6
H index
6
i10 index
212
Citations
Philip Alexander Stork : Citation Profile
Vrije Universiteit Amsterdam (50% share) | RESEARCH PRODUCTION: 21 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1991 - 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 Philip Alexander Stork. | Is cited by:
| Cites to:
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Main data
Where Philip Alexander Stork has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 2 |
| European Financial Management | 2 |
| Studies in Economics and Finance | 2 |
| Marketing Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 4 |
| CFS Working Paper Series / Center for Financial Studies (CFS) | 4 |
Recent works citing Philip Alexander Stork (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635. Full description at Econpapers || Download paper |
| 2024 | The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alzugaiby, Basim ; Alsunbul, Saad ; Boujlil, Rhada. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380. Full description at Econpapers || Download paper |
| 2024 | Bad news travels fast: Network analysis of the Chinese housing market connectivity. (2024). Dong, Jichang ; Li, Xuerong ; Mi, Anran ; Xu, Xiaoyue. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000208. Full description at Econpapers || Download paper |
| 2023 | The impact of climate change on banking systemic risk. (2023). Taghizadeh-Hesary, Farhad ; Yang, Mingyuan ; Lu, Lanxin ; Qi, Hanying ; Bai, Xiao ; Wu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:419-437. Full description at Econpapers || Download paper |
| 2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
| 2023 | Psychological barriers and option pricing in a local volatility model. (2023). Xu, Guangli ; Liu, Lixin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001991. Full description at Econpapers || Download paper |
| 2024 | Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309. Full description at Econpapers || Download paper |
| 2024 | Look for the signature: Using personal signatures as extrinsic cues promotes identity-congruent behavior. (2024). Mantonakis, Antonia ; Kettle, Keri L. In: Journal of Business Research. RePEc:eee:jbrese:v:170:y:2024:i:c:s0148296323007129. Full description at Econpapers || Download paper |
| 2023 | Psychological price barriers, El Niño, La Niña: New insights for the case of coffee. (2023). Otero, Jesus ; Holmes, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000405. Full description at Econpapers || Download paper |
| 2024 | Kinetic model for asset allocation with strategy switching. (2024). Feng, Huarong ; Hu, Chunhua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000256. Full description at Econpapers || Download paper |
| 2023 | Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548. Full description at Econpapers || Download paper |
Works by Philip Alexander Stork:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
| 2015 | Risk Measures for Autocorrelated Hedge Fund Returns.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Bank Size and Systemic Risk In: European Financial Management. [Full Text][Citation analysis] | article | 47 |
| 2016 | Investing in Systematic Factor Premiums In: European Financial Management. [Full Text][Citation analysis] | article | 5 |
| 2015 | Investing in Systematic Factor Premiums.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2021 | Behavioral heterogeneity in return expectations across equity style portfolios In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | The 2011 European Short Sale Ban: An Option Market Perspective In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Asymmetric extreme tails and prospective utility of momentum returns In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1994 | Should we care? psychological barriers in stock markets In: Economics Letters. [Full Text][Citation analysis] | article | 32 |
| 1995 | New evidence on the effectiveness of foreign exchange market intervention In: European Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2016 | The 2011 European short sale ban: A cure or a curse? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 5 |
| 2011 | Contagion risk in the Australian banking and property sectors In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 30 |
| 1992 | Differences between foreign exchange rate regimes: The view from the tails In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 38 |
| 1992 | Policy optimization by lexicographic preference ordering In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 2023 | Technical trading rules, loss avoidance, and the business cycle In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2011 | The intertemporal mechanics of European stock price momentum In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | The intertemporal mechanics of European stock price momentum In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 1991 | Policy Optimization Using a Lexicographic Preference Ordering. In: Erasmus University of Rotterdam - Institute for Economic Research. [Citation analysis] | paper | 0 |
| 1994 | Between Realignments and Intervention: the Belgian Franc in the European Monetary System. In: Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER). [Citation analysis] | paper | 0 |
| 1998 | An EMS target zone model in discrete time In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2011 | The value of celebrity endorsements: A stock market perspective In: Marketing Letters. [Full Text][Citation analysis] | article | 18 |
| 2013 | When a celebrity endorser is disgraced: A twenty-five-year event study In: Marketing Letters. [Full Text][Citation analysis] | article | 2 |
| 2012 | Short-selling bans and contagion risk In: Journal of Financial Transformation. [Citation analysis] | article | 3 |
| 2019 | Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Implied volatility sentiment: a tale of two tails In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Implied Volatility Sentiment: A Tale of Two Tails.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | Implied volatility sentiment: A tale of two tails.(2017) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | Short-Selling, Leverage and Systemic Risk In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Strategic bias and popularity effect in the prediction of economic surprises In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2013 | The 2011 European short sale ban on financial stocks: A cure or a curse? In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Single stock call options as lottery tickets In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Predictable biases in macroeconomic forecasts and their impact across asset classes In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team