Christian Wagner : Citation Profile

7

H index

7

i10 index

373

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 46
   Journals where Christian Wagner has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 3 (0.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa220
   Updated: 2025-04-19    RAS profile: 2023-03-11    
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Relations with other researchers

Works with:

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

Is cited by:

Martin, Ian (18)

Sarno, Lucio (10)

Schmeling, Maik (9)

Schrimpf, Andreas (8)

Kremens, Lukas (6)

Pagano, Marco (6)

Chernov, Mikhail (6)

Zechner, Josef (5)

Menkhoff, Lukas (5)

Verdelhan, Adrien (5)

Li, Youwei (4)

Cites to:

Sarno, Lucio (27)

Hodrick, Robert (26)

Bekaert, Geert (24)

Verdelhan, Adrien (17)

Campbell, John (17)

Engel, Charles (16)

Rebelo, Sergio (13)

Burnside, Craig (13)

Eichenbaum, Martin (13)

Valente, Giorgio (10)

Marshall, David (8)

Main data

Production by document typearticlepaper200820092010201120122013201420152016024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200820092010201120122013201420152016051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2008200920102011201220132014201520160255075100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents123456789050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Christian Wagner has published?

Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Christian Wagner (2025 and 2024)

Year  ↓Title of citing document  ↓
2025A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024Modeling Conditional Factor Risk Premia Implied by Index Option Returns. (2024). Orowski, Piotr ; Jacobs, Kris ; Fournier, Mathieu. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2289-2338.

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2024Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963.

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2024Estimation of expected return integrating real-time asset prices implied information and historical data. (2024). Li, Zhongfei ; Huang, YI ; Zhu, Shushang ; Wang, Shikun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001234.

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2024Speculative and non-speculative equity premia. (2024). Dorobiala, Zachary ; Schneider, Mark ; Ghazi, Soroush. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001022.

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2024In search of distress premium in the Chinese energy sector. (2024). Xu, Liao ; Zhang, Zhekai ; Zhou, Zhiping. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007442.

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2024Synchronous social media and the stock market. (2024). Pyun, Chaehyun. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000338.

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2024Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998.

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2024International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805.

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2024Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). van der Kroft, Bram ; Boermans, Martijn A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002212.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2024Conditional risk. (2024). Gormsen, Niels ; Jensen, Christian Skov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001569.

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2025Arbitrage-based recovery. (2025). Horvath, Ferenc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001922.

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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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2024The international linkages of market risk perception. (2024). Vich-Llompart, Magdalena M ; Vaello-Sebastia, Antoni ; Serrano, Pedro. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x23000452.

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2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Smyrnakis, Dimitris ; Tzavalis, Elias ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

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2024Risk-adjusted performance of new economy indices and thematic sectors. (2024). Rubio, Gonzalo ; Grau-Vera, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002319.

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2025VIX maturity interpolation. (2025). Gonzalez-Perez, Maria T ; Andersen, Torben G ; Bondarenko, Oleg. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09210-x.

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2024The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Raquel, Andrew ; Patel, Pratish. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00333-0.

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2024On horizon-consistent mean-variance portfolio allocation. (2024). Severino, Federico ; Rotondi, Francesco ; Ortu, Fulvio ; Cerreia-Vioglio, Simone. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-04798-x.

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Works by Christian Wagner:

Year  ↓Title  ↓Type  ↓Cited  ↓
2014The Cross-Section of Credit Risk Premia and Equity Returns In: Journal of Finance.
[Full Text][Citation analysis]		article64
2016What is the Expected Return on a Stock? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper114
2011Properties of Foreign Exchange Risk Premiums In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper85
2012Properties of foreign exchange risk premiums.(2012) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		article
2012Properties of Foreign Exchange Risk Premiums.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2016The economic value of predicting bond risk premia In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article32
2009Reforming minute reserve policy in Germany: A step towards efficient markets? In: Energy Policy.
[Full Text][Citation analysis]		article10
2010Trading the forward bias: Are there limits to speculation? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article32
2012Risk-premia, carry-trade dynamics, and economic value of currency speculation In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2009Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2008Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets In: Working Papers.
[Full Text][Citation analysis]		paper4
2010Properties of Foreign Exchange Risk Premia In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2016Low risk anomalies? In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper23

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