Siegmann. | Is cited by:
| Cites to:
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Main data
Where Arjen Siegmann has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Empirical Finance | 2 |
| Journal of Pension Economics and Finance | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 10 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
| LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 2 |
Recent works citing Arjen Siegmann (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Aus, Concepci'On M ; Virbickait, Audron E. In: Papers. RePEc:arx:papers:2401.03443. Full description at Econpapers || Download paper |
| 2024 | Taxation Policies and Profitability of Deposit Money Banks in Nigeria. (2024). Ogbaragu, Justice Sunday ; Offor, T N. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:2298-2314. Full description at Econpapers || Download paper |
| 2025 | Optimal N-state endogenous Markov-switching model for currency liquidity timing. (2025). Wang, Luqi ; Urga, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925001034. Full description at Econpapers || Download paper |
| 2025 | Powering profits, draining the planet: Demystifying the asymmetric impact of Bitcoin price on its electricity consumption. (2025). Sapra, Nishant. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225030555. Full description at Econpapers || Download paper |
| 2024 | Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532. Full description at Econpapers || Download paper |
| 2024 | Minorities and property values: Evidence from residential buildings in Israel. (2024). Elster, Yael ; Zussman, Noam. In: Journal of Urban Economics. RePEc:eee:juecon:v:141:y:2024:i:c:s0094119022001012. Full description at Econpapers || Download paper |
| 2024 | Prospect theory and asset allocation. (2024). Hlouskova, Jaroslava ; Fortin, Ines. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:214-240. Full description at Econpapers || Download paper |
| 2024 | The integration penalty: impact of 9/11 on the Muslim marriage market. (2024). Farahzadi, Shadi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126780. Full description at Econpapers || Download paper |
| 2024 | The impact of politicians’ behaviors on hate speech spread: hate speech adoption threshold on Twitter in Japan. (2024). Kim, Taehee ; Ogawa, Yuki. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:2:d:10.1007_s42001-024-00268-5. Full description at Econpapers || Download paper |
Works by Arjen Siegmann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 5 |
| 2018 | Real-Estate Agent Commission Structure and Sales Performance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Real-estate agent commission structure and sales performance.(2023) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2017 | Real-Estate Agent Commission Structure and Sales Performance.(2017) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Real-Estate Agent Commission Structure and Sales Performance.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | The Effect of the Theo van Gogh Murder on House Prices in Amsterdam In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | The Effect of the Theo van Gogh Murder on House Prices in Amsterdam.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | The Effect of the Theo van Gogh Murder on House Prices in Amsterdam.(2007) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | The Evolving Beta-Liquidity Relationship of Hedge Funds In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | The evolving beta-liquidity relationship of hedge funds.(2017) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2014 | Hedge Fund Innovation In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Minimum funding ratios for defined-benefit pension funds* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2007 | Optimal investment policies for defined benefit pension funds In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2004 | Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2002 | Optimal saving rules for loss-averse agents under uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2001 | Optimal Saving Rules for Loss-Averse Agents under Uncertainty.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2012 | Risk aversion under preference uncertainty In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2010 | Risk Aversion under Preference Uncertainty.(2010) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Risk aversion under preference uncertainty.(2010) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Can European bank bailouts work? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2012 | Can European Bank Bailouts work?.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2018 | Intergenerational risk sharing under loss averse preferences In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2009 | Terrorism and attitudes towards minorities: The effect of the Theo van Gogh murder on house prices in Amsterdam In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 55 |
| 2005 | Discrete-Time Financial Planning Models Under Loss-Averse Preferences In: Operations Research. [Full Text][Citation analysis] | article | 9 |
| 2008 | Market Valuation, Pension Fund Policy and Contribution Volatility In: De Economist. [Full Text][Citation analysis] | article | 1 |
| 2018 | From chaining blocks to breaking even: A study on the profitability of bitcoin mining from 2012 to 2016 In: Electronic Markets. [Full Text][Citation analysis] | article | 12 |
| 2000 | Analytic Decision Rules for Financial Stochastic Programs In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Explaining Hedge Fund Investment Styles by Loss Aversion In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Market Liquidity and Exposure of Hedge Funds In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Efficiency Gains of a European Banking Union In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team