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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
11
Impact Factor (IF)
1.31
5 Years IF
1.46
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2012 0 0.65 0 0 1 1 6 0 0 0 0 0 0.34
2013 0 0.64 0 0 6 7 9 0 1 1 0 0 0.34
2014 0 0.65 0.13 0 9 16 55 2 2 7 7 0 2 0.22 0.34
2015 0.4 0.63 0.28 0.38 9 25 51 7 9 15 6 16 6 0 1 0.11 0.35
2016 0.56 0.63 0.45 0.52 4 29 40 13 22 18 10 25 13 0 0 0.34
2017 0.69 0.62 0.45 0.45 4 33 6 15 37 13 9 29 13 0 1 0.25 0.34
2018 0.63 0.62 0.42 0.53 17 50 92 21 58 8 5 32 17 0 2 0.12 0.35
2019 0.57 0.62 0.78 0.84 10 60 45 45 105 21 12 43 36 0 1 0.1 0.37
2020 1.26 0.7 0.95 1 6 66 12 59 168 27 34 44 44 0 0 0.72
2021 1.31 1.01 1.01 1.46 25 91 40 92 260 16 21 41 60 0 12 0.48 0.42
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12014Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). Petitjean, Mikael ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014006.

Full description at Econpapers || Download paper

38
22015A macro-financial analysis of the euro area sovereign bond market. (2015). de Sola, Maite ; Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015009.

Full description at Econpapers || Download paper

37
32018High frequency trading and extreme price movements. (2018). Riordan, Ryan ; Moyaert, Thibaut ; Carrion, Allen ; Brogaard, Jonathan ; Sokolov, Konstantin ; Shkilko, Andriy. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018009.

Full description at Econpapers || Download paper

32
42016Managers set the tone: Equity incentives and the tone of earnings press releases. (2016). Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016003.

Full description at Econpapers || Download paper

28
52014Information in the yield curve: A macro-finance approach. (2014). Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014007.

Full description at Econpapers || Download paper

17
62018Subjective Financial Literacy and Retail Investors’ Behavior. (2018). de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Bellofatto, Anthony. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018004.

Full description at Econpapers || Download paper

16
72019Taming financial development to reduce crises. (2019). Lajaunie, Quentin ; Candelon, Bertrand ; Bennaceur, Sami ; ben Naceur, Sami. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019005.

Full description at Econpapers || Download paper

14
82019Recovery rates: Uncertainty certainly matters. (2019). Vrins, Frederic ; Gauthier, Genevieve ; Gambetti, Paolo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019007.

Full description at Econpapers || Download paper

13
92018Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. (2018). Vrins, Frederic ; Brigo, Damiano. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018012.

Full description at Econpapers || Download paper

12
102021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021010.

Full description at Econpapers || Download paper

12
112019Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?. (2019). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019002.

Full description at Econpapers || Download paper

11
122016The financial reward for environmental performance in the energy sector. (2016). Thewissen, James ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016001.

Full description at Econpapers || Download paper

11
132018What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank. (2018). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018002.

Full description at Econpapers || Download paper

10
142020Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. (2020). Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Raymond, Steve. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020007.

Full description at Econpapers || Download paper

9
152018When does the tone of earnings press releases matter?. (2018). Boudt, Kris ; Torsin, Wouter ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018001.

Full description at Econpapers || Download paper

9
162018Bankruptcy and the cost of organized labor: Evidence from union elections. (2018). Zhang, Yue ; Qiu, Jiaping ; Gao, Janet ; Campello, Murillo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018015.

Full description at Econpapers || Download paper

8
172012An Extended Macro-Finance Model with Financial Factors. (2012). Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2012001.

Full description at Econpapers || Download paper

7
182021Optimal Portfolio Diversification via Independent Component Analysis. (2021). Lassance, Nathan ; Vrins, Frederic ; Demiguel, Victor ; de Miguel, Victor . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021012.

Full description at Econpapers || Download paper

7
192021Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021005.

Full description at Econpapers || Download paper

7
202017Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics. (2017). Vrins, Frederic. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2017001.

Full description at Econpapers || Download paper

6
212015The securitization of gold and its potential impact on gold stocks. (2015). Zhang, Yue. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015001.

Full description at Econpapers || Download paper

6
222015How integrated is the European carbon derivatives market?. (2015). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015004.

Full description at Econpapers || Download paper

5
232013The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks. (2013). Petitjean, Mikael ; Mazza, Paolo ; Duvinage, Matthieu . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013001.

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4
242015Analysts forecast error: a robust prediction model and its short-term trading profitability. (2015). van Campenhout, Geert ; Thewissen, James ; de Goeij, Peter ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015008.

Full description at Econpapers || Download paper

4
252019The informativeness of impression management - financial analysts and rhetorical style of CEO letters. (2019). Thewissen, James ; Aerts, Walter ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019003.

Full description at Econpapers || Download paper

4
262018A subordinated CIR intensity model with application to wrong-way risk CVA. (2018). Vrins, Frederic ; Mbaye, Cheikh. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018016.

Full description at Econpapers || Download paper

3
272020Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Torsin, Wouter ; Thewissen, James ; Bishara, Norman ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020003.

Full description at Econpapers || Download paper

3
282021Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2021). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021014.

Full description at Econpapers || Download paper

3
292013Bank failures and regulation: a critical review. (2013). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013006.

Full description at Econpapers || Download paper

3
302013Sibuya copulas. (2013). Vrins, Frederic ; Hofert, Marius. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013003.

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3
312021Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). De Winne, Rudy ; Merli, Maxime ; DEWINNE, Rudy ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021015.

Full description at Econpapers || Download paper

2
322021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021007.

Full description at Econpapers || Download paper

2
332019A Macro-Financial Analysis of the Corporate Bond Market. (2019). Lyrio, Marco ; Lemke, Wolfgang ; Iania, Leonardo ; Dewacther, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019008.

Full description at Econpapers || Download paper

2
342021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation. (2021). Lajaunie, Quentin ; Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021023.

Full description at Econpapers || Download paper

2
352016On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios. (2016). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016002.

Full description at Econpapers || Download paper

2
362018A Comparison of Pricing and Hedging Performances of Equity Derivatives Models. (2018). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018017.

Full description at Econpapers || Download paper

2
372017Identifying Expensive Trades by Monitoring the Limit Order Book. (2017). Detollenaere, Benoit ; D'Hondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2017003.

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1
382018Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint. (2018). Vrins, Frederic. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018005.

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1
392022Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022004.

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1
402019Piecewise constant martingales and lazy clocks. (2019). Vrins, Frederic ; Profeta, Christophe. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019004.

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1
412021Measuring the disposition effect. (2021). de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002.

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1
422019Minimum Rényi entropy portfolios. (2019). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019009.

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1
432021Does managerial ability affect disclosure? Evidence from earnings press releases. (2021). Torsin, Wouter ; Thewissen, James ; Arslan-Ayaydin, Ozgur ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021006.

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1
442022Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022001.

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1
452014Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index. (2014). Gresse, Carole ; Platten, Isabelle ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014003.

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1
462021Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001.

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1
472021What leads people to tolerate negative interest rates on their savings?. (2021). De Winne, Rudy ; Todorovic, Aleksandar ; Efendic, E ; DEWINNE, Rudy ; Dhondt, Catherine ; Corneille, O. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021011.

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1
482021Trading leveraged Exchange-Traded products is hazardous to your wealth. (2021). Roger, Patrick ; Mcgowan, Richard ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021004.

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1
492021Regularized regression when covariates are linked on a network: the 3CoSE algorithm. (2021). Binder, Harald ; Schumacher, Martin ; Striaukas, Jonas ; Weber, Matthias. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021022.

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1
502020Stock-bond return correlations: Moving away from one-frequency-fits-all by extending the DCC-MIDAS approach. (2020). Smedts, Kristien ; Iania, Leonardo ; Allard, Anne-Florence. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020005.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018High frequency trading and extreme price movements. (2018). Riordan, Ryan ; Moyaert, Thibaut ; Carrion, Allen ; Brogaard, Jonathan ; Sokolov, Konstantin ; Shkilko, Andriy. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018009.

Full description at Econpapers || Download paper

27
22016Managers set the tone: Equity incentives and the tone of earnings press releases. (2016). Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016003.

Full description at Econpapers || Download paper

20
32014Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). Petitjean, Mikael ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014006.

Full description at Econpapers || Download paper

19
42018Subjective Financial Literacy and Retail Investors’ Behavior. (2018). de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Bellofatto, Anthony. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018004.

Full description at Econpapers || Download paper

16
52019Taming financial development to reduce crises. (2019). Lajaunie, Quentin ; Candelon, Bertrand ; Bennaceur, Sami ; ben Naceur, Sami. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019005.

Full description at Econpapers || Download paper

14
62019Recovery rates: Uncertainty certainly matters. (2019). Vrins, Frederic ; Gauthier, Genevieve ; Gambetti, Paolo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019007.

Full description at Econpapers || Download paper

12
72021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021010.

Full description at Econpapers || Download paper

11
82019Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?. (2019). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019002.

Full description at Econpapers || Download paper

11
92015A macro-financial analysis of the euro area sovereign bond market. (2015). de Sola, Maite ; Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015009.

Full description at Econpapers || Download paper

10
102016The financial reward for environmental performance in the energy sector. (2016). Thewissen, James ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016001.

Full description at Econpapers || Download paper

9
112018When does the tone of earnings press releases matter?. (2018). Boudt, Kris ; Torsin, Wouter ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018001.

Full description at Econpapers || Download paper

9
122018Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. (2018). Vrins, Frederic ; Brigo, Damiano. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018012.

Full description at Econpapers || Download paper

8
132020Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. (2020). Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Raymond, Steve. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020007.

Full description at Econpapers || Download paper

7
142018Bankruptcy and the cost of organized labor: Evidence from union elections. (2018). Zhang, Yue ; Qiu, Jiaping ; Gao, Janet ; Campello, Murillo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018015.

Full description at Econpapers || Download paper

7
152021Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021005.

Full description at Econpapers || Download paper

7
162014Information in the yield curve: A macro-finance approach. (2014). Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014007.

Full description at Econpapers || Download paper

7
172018What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank. (2018). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018002.

Full description at Econpapers || Download paper

7
182021Optimal Portfolio Diversification via Independent Component Analysis. (2021). Lassance, Nathan ; Vrins, Frederic ; Demiguel, Victor ; de Miguel, Victor . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021012.

Full description at Econpapers || Download paper

6
192019The informativeness of impression management - financial analysts and rhetorical style of CEO letters. (2019). Thewissen, James ; Aerts, Walter ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019003.

Full description at Econpapers || Download paper

4
202015The securitization of gold and its potential impact on gold stocks. (2015). Zhang, Yue. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015001.

Full description at Econpapers || Download paper

4
212020Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Torsin, Wouter ; Thewissen, James ; Bishara, Norman ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020003.

Full description at Econpapers || Download paper

3
222021Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2021). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021014.

Full description at Econpapers || Download paper

3
232015How integrated is the European carbon derivatives market?. (2015). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015004.

Full description at Econpapers || Download paper

3
242019A Macro-Financial Analysis of the Corporate Bond Market. (2019). Lyrio, Marco ; Lemke, Wolfgang ; Iania, Leonardo ; Dewacther, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019008.

Full description at Econpapers || Download paper

2
252021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021007.

Full description at Econpapers || Download paper

2
262021Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). De Winne, Rudy ; Merli, Maxime ; DEWINNE, Rudy ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021015.

Full description at Econpapers || Download paper

2
272017Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics. (2017). Vrins, Frederic. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2017001.

Full description at Econpapers || Download paper

2
282015Analysts forecast error: a robust prediction model and its short-term trading profitability. (2015). van Campenhout, Geert ; Thewissen, James ; de Goeij, Peter ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015008.

Full description at Econpapers || Download paper

2
292018A Comparison of Pricing and Hedging Performances of Equity Derivatives Models. (2018). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018017.

Full description at Econpapers || Download paper

2
302018A subordinated CIR intensity model with application to wrong-way risk CVA. (2018). Vrins, Frederic ; Mbaye, Cheikh. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018016.

Full description at Econpapers || Download paper

2
312021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation. (2021). Lajaunie, Quentin ; Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021023.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 21
YearTitle
2021Green credit policy and firm performance: What we learn from China. (2021). Sensoy, Ahmet ; Cheng, Feiyang ; Uddin, Gazi Salah ; Pan, Yuying ; Yao, Shouyu. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s014098832100311x.

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2021Responsible investments reduce market risks. (2021). Morelli, Giacomo ; Decclesia, Rita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00351-w.

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2021Fundamental ratios as predictors of ESG scores: a machine learning approach. (2021). Amato, Valeria D ; Levantesi, Susanna ; Decclesia, Rita ; Damato, Valeria. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00364-5.

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2021Environmental responsibility, CEO power and financial performance in the energy sector. (2021). Lee, Siew Peng. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:8:d:10.1007_s11846-020-00430-z.

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2021Market signaling capacity of written and visual charismatic leadership tactics. (2021). Chu, Shaner ; Oldford, Erin ; Fiset, John. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000095.

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2021Tone and content analysis in the president’s letters to shareholders: Spanish evidence. (2021). Azevedo, Graca ; Perea, David ; Bonson, Enrique. In: Upravlenets. RePEc:url:upravl:v:12:y:2021:i:1:p:78-90.

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2021An evolutionary game theory model for the inter-relationships between financial regulation and financial innovation. (2021). An, Hui ; Zhang, Siqi ; Ma, Xuejiao ; Yang, Ruibo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302266.

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2021Net external position, financial development, and banking crisis. (2021). Ganioglu, Aytul ; Binici, Mahir. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01899-z.

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2021Effects of a banking crisis on credit growth in developing countries. (2021). Miyamoto, Hiroaki ; Kakinaka, Makoto ; Uch, Raksmey. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000854.

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2021Forecasting recovery rates on non-performing loans with machine learning. (2021). Vrins, Frédéric ; Gambetti, Paolo ; Brigo, Damiano ; Bellotti, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:428-444.

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2021Local logit regression for loan recovery rate. (2021). GAO, Jiti ; Sopitpongstorn, Nithi ; Fenech, Jean-Pierre ; Silvapulle, Param. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000510.

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2021Economic uncertainty: A key factor to understanding idiosyncratic volatility puzzle. (2021). Qin, Tianyu ; Mu, Yuandong ; Li, Yong. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000192.

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2021Time matters: How default resolution times impact final loss rates. (2021). Rosch, Daniel ; Kellner, Ralf ; Betz, Jennifer. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:3:p:619-644.

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2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593.

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2021Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frederic ; Lassance, Nathan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s037842662100073x.

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2021Earnings Management Methods and CEO Political Affiliation. (2021). Torsin, Wouter ; Thewissen, James ; Ozgur, Arslan-Ayaydin. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021017.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Cotter, John ; Conlon, Thomas ; Kynigakis, Iason. In: Working Papers. RePEc:ucd:wpaper:202111.

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2021Augmenting Investment Decisions with Robo-Advice. (2021). Bianchi, Milo ; Briere, Marie. In: TSE Working Papers. RePEc:tse:wpaper:125979.

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2021Acceptance of digital investment solutions: The case of robo advisory in Germany. (2021). Seiler, Volker ; Fanenbruck, Katharina Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001112.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013.

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2021Earnings Management Methods and CEO Political Affiliation. (2021). Torsin, Wouter ; Thewissen, James ; Ozgur, Arslan-Ayaydin. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021017.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777.

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2021Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365.

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2021.

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2021Method for Determining the Optimal Capacity of Energy Storage Systems with a Long-Term Forecast of Power Consumption. (2021). Ustinov, Denis Anatolievich ; Senchilo, Nikita Dmitrievich. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7098-:d:669182.

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2021Comparison of Statistical Underlying Systematic Risk Factors and Betas Driving Returns on Equities. (2021). de Guevara, Rogelio Ladron ; Moreno, Enric Monte ; Porras, Salvador Torra. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:tnea:a:8.

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2021Testing the gender gap in subjective financial literacy of spouses. (2021). Broihanne, Marie-Helene. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2021-08.

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2021Macroeconomic Forecasting with LSTM and Mixed Frequency Time Series Data. (2021). Kamolthip, Sarun. In: PIER Discussion Papers. RePEc:pui:dpaper:165.

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2021.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Cotter, John ; Conlon, Thomas ; Kynigakis, Iason. In: Working Papers. RePEc:ucd:wpaper:202111.

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Recent citations received in 2020

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Recent citations received in 2019

YearCiting document
2019The Determinants of Market-Implied Recovery Rates. (2019). Franois, Pascal. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:57-:d:232426.

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Recent citations received in 2018

YearCiting document
2018CVA and vulnerable options pricing by correlation expansions. (2018). Scarlatti, Sergio ; Ramponi, Alessandro ; Antonelli, Fabio. In: Papers. RePEc:arx:papers:1811.07294.

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2018Capital Structure and a Firm’s Workforce. (2018). Matsa, David A. In: NBER Working Papers. RePEc:nbr:nberwo:25125.

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