LIDAM Reprints LFIN / Université catholique de Louvain, Louvain Finance (LFIN)
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
12
Impact Factor (IF)
1.1
5 Years IF
1.42
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2012 | 0 | 0.68 | 0 | 0 | 1 | 1 | 6 | 0 | 0 | 0 | 0 | 0 | 0.36 | |||||
| 2013 | 0 | 0.67 | 0 | 0 | 6 | 7 | 9 | 0 | 1 | 1 | 0 | 0 | 0.35 | |||||
| 2014 | 0 | 0.67 | 0.13 | 0 | 9 | 16 | 61 | 2 | 2 | 7 | 7 | 0 | 2 | 0.22 | 0.34 | |||
| 2015 | 0.4 | 0.66 | 0.28 | 0.38 | 9 | 25 | 55 | 7 | 9 | 15 | 6 | 16 | 6 | 0 | 1 | 0.11 | 0.36 | |
| 2016 | 0.56 | 0.65 | 0.45 | 0.52 | 4 | 29 | 49 | 13 | 22 | 18 | 10 | 25 | 13 | 0 | 0 | 0.35 | ||
| 2017 | 0.69 | 0.62 | 0.45 | 0.45 | 4 | 33 | 6 | 15 | 37 | 13 | 9 | 29 | 13 | 0 | 1 | 0.25 | 0.35 | |
| 2018 | 0.63 | 0.62 | 0.44 | 0.56 | 17 | 50 | 119 | 22 | 59 | 8 | 5 | 32 | 18 | 0 | 2 | 0.12 | 0.35 | |
| 2019 | 0.57 | 0.63 | 0.8 | 0.86 | 10 | 60 | 55 | 46 | 107 | 21 | 12 | 43 | 37 | 0 | 1 | 0.1 | 0.37 | |
| 2020 | 1.22 | 0.72 | 0.95 | 1 | 6 | 66 | 19 | 59 | 170 | 27 | 33 | 44 | 44 | 0 | 0 | 0.78 | ||
| 2021 | 1.31 | 0.99 | 1.01 | 1.46 | 25 | 91 | 62 | 92 | 262 | 16 | 21 | 41 | 60 | 0 | 12 | 0.48 | 0.41 | |
| 2022 | 1.1 | 0.78 | 1.2 | 1.42 | 14 | 105 | 7 | 126 | 388 | 31 | 34 | 62 | 88 | 0 | 1 | 0.07 | 0.25 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | High 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 | 48 |
| 2 | 2014 | Intraday 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 | 43 |
| 3 | 2015 | A 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 | 40 |
| 4 | 2016 | Managers 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 | 36 |
| 5 | 2021 | Machine 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 | 21 |
| 6 | 2014 | Information 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 |
| 7 | 2018 | Subjective Financial Literacy and Retail Investorsâ 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 | 17 |
| 8 | 2019 | Recovery 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 | 16 |
| 9 | 2019 | Eco-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 | 16 |
| 10 | 2019 | Taming 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 | 15 |
| 11 | 2018 | Disentangling 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 | 15 |
| 12 | 2016 | The 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 | 12 |
| 13 | 2020 | Artificial 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 | 12 |
| 14 | 2018 | What 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 | 11 |
| 15 | 2018 | Bankruptcy 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 | 11 |
| 16 | 2018 | When 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 | 10 |
| 17 | 2021 | Portfolio 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 | 9 |
| 18 | 2021 | Optimal 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 |
| 19 | 2012 | An 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 |
| 20 | 2015 | The 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 |
| 21 | 2017 | Wrong-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 |
| 22 | 2015 | How 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 |
| 23 | 2015 | Analysts 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 | 5 |
| 24 | 2013 | The 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. Full description at Econpapers || Download paper | 4 |
| 25 | 2019 | The 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 |
| 26 | 2020 | Stock-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. Full description at Econpapers || Download paper | 4 |
| 27 | 2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel. (2021). Candelon, Bertrand ; Joets, Marc ; Ferrara, Laurent. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021003. Full description at Econpapers || Download paper | 3 |
| 28 | 2021 | Optimal 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 |
| 29 | 2022 | Macroprudential policies, economic growth and banking crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; ben Naceur, Sami ; Belkhir, Mohamed. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022013. Full description at Econpapers || Download paper | 3 |
| 30 | 2018 | A 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 | 3 |
| 31 | 2013 | Bank failures and regulation: a critical review. (2013). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013006. Full description at Econpapers || Download paper | 3 |
| 32 | 2020 | Managerial 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 |
| 33 | 2021 | Macrofinancial 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 | 3 |
| 34 | 2018 | A 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 |
| 35 | 2013 | Sibuya copulas. (2013). Vrins, Frederic ; Hofert, Marius. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013003. Full description at Econpapers || Download paper | 3 |
| 36 | 2019 | A 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 | 3 |
| 37 | 2021 | ESG-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 |
| 38 | 2016 | On 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 |
| 39 | 2021 | Measuring the disposition effect. (2021). de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002. Full description at Econpapers || Download paper | 2 |
| 40 | 2022 | Unpacking the black box of ICO white papers: a topic modeling approach. (2022). Torsin, Wouter ; Thewissen, James ; Shrestha, Prabal ; Pastwa, Anna M. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022005. Full description at Econpapers || Download paper | 2 |
| 41 | 2021 | Does 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. Full description at Econpapers || Download paper | 2 |
| 42 | 2021 | What drives retail portfolio exposure to ESG factors?. (2021). Roger, Tristan ; Merli, Maxime ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021020. Full description at Econpapers || Download paper | 2 |
| 43 | 2021 | Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001. Full description at Econpapers || Download paper | 2 |
| 44 | 2022 | Does 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. Full description at Econpapers || Download paper | 2 |
| 45 | 2021 | What 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. Full description at Econpapers || Download paper | 2 |
| 46 | 2022 | Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022001. Full description at Econpapers || Download paper | 2 |
| 47 | 2021 | Trading leveraged Exchange-Traded products is hazardous to your wealth. (2021). Roger, Patrick ; Mcgowan, Richard ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021004. Full description at Econpapers || Download paper | 2 |
| 48 | 2021 | Do 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 |
| 49 | 2014 | Liquidity 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. Full description at Econpapers || Download paper | 2 |
| 50 | 2018 | Implicit transaction cost management using intraday price dynamics. (2018). Petitjean, Mikael ; Mazza, Paolo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018008. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | High 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 |
| 2 | 2016 | Managers 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 | 21 |
| 3 | 2021 | Machine 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 | 20 |
| 4 | 2018 | Subjective Financial Literacy and Retail Investorsâ 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 |
| 5 | 2014 | Intraday 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 | 15 |
| 6 | 2019 | Recovery 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 |
| 7 | 2019 | Eco-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 | 12 |
| 8 | 2018 | Disentangling 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 | 10 |
| 9 | 2020 | Artificial 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 | 10 |
| 10 | 2019 | Taming 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 | 9 |
| 11 | 2015 | A 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 | 9 |
| 12 | 2021 | Portfolio 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 | 9 |
| 13 | 2018 | Bankruptcy 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 |
| 14 | 2016 | The 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 | 7 |
| 15 | 2018 | What 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 |
| 16 | 2018 | When 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 | 6 |
| 17 | 2014 | Information 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 | 5 |
| 18 | 2020 | Stock-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. Full description at Econpapers || Download paper | 4 |
| 19 | 2019 | The 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 |
| 20 | 2021 | Optimal 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 | 3 |
| 21 | 2015 | The 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 | 3 |
| 22 | 2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel. (2021). Candelon, Bertrand ; Joets, Marc ; Ferrara, Laurent. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021003. Full description at Econpapers || Download paper | 3 |
| 23 | 2015 | Analysts 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 | 3 |
| 24 | 2022 | Macroprudential policies, economic growth and banking crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; ben Naceur, Sami ; Belkhir, Mohamed. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022013. Full description at Econpapers || Download paper | 3 |
| 25 | 2021 | Optimal 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 |
| 26 | 2020 | Managerial 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 |
| 27 | 2019 | A 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 | 3 |
| 28 | 2018 | A 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 | 3 |
| 29 | 2021 | Do 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 |
| 30 | 2021 | Macrofinancial 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 |
| 31 | 2015 | How integrated is the European carbon derivatives market?. (2015). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015004. Full description at Econpapers || Download paper | 2 |
| 32 | 2021 | Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001. Full description at Econpapers || Download paper | 2 |
| 33 | 2022 | Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022001. Full description at Econpapers || Download paper | 2 |
| 34 | 2021 | Does 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. Full description at Econpapers || Download paper | 2 |
| 35 | 2021 | What drives retail portfolio exposure to ESG factors?. (2021). Roger, Tristan ; Merli, Maxime ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021020. Full description at Econpapers || Download paper | 2 |
| 36 | 2021 | Trading leveraged Exchange-Traded products is hazardous to your wealth. (2021). Roger, Patrick ; Mcgowan, Richard ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021004. Full description at Econpapers || Download paper | 2 |
| 37 | 2021 | ESG-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 |
| 38 | 2021 | Measuring the disposition effect. (2021). de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002. Full description at Econpapers || Download paper | 2 |
| 39 | 2022 | Unpacking the black box of ICO white papers: a topic modeling approach. (2022). Torsin, Wouter ; Thewissen, James ; Shrestha, Prabal ; Pastwa, Anna M. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022005. Full description at Econpapers || Download paper | 2 |
| 40 | 2014 | Liquidity 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. Full description at Econpapers || Download paper | 2 |
| 41 | 2021 | What 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. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 34
| Year | Title | |
|---|---|---|
| 2022 | Ineffective implementation of corporate governance? A call for greater transparency to reduce agency cost. (2022). Boyer, Martin M ; Jibran, Muhammad Ali ; Nazir, Mian Sajid ; Tahir, Samya. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:5:p:1528-1547. Full description at Econpapers || Download paper | |
| 2022 | The effect of internal control quality on real and accrual-based earnings management: evidence from France. (2022). Elbardan, Hany ; Bouri, Abdelfettah ; Boulhaga, Mounia. In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:33:y:2022:i:4:d:10.1007_s00187-022-00348-5. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond. (2022). Ren, Xiaohang ; Li, Jingyao ; Wang, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002605. Full description at Econpapers || Download paper | |
| 2022 | Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042. Full description at Econpapers || Download paper | |
| 2022 | Sustainable Investment Preferences among Robo-Advisor Clients. (2022). Soderberg, Inga-Lill ; Agung, Ida Ayu. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12636-:d:933571. Full description at Econpapers || Download paper | |
| 2022 | What drives retail portfolio exposure to ESG factors?. (2022). Roger, Tristan ; Merli, Maxime ; Dhondt, Catherine. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004505. Full description at Econpapers || Download paper | |
| 2022 | Forecasting the future of robo advisory: A three-stage Delphi study on economic, technological, and societal implications. (2022). Dabi, Marina ; Gojowy, Robin ; Tiberius, Victor. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003481. Full description at Econpapers || Download paper | |
| 2022 | Stock market entry timing and retail investors disposition effect. (2022). Liu, Jiubiao ; Hao, Jing ; Wang, Ziqiao ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001661. Full description at Econpapers || Download paper | |
| 2022 | Reconciling mean-variance portfolio theory with non-Gaussian returns. (2022). Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:729-740. Full description at Econpapers || Download paper | |
| 2022 | Dynamic selection of GramâCharlier expansions with risk targets: an application to cryptocurrencies. (2022). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00084-5. Full description at Econpapers || Download paper | |
| 2022 | Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process. (2022). Simaan, Yusif ; Khashanah, Khaldoun. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000412. Full description at Econpapers || Download paper | |
| 2022 | Portfolio optimization with sparse multivariate modeling. (2022). Aste, Tomaso ; Procacci, Pier Francesco. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00280-2. Full description at Econpapers || Download paper | |
| 2022 | Kurtosis-Based Risk Parity: Methodology and Portfolio Effects.. (2022). Zoia, Maria Grazia ; Nava, Consuelo R ; Braga, Maria Debora. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202208. Full description at Econpapers || Download paper | |
| 2022 | Are voluntary internal control weakness disclosures in initial public offerings associated with managerial ability and subsequent financial reporting quality?. (2022). Myring, Mark ; Westfall, Tiffany J. In: Advances in accounting. RePEc:eee:advacc:v:59:y:2022:i:c:s0882611022000360. Full description at Econpapers || Download paper | |
| 2022 | COVID-19 and the Economy: Summary of research and future directions. (2022). Simkins, Betty J ; Iyer, Subramanian Rama. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001131. Full description at Econpapers || Download paper | |
| 2022 | Industry 4.0 and production recovery in the covid era. (2022). Pini, Marco ; Bchi, Giacomo ; Castagnoli, Rebecca ; Cugno, Monica. In: Technovation. RePEc:eee:techno:v:114:y:2022:i:c:s0166497221002248. Full description at Econpapers || Download paper | |
| 2022 | A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x. Full description at Econpapers || Download paper | |
| 2022 | Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494. Full description at Econpapers || Download paper | |
| 2022 | The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810. Full description at Econpapers || Download paper | |
| 2022 | Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566. Full description at Econpapers || Download paper | |
| 2022 | The boosted HP filter is more general than you might think. (2022). , Peter ; PEter, ; Shi, Zhentao ; Mei, Ziwei. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348. Full description at Econpapers || Download paper | |
| 2022 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23. Full description at Econpapers || Download paper | |
| 2022 | Backcasting world trade growth using data reduction methods. (2022). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-04027843. Full description at Econpapers || Download paper | |
| 2022 | Backcasting world trade growth using data reduction methods. (2022). Darné, Olivier ; Charles, Amelie. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:10:p:3169-3191. Full description at Econpapers || Download paper | |
| 2022 | Meta-Learning Approaches for Recovery Rate Prediction. (2022). Vrins, Frederic ; Roccazzella, Francesco ; Gambetti, Paolo. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:124-:d:837184. Full description at Econpapers || Download paper | |
| 2022 | Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2022). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1050-1050. Full description at Econpapers || Download paper | |
| 2022 | Portfolio Diversification During the Belle Ãpoque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance. (2022). Parent, Antoine ; Merli, Maxime. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2022-01. Full description at Econpapers || Download paper | |
| 2022 | The impact of COVID-19 on commodity options market: Evidence from China. (2022). Xu, Hao ; Chen, Jilong. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002395. Full description at Econpapers || Download paper | |
| 2022 | From Individual Human Decisions to Economic and Financial Policies. (2022). Weber, Matthias. In: SocArXiv. RePEc:osf:socarx:5ju7z. Full description at Econpapers || Download paper | |
| 2022 | When are the effects of economic policy uncertainty on oilâstock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | The Product Circularity Data SheetâA Standardized Digital Fingerprint for Circular Economy Data about Products. (2022). Schroeder, Jeannot ; Ayed, Anne-Christine ; Mulhall, Douglas ; Wautelet, Thibaut ; Hansen, Katja. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3397-:d:810060. Full description at Econpapers || Download paper | |
| 2022 | Special Issue âRisks: Feature Papers 2021â. (2022). Steffensen, Mogens. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:64-:d:769444. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013. Full description at Econpapers || Download paper | |
| 2021 | Earnings Management Methods and CEO Political Affiliation. (2021). Torsin, Wouter ; Thewissen, James ; Ozgur, Arslan-Ayaydin. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021017. Full description at Econpapers || Download paper | |
| 2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777. Full description at Econpapers || Download paper | |
| 2021 | Boosting 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. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Method 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. Full description at Econpapers || Download paper | |
| 2021 | Comparison 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 EconomÃa y Finanzas Nueva Ãpoca REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:tnea:a:8. Full description at Econpapers || Download paper | |
| 2021 | Testing 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. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic Forecasting with LSTM and Mixed Frequency Time Series Data. (2021). Kamolthip, Sarun. In: PIER Discussion Papers. RePEc:pui:dpaper:165. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Cotter, John ; Conlon, Thomas ; Kynigakis, Iason. In: Working Papers. RePEc:ucd:wpaper:202111. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document |
|---|
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | The Determinants of Market-Implied Recovery Rates. (2019). Franois, Pascal. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:57-:d:232426. Full description at Econpapers || Download paper |
10 most frequent citing series