Laurens A. P. Swinkels : Citation Profile

Erasmus Universiteit Rotterdam (50% share)
Erasmus Universiteit Rotterdam (50% share)

14

H index

19

i10 index

457

Citations

RESEARCH PRODUCTION:

43

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 19
   Journals where Laurens A. P. Swinkels has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 10 (2.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psw2
   Updated: 2026-01-03    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Piljak, Vanja (3)

Vulanovic, Milos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurens A. P. Swinkels.

Is cited by:

Zaremba, Adam (12)

Li, Youwei (6)

lucey, brian (5)

Umar, Zaghum (5)

Carriero, Andrea (5)

Kapetanios, George (5)

Marcellino, Massimiliano (5)

Benchimol, Jonathan (4)

Moore, Michael (3)

Lyócsa, Štefan (3)

Neely, Christopher (3)

Cites to:

French, Kenneth (27)

Fama, Eugene (22)

Bekaert, Geert (15)

Piljak, Vanja (13)

Harvey, Campbell (12)

Pedersen, Lasse (10)

Titman, Sheridan (10)

Goetzmann, William (9)

Stambaugh, Robert (9)

Wu, Eliza (9)

Reinhart, Carmen (9)

Main data

Where Laurens A. P. Swinkels has published?

Journals with more than one article published# docs
Journal of Asset Management7
Financial Analysts Journal5
Journal of Empirical Finance4
Journal of International Money and Finance3
Journal of Banking & Finance2
Journal of Risk2
Financial Innovation2

Working Papers Series with more than one paper published# docs
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam8

Recent works citing Laurens A. P. Swinkels (2025 and 2024)

YearTitle of citing document
2024What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29.

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2025Transaction Profiling and Address Role Inference in Tokenized U.S. Treasuries. (2025). Liu, Xue ; Wu, DI ; Luo, Junliang ; Duran, Samuel Ferreira ; Tinn, Katrin. In: Papers. RePEc:arx:papers:2507.14808.

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2025Tokenize Everything, But Can You Sell It? RWA Liquidity Challenges and the Road Ahead. (2025). Mafrur, Rischan. In: Papers. RePEc:arx:papers:2508.11651.

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2025The Returns of Magnificent Seven Stocks in the First Days of Purchase Transactions Associated to the Halloween Strategies. (2025). Stefanescu, Razvan ; Dumitriu, Ramona. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2025:i:2:p:183-187.

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2025The Returns of US Capital Market in the First Days of Purchase Transactions Associated to the Halloween Strategies. (2025). Dumitriu, Ramona ; Stefanescu, Razvan. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2025:i:2:p:265-272.

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2025Hedging against inflation: International evidence on investor clientele effects in the bond market. (2025). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:838.

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2024Robust decisions for heterogeneous agents via certainty equivalents. (2024). Schweizer, Nikolaus ; Balter, Anne G. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:1:p:171-184.

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2024Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

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2025Do FinTech platforms amplify the wealth effect?. (2025). Zheng, Kaixin. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000948.

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2025The digitalisation of the real estate market: New evidence from the most prominent crypto hacker attacks. (2025). Manahov, Viktor ; Li, Mingnan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002534.

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2024Complements or substitutes? The effect of ETFs on other managed funds. (2024). Tan, Kian ; Low, Rand ; Tang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003466.

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2024Connectedness at extremes between real estate tokens and real estate stocks. (2024). Ali, Shoaib ; Brahim, Mariem ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003570.

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2024Post earnings announcement drift: A simple earnings surprise measure, the medium effect of investor attention and investing strategy. (2024). Xie, Yuxuan ; Mi, Xianhua ; Lan, Qiujun ; Zhang, Chunyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003922.

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2024What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015.

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2025Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

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2024Why do life insurers hold sin bonds? Evidence from investment delegation. (2024). Wang, Shuai ; Brisker, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013375.

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2024Can factor momentum beat momentum factor? Evidence from China. (2024). Zhang, Xuan ; Ouyang, Ruolan ; Zhu, Dongming. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000515.

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2024What affects the financial asset allocation of the elderly? From the perspective of financial literacy and risk attitude. (2024). Liu, Xiaoyu ; Wang, Jie ; Yang, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400357x.

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2024Geopolitical risk exposure and stock returns: Evidence from China. (2024). Zhang, Yaojie ; Ren, Xinrui ; Jin, Meichen. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005099.

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2024Can the enterprise intelligent transformation promote accounting information transparency? Pressure from media attention. (2024). Deng, Xinxia ; Liang, Rui ; Qiu, Jiayu. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006354.

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2024Excess return and tracking errors of Chinese ETFs. (2024). Yuan, Zhiqi ; Liang, Hengyue ; Hu, Dongmei. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008882.

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2025Changes in stock price synchronicity driven by digital transformation: The role of media attention and accounting conservatism. (2025). Huang, Zhengzheng ; Hao, Yanwei. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005471.

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2024The battle of factors. (2024). Sy, Oumar ; Attig, Najah ; Assoe, Kodjovi. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760.

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2024A buy-hold-sell pension saving strategy. (2024). Steffensen, Mogens ; Khemka, Gaurav ; Warren, Geoffrey J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:1-16.

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2025Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Does local government debt regulation improve rural banks’ performance? Evidence from China. (2024). Jing, Zhongbo ; Wang, Zexi ; Zhang, Xuan ; Liu, Wei ; Wei, LU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001828.

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2024ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2025Forecasting stock market return with anomalies: Evidence from China. (2025). Wu, KE ; Wang, Zhuo. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1278-1295.

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2024Timing sentiment with style: Evidence from mutual funds. (2024). Zheng, Yao ; Osmer, Eric ; Zu, Dingding. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001146.

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2024Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171.

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2025Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

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2025A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

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2024The out-of-sample performance of carry trades. (2024). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

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2024Global mispricing matters. (2024). Yu, Jiasheng ; Liu, Hongkui ; Tang, Guohao ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001232.

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2024Extrapolation beyond peers: An asset pricing perspective. (2024). Wu, Yiyong ; Tang, Guohao ; Lou, Guanyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001402.

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2025Climate change exposure and green bonds issuance. (2025). Makrychoriti, Panagiota ; Guesmi, Khaled ; Pyrgiotakis, Emmanouil G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000166.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Unleashing power of financial technologies on mineral productivity in G-20 countries. (2024). Destek, Mehmet ; Çevik, Emrah ; Cevik, Nuket Kirci ; Manga, Muge ; Bugan, Mehmet Fatih. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000990.

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2025Pareto efficiency and financial fairness under limited expected loss constraint. (2025). Nguyen, Thai ; Wa, Tak. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:117:y:2025:i:c:s0304406825000138.

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2024New Zealand long-term equity returns and their determinants. (2024). Ma, Rui ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001148.

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2024Return seasonalities in the Chinese stock market. (2024). Du, Qingjie ; Shu, Haibing ; Meng, Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001422.

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2024Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257.

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2024A four-factor model based on factor momentum. (2024). Li, Daye ; Cui, Mengqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002634.

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2024Investor sentiment and stock market anomalies: Evidence from Islamic countries. (2024). Cheema, Muhammad ; Fianto, Bayu Arie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003093.

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2025To outperform: Sell-in-May enhanced with bond investments. (2025). Lien, Donald ; Hsu, Chih-Hsiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003639.

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2025Understanding the role of sentiment beta in China. (2025). Chen, Huayi ; Shi, Huai-Long. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x2500037x.

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2024Pricing and mispricing of accounting fundamentals: Global evidence. (2024). Kostlmeier, Siegfried. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:71-87.

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2025Impact of regional digital economy on default recovery: Evidence from China. (2025). Chen, Muzi ; Li, Geng ; Yang, Xiaoguang ; Trainor, William J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003259.

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2025Unveiling low productivity premium: A tale from emerging market. (2025). Zhao, Xuankai ; Ding, Zhiguo ; Tang, Yun ; Qi, JI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005623.

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2024Does FinTech credit enhance or disrupt financial stability?. (2024). Sikalao-Lekobane, Onneetse L. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024004817.

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2024International operations and international influences – Investing in UK firms. (2024). Chadha, Pearlean ; Berrill, Jenny. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006361.

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2024Fintech, bank diversification and liquidity: Evidence from China. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Tang, Mengxuan ; Oxley, Les. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002088.

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2024Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach. (2024). Yousaf, Imran ; Demir, Ender ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000308.

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2024Evaluating asset pricing anomalies: Evidence from Latin America. (2024). Lizarzaburu, Edmundo ; Berggrun, Luis ; Cardona, Emilio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001740.

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2025Overnight information and anomalies. (2025). Gao, Bin ; Xia, Wenqian ; Xie, Jun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002752.

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2025Managers’ Skills in Periods of Crisis: The Case of Proximity to Armed Conflict. (2025). Zebrowska-Suchodolska, Dorota ; Swislocki, Tomasz. In: European Research Studies Journal. RePEc:ers:journl:v:xxviii:y:2025:i:3:p:49-60.

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2024Blockchain Technology in Carbon Trading Markets: Impacts, Benefits, and Challenges—A Case Study of the Shanghai Environment and Energy Exchange. (2024). Yue, Xiucheng ; Chien, Sonia ; Zhang, Guocong. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:13:p:3296-:d:1429292.

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2024A Review on Decentralized Finance Ecosystems. (2024). Wijaya, Gede Natha ; Ramadhani, Dian Puteri ; Alamsyah, Andry. In: Future Internet. RePEc:gam:jftint:v:16:y:2024:i:3:p:76-:d:1346249.

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2025Is the ESG Score Part of the Set of Information Available to Investors? A Conditional Version of the Green Capital Asset Pricing Model. (2025). Galicia-Sanguino, Luca ; Lago-Balsalobre, Rubn. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:2:p:88-:d:1660670.

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2025The Influence of Religiosity on Muslim Women’s Selection of Fund Providers in Malaysia. (2025). Mansor, Fadillah ; Bouzekouk, Salim. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:123-:d:1600457.

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2024The profitability of interacting trading strategies from an ecological perspective. (2024). Li, Honggang ; Xing, Kun. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:3:d:10.1007_s10436-024-00445-6.

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2024Multicountry Time-Varying Taylor Rule: Modeling Unconventional Monetary Policies and Bond Premiums. (2024). Morita, Tohru. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:2:d:10.1007_s11294-024-09897-y.

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2024Competition and Innovation in the Financial Sector: Evidence from the Rise of FinTech Start-ups. (2024). Romelli, Davide ; Peia, Oana ; Dobri, Mihai ; Caragea, Doina ; Hoepner, Andreas ; Cojoianu, Theodor. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:65:y:2024:i:1:d:10.1007_s10693-023-00413-7.

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2024Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Cakici, Nusret ; Metko, Daniel ; Fieberg, Christian ; Zaremba, Adam. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44..

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2024A century of asset allocation crash risk. (2024). Sorokina, Nonna ; Samonov, Mikhail. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:4:d:10.1057_s41260-024-00355-2.

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2024Wealth and familiarity bias: sin stocks investment in Europe. (2024). Aminu, Nasir ; Calavia, Pedro Fernandez ; Hamdan, Mohammed. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00360-5.

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2025Tracking efficiency of Australian equity ETFs. (2025). Rompotis, Gerasimos G. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00396-1.

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2025The impact of PSD2 regulation on the financial performance of non-bank payment service providers: the case of Spain. (2025). Pen, David ; Sun, Yanfei. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:2:d:10.1057_s41261-024-00255-w.

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2025Utilizing the real estate investment trusts for portfolio optimisation by application of genetic algorithm. (2025). Pavel, Codruta-Daniela ; Dias, Rui ; Espinosa, Juan Felipe ; Matac, Liviu Marian ; Xu, LI. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04715-0.

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2024A Riskmas Carol. (2024). Foglia, Matteo ; Angelini, Eliana. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s121-s137.

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2024Liquidity and Credit Risk in Indonesia: The Role of FinTech Development. (2024). Yudaruddin, Rizky ; Hapsari, Pebiansyah ; Santi, Eka Nor ; Nugroho, Bramantyo Adi ; Fitrian, Zhikry ; Fitrianto, Yuli. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241245248.

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2024The impact of FinTech firms on bank financial stability. (2024). Paramati, Sudharshan Reddy ; Safiullah, MD. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-022-09595-z.

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2024Fintech and corporate governance: at times of financial crisis. (2024). Asiaei, Kaveh ; Chin, Alice ; Wan, Adrian Lean ; Najaf, Khakan ; Dhiaf, Mohamed M. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-023-09733-1.

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2025Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data. (2025). Österholm, Pär ; Karlsson, Sune ; Edvinsson, Rodney. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02684-y.

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2024Relationship between fintech by Google search and bank stock return: a case study of Vietnam. (2024). Huynh, Hoc Thai ; Hoang, Sinh Duc ; Popesko, Boris ; Pavelkova, Drahomira ; Pham, Tien Phat. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00576-1.

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2024Inclusive FinTech, open banking, and bank performance: evidence from China. (2024). Li, Zhongfei ; Liu, Zhuang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00679-3.

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2025The effect of fintech M&As on short-term stock return in the context of macroeconomic environment. (2025). Miriakov, Mikhail ; Ochirova, Elena. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00673-9.

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2025Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y.

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2025Cross-sectional anomalies and conditional asset pricing models based on investor sentiment: evidence from the Chinese stock market. (2025). Zhou, Zhongqiang ; Wu, Jiajia ; Xiong, Xiong ; Huang, Ping. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00774-z.

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2024Air temperature and sovereign bond returns. (2024). Umar, Zaghum ; Rouatbi, Wael ; Kizys, Renatas ; Zaremba, Adam. In: Financial Markets, Institutions & Instruments. RePEc:wly:finmar:v:33:y:2024:i:2:p:179-209.

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2024Forecasting exchange rates: An iterated combination constrained predictor approach. (2024). Souropanis, Ioannis ; Panopoulou, Ekaterini ; Alexandridis, Antonios K. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:983-1017.

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2024Volatility forecasting for stock market incorporating media reports, investors sentiment, and attention based on MTGNN model. (2024). Song, Yuping ; Lei, Bolin. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1706-1730.

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Works by Laurens A. P. Swinkels:

YearTitleTypeCited
2024The effects of COVID‐19 policies on consumer spending in Norway In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article0
2023The Effects of COVID-19 Policies on Consumer Spending in Norway.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2012The Performance of European Index Funds and Exchange€ Traded Funds In: European Financial Management.
[Full Text][Citation analysis]		article14
2017Frontier and emerging government bond markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article8
2004Do countries or industries explain momentum in Europe? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article30
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 30		paper
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Discussion Paper.
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This paper has nother version. Agregated cites: 30		paper
2004Do countries or industries explain momentum in Europe?.(2004) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2012The cross-section of stock returns in frontier emerging markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article41
2012The Cross-Section of Stock Returns in Frontier Emerging Markets.(2012) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 41		paper
2018Simulating historical inflation-linked bond returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
2024Is firm-level political risk priced in the corporate bond market? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2024Factor models for Chinese A-shares In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2020Media attention and the volatility effect In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2021The structure and degree of dependence in government bond markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2019Individual pension risk preference elicitation and collective asset allocation with heterogeneity In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2015Can implied volatility predict returns on the currency carry trade? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2021Global factor premiums In: Journal of Financial Economics.
[Full Text][Citation analysis]		article24
2025Media-based climate risks and international corporate bond market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2009The economic value of fundamental and technical information in emerging currency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article39
2007The Economic Value of Fundamental and Technical Information in Emerging Currency Markets.(2007) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 39		paper
2015Empirical evidence on the currency carry trade, 1900–2012 In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article20
2021Anomalies in the China A-share market In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article25
2024Trading carbon credit tokens on the blockchain In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2009Performance evaluation of Polish mutual fund managers In: International Journal of Emerging Markets.
[Full Text][Citation analysis]		article3
2009Performance Evaluation of Balanced Pension Plans In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2012Performance evaluation of balanced pension plans.(2012) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 0		article
2010Create Better Diversified High-Conviction Equity Portfolios using the Portfolio Diversification Index In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2012Emerging Markets Inflation-Linked Bonds In: ERIM Report Series Research in Management.
[Citation analysis]		paper5
2012Emerging Market Inflation-Linked Bonds.(2012) In: Financial Analysts Journal.
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This paper has nother version. Agregated cites: 5		article
2005Why don’t Latvian pension funds diversify more internationally? In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper1
2003Market timing: A decomposition of mutual fund returns In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper1
2003Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Discussion Paper.
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This paper has nother version. Agregated cites: 1		paper
2003Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 1		paper
2019Treasury Bond Return Data Starting in 1962 In: Data.
[Full Text][Citation analysis]		article1
2015Accounting for market risk in microfinance investments In: International Journal of Sustainable Economy.
[Full Text][Citation analysis]		article1
2013Can exchange traded funds be used to exploit industry and country momentum? In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article17
Historical Returns of the Market Portfolio In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article3
2012An anatomy of calendar effects In: Journal of Asset Management.
[Full Text][Citation analysis]		article14
2017Fundamental indexation for developed, emerging, and frontier government bond markets In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
2021Who owns tobacco stocks? In: Journal of Asset Management.
[Full Text][Citation analysis]		article2
2002International industry momentum In: Journal of Asset Management.
[Full Text][Citation analysis]		article9
2004Momentum investing: A survey In: Journal of Asset Management.
[Full Text][Citation analysis]		article15
2007Can mutual funds time investment styles? In: Journal of Asset Management.
[Full Text][Citation analysis]		article20
2008Fundamental indexation: An active value strategy in disguise In: Journal of Asset Management.
[Full Text][Citation analysis]		article16
2018Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article1
High-conviction equity portfolio optimization In: Journal of Risk.
[Full Text][Citation analysis]		article0
Shrinking beta In: Journal of Risk.
[Full Text][Citation analysis]		article0
2001Return-based Style Analysis with Time-varying Exposures In: Computing in Economics and Finance 2001.
[Citation analysis]		paper26
2006Return-based style analysis with time-varying exposures.(2006) In: The European Journal of Finance.
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This paper has nother version. Agregated cites: 26		article
2001Return-Based Style Analysis with Time-Varying Exposures.(2001) In: Discussion Paper.
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This paper has nother version. Agregated cites: 26		paper
2001Return-Based Style Analysis with Time-Varying Exposures.(2001) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 26		paper
2017The impact of FinTech start-ups on incumbent retail banks’ share prices In: Financial Innovation.
[Full Text][Citation analysis]		article33
2023Empirical evidence on the ownership and liquidity of real estate tokens In: Financial Innovation.
[Full Text][Citation analysis]		article12
2025Empirical Evidence on the Ownership and Liquidity of Real Estate Tokens.(2025) In: Springer Books.
[Citation analysis]
This paper has nother version. Agregated cites: 12		chapter
2023Does excluding sin stocks cost performance? In: Journal of Sustainable Finance & Investment.
[Full Text][Citation analysis]		article3
2014The Global Multi-Asset Market Portfolio, 1959–2012 In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2014“The Global Multi-Asset Market Portfolio, 1959–2012”: Author Response In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2023Investing in Deflation, Inflation, and Stagflation Regimes In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2024Empirical Evidence on the Stock–Bond Correlation In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2003Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes In: Discussion Paper.
[Full Text][Citation analysis]		paper12
2003Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes.(2003) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 12		paper
2003Empirical analysis of investment strategies for institutional investors In: Other publications TiSEM.
[Full Text][Citation analysis]		paper3
2003De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen In: Other publications TiSEM.
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