Stefan Voigt : Citation Profile


Are you Stefan Voigt?

Københavns Universitet

4

H index

1

i10 index

36

Citations

RESEARCH PRODUCTION:

1

Articles

7

Papers

RESEARCH ACTIVITY:

   6 years (2017 - 2023). See details.
   Cites by year: 6
   Journals where Stefan Voigt has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvo316
   Updated: 2024-11-04    RAS profile: 2024-04-17    
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Relations with other researchers


Works with:

Hautsch, Nikolaus (4)

Harris, Jeffrey (3)

Deev, Oleg (3)

Horenstein, Alex (3)

CAPELLE-BLANCARD, Gunther (3)

Stefanova, Denitsa (3)

Davies, Ryan (3)

Deku, Solomon (3)

Palan, Stefan (3)

Alexeev, Vitali (3)

Renault, Thomas (3)

Verousis, Thanos (3)

Vilkov, Grigory (3)

Korajczyk, Robert (3)

Wilhelmsson, Anders (3)

Bohorquez Correa, Santiago (3)

Talavera, Oleksandr (3)

Schuerhoff, Norman (3)

Dimpfl, Thomas (3)

Zhang, S. Sarah (3)

Holzmeister, Felix (3)

Pastor, Lubos (3)

Liew, Chee (3)

Wolff, Christian (3)

Jalkh, Naji (3)

Chernov, Mikhail (3)

FERROUHI, EL MEHDI (3)

Pasquariello, Paolo (3)

Rinne, Kalle (3)

Menkveld, Albert (3)

Füllbrunn, Sascha (3)

Colliard, Jean-Edouard (3)

Xia, Shuo (3)

Huang, Wenqian (3)

Gehrig, Thomas (3)

Hurlin, Christophe (3)

Brownlees, Christian (3)

Smales, Lee (3)

Mihet, Roxana (3)

Reitz, Stefan (3)

Walther, Thomas (3)

Lof, Matthijs (3)

Taylor, Nick (3)

Xiu, Dacheng (3)

Ranaldo, Angelo (3)

Frijns, Bart (3)

Ait-Sahalia, Yacine (3)

Caporin, Massimiliano (3)

Roy, Saurabh (3)

Frömmel, Michael (3)

Sarno, Lucio (3)

Dreber, Anna (3)

Johannesson, Magnus (3)

Foucault, Thierry (3)

Schwarz, Marco (3)

Nielsson, Ulf (3)

Degryse, Hans (3)

Shachar, Or (3)

Schenk-Hoppé, Klaus (3)

Ødegaard, Bernt (3)

Putnins, Talis (2)

Regis, Luca (2)

Bouri, Elie (2)

PASCUAL, ROBERTO (2)

Kearney, Fearghal (2)

He, Xuezhong (Tony) (2)

Vogel, Sebastian (2)

Dumitrescu, Ariadna (2)

Güçbilmez, Ufuk (2)

Söderlind, Paul (2)

Wong, Wing-Keung (2)

Theissen, Erik (2)

Patel, Vinay (2)

Heath, Davidson (2)

Aloosh, Arash (2)

Park, Andreas (2)

Tonks, Ian (2)

Sojli, Elvira (2)

Gorbenko, Arseny (2)

Roy, Saurabh (2)

Moinas, Sophie (2)

Gerritsen, Dirk (2)

Prokopczuk, Marcel (2)

Koetter, Michael (2)

LINTON, OLIVER (2)

Scaillet, Olivier (2)

Jurkatis, Simon (2)

Kassner, Bernhard (2)

Bjønnes, Geir (2)

Chow, Nikolai Sheung-Chi (2)

Ferrara, Gerardo (2)

Abudy, Menachem (2)

Pelizzon, Loriana (2)

Adrian, Tobias (2)

Patton, Andrew (2)

Eugster, Nicolas (2)

Bos, Charles (2)

Zhou, Chen (2)

van Kervel, Vincent (2)

Lopez-Lira, Alejandro (2)

Lajaunie, Quentin (2)

Rakowski, David (2)

Neszveda, Gabor (2)

Hjalmarsson, Erik (2)

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

Is cited by:

Huber, Christoph (5)

Dreber, Anna (4)

Holzmeister, Felix (3)

Johannesson, Magnus (3)

Ozkes, Ali (3)

Greiner, Ben (3)

Chan, Joshua (3)

Zimmerman, Peter (2)

Menkveld, Albert (2)

Merkle, Christoph (2)

Fišar, Miloš (2)

Cites to:

Stambaugh, Robert (9)

Pastor, Lubos (8)

Shephard, Neil (8)

Ho, Teck (8)

Johannesson, Magnus (8)

Dreber, Anna (8)

Harvey, Campbell (7)

Altmejd, Adam (6)

Menkveld, Albert (6)

Pugatch, Todd (6)

Shleifer, Andrei (6)

Main data


Where Stefan Voigt has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org2
CFS Working Paper Series / Center for Financial Studies (CFS)2

Recent works citing Stefan Voigt (2024 and 2023)


YearTitle of citing document
2024On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2021). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Diagnostics for asset pricing models. (2023). Zhou, Guofu ; He, AI. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:617-642.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023When “time varying” volatility meets “transaction cost” in portfolio selection. (2023). Li, E ; Wen, T ; Liao, Y ; Gibberd, A ; Bu, D ; Qiao, W. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:220-237.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2023Projected Dynamic Conditional Correlations. (2023). Brownlees, Christian ; Llorens-Terrazas, Jordi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1761-1776.

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2023Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270.

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2023.

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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2024.

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2024A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Stefan Voigt:


YearTitleTypeCited
2018Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty In: Papers.
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paper13
2017Large-scale portfolio allocation under transaction costs and model uncertainty.(2017) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2023Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets In: Papers.
[Full Text][Citation analysis]
paper4
2023Integrating Factor Models In: Journal of Finance.
[Full Text][Citation analysis]
article2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper5
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]
paper9
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2018Limits to arbitrage in markets with stochastic settlement latency In: CFS Working Paper Series.
[Full Text][Citation analysis]
paper3

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