Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
14
Impact Factor (IF)
0.95
5 Years IF
1.14
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 0.68 0 0 1 1 7 0 0 0 0 0 0.36
2013 0 0.66 0 0 6 7 9 0 1 1 0 0 0.35
2014 0 0.67 0.13 0 9 16 66 2 2 7 7 0 2 0.22 0.34
2015 0.4 0.65 0.32 0.38 9 25 62 8 10 15 6 16 6 0 2 0.22 0.36
2016 0.56 0.64 0.48 0.56 4 29 60 14 24 18 10 25 14 0 0 0.34
2017 0.69 0.62 0.45 0.45 4 33 7 15 39 13 9 29 13 0 1 0.25 0.35
2018 0.63 0.61 0.44 0.56 17 50 141 22 61 8 5 32 18 0 2 0.12 0.34
2019 0.57 0.62 0.8 0.86 10 60 71 46 109 21 12 43 37 0 1 0.1 0.36
2020 1.15 0.7 0.91 0.93 6 66 31 56 169 27 31 44 41 0 0 0.74
2021 1.31 0.95 1.04 1.46 25 91 85 95 264 16 21 41 60 0 14 0.56 0.39
2022 1.03 0.69 1.15 1.34 13 104 23 120 384 31 32 62 83 0 1 0.08 0.22
2023 0.95 0.59 0.82 1.14 14 118 8 97 481 38 36 71 81 0 3 0.21 0.18
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
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

57
22014Intraday 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

47
32015A 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

46
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

43
52021Machine 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

28
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

23
72019Eco-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

22
82019Taming 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

21
92019Recovery 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

20
102020Artificial 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

19
112014Information 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

18
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

16
132018Disentangling 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
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

14
152018What 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

12
162021Portfolio 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

12
172018When 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
182022Macroprudential 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

10
192020Stock-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

8
202012An 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

8
212021Optimal 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

8
222017Wrong-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
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

6
242022Does 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

6
252015The 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
262015Analysts 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
272022Unpacking 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

5
282018The Disposition Effect does not survive disclosure of expected price trends. (2018). D'Hondt, Catherine ; de Winne, Rudy ; DEWINNE, Rudy ; Corneille, Olivier. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018003.

Full description at Econpapers || Download paper

4
292020Managerial 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

4
302021Macrofinancial 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

4
312021Measuring the disposition effect. (2021). de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002.

Full description at Econpapers || Download paper

4
322021Does 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

4
332021Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001.

Full description at Econpapers || Download paper

4
342021Do 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

4
352019The 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
362013The 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
372021Diversification potential in real estate portfolios. (2021). Hasse, Jean-Baptiste ; Fuerst, Franz ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021009.

Full description at Econpapers || Download paper

3
382021Global 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
392018A 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
402018A 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
412013Bank failures and regulation: a critical review. (2013). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013006.

Full description at Econpapers || Download paper

3
422023Non-Standard Errors. (2023). Hasse, Jean-Baptiste ; e. a.,, ; Johannesson, Magnus ; Huber, Juergen ; Holzmeister, Felix ; Dreber, Anna ; Menkveld, Albert J. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023002.

Full description at Econpapers || Download paper

3
432013Sibuya copulas. (2013). Vrins, Frederic ; Hofert, Marius. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013003.

Full description at Econpapers || Download paper

3
442021ESG-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

3
452019A 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
462023On the Combination of Naive and Mean-Variance Portfolio Strategies. (2023). Vrins, Frederic ; Vanderveken, Rodolphe ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023012.

Full description at Econpapers || Download paper

3
472021Trading 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

3
482021Optimal 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
492023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023010.

Full description at Econpapers || Download paper

2
502014Liquidity 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 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

34
22021Machine 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
32016Managers 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

17
42019Eco-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

14
52019Recovery 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
62019Taming 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

12
72014Intraday 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

12
82020Artificial 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

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

11
102021Portfolio 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

11
112018Subjective 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

10
122022Macroprudential 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

9
132018Bankruptcy 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
142020Stock-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

8
152018Disentangling 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
162016The 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

8
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

6
182022Unpacking 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

5
192021Measuring the disposition effect. (2021). de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002.

Full description at Econpapers || Download paper

4
202018The Disposition Effect does not survive disclosure of expected price trends. (2018). D'Hondt, Catherine ; de Winne, Rudy ; DEWINNE, Rudy ; Corneille, Olivier. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018003.

Full description at Econpapers || Download paper

4
212022Does 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

4
222023On the Combination of Naive and Mean-Variance Portfolio Strategies. (2023). Vrins, Frederic ; Vanderveken, Rodolphe ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023012.

Full description at Econpapers || Download paper

3
232023Non-Standard Errors. (2023). Hasse, Jean-Baptiste ; e. a.,, ; Johannesson, Magnus ; Huber, Juergen ; Holzmeister, Felix ; Dreber, Anna ; Menkveld, Albert J. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023002.

Full description at Econpapers || Download paper

3
242021Do 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

3
252021Diversification potential in real estate portfolios. (2021). Hasse, Jean-Baptiste ; Fuerst, Franz ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021009.

Full description at Econpapers || Download paper

3
262021ESG-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

3
272021Global 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
282021Macrofinancial 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
292020Managerial 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
302014Information 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

3
312021Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001.

Full description at Econpapers || Download paper

3
322021Does 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

3
332021Optimal 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

2
342018When 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

2
352015How 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
362021Trading 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
372019The 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

2
382015The 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

2
392021What 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
402022Meta-Learning Approaches for Recovery Rate Prediction. (2022). Vrins, Frederic ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022011.

Full description at Econpapers || Download paper

2
412023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023010.

Full description at Econpapers || Download paper

2
422021What 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
432022Fragmentation 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
Citing documents used to compute impact factor: 36
YearTitle
2023Do online searches actually measure future retail investor trades?. (2023). Piccoli, Pedro ; de Castro, Jessica. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000686.

Full description at Econpapers || Download paper

2023Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345.

Full description at Econpapers || Download paper

2023Financial literacy, financial development, and leverage of small firms. (2023). Goaied, Mohamed ; Bennasr, Hamdi ; Basha, Shabeen Afsar. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000261.

Full description at Econpapers || Download paper

2023Is attention-based stock buying profitable? Empirical evidence from Chinese individual investors. (2023). Zhang, Yixing ; Lu, Xiaomeng ; Chen, Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23001919.

Full description at Econpapers || Download paper

2023Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420.

Full description at Econpapers || Download paper

2023Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512.

Full description at Econpapers || Download paper

2023Stock market anomalies and machine learning across the globe. (2023). Mueller, Sebastian ; Kaiser, Georg Sebastian ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z.

Full description at Econpapers || Download paper

2023Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314.

Full description at Econpapers || Download paper

2023Effect of geomagnetic activity on investors and managers: evidence from the pricing and timing of disclosure of earnings news. (2023). Kalelkar, Rachana ; Asthana, Sharad. In: Asian Review of Accounting. RePEc:eme:arapps:ara-04-2022-0100.

Full description at Econpapers || Download paper

2023Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. (2023). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2322.

Full description at Econpapers || Download paper

2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

Full description at Econpapers || Download paper

2023Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323.

Full description at Econpapers || Download paper

2023Business cycle and realized losses in the consumer credit industry. (2023). Vrins, Frederic ; Roccazzella, Francesco ; Distaso, Walter. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023007.

Full description at Econpapers || Download paper

2023The effect of negative interest rates on savings with monthly contributions. (2022). Pires, Benito ; Jos'e Pedro Gaiv~ao, . In: Papers. RePEc:arx:papers:2206.11933.

Full description at Econpapers || Download paper

2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023The Optimal Level of Financial Growth in View of a Nonlinear Macroprudential Policy Regime Model: A Bayesian Approach. (2023). Nkomo, Nomusa Yolanda ; Zungu, Lindokuhle Talent ; Dlamini, Sifundo Ntokozo. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:234-:d:1118685.

Full description at Econpapers || Download paper

2023
2023
2023The transmission of macroprudential policy in the tails: evidence from a narrative approach. (2023). Manuel, Ed ; Lloyd, Simon ; Fernandez-Gallardo, Alvaro. In: ESRB Working Paper Series. RePEc:srk:srkwps:2023145.

Full description at Econpapers || Download paper

2023
2023
2023Investor attention and the use of leverage. (2023). Peltomaki, Jarkko ; Davydov, Denis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:287-313.

Full description at Econpapers || Download paper

2023Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6.

Full description at Econpapers || Download paper

2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

Full description at Econpapers || Download paper

2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

Full description at Econpapers || Download paper

2023Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086.

Full description at Econpapers || Download paper

2023Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks. (2023). Meunier, Baptiste ; Baptiste, Meunier ; Benjamin, Lietti ; Jean-Charles, Bricongne ; Simon, Ben Arous ; Alexandre, Aspremont. In: Working papers. RePEc:bfr:banfra:916.

Full description at Econpapers || Download paper

2023Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9.

Full description at Econpapers || Download paper

2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

Full description at Econpapers || Download paper

2023Time-varying forecast combination for high-dimensional data. (2023). Maung, Kenwin ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000556.

Full description at Econpapers || Download paper

2023Green Human Resource Management: Mapping the Research Trends for Sustainable and Agile Human Resources in SMEs. (2023). Passas, Ioannis ; Garefalakis, Alexandros ; Ragazou, Konstantina ; Papademetriou, Christos. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5636-:d:1105399.

Full description at Econpapers || Download paper

2023ESG controversies and bank risk taking. (2023). Mazzu, Sebastiano ; Galletta, Simona. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:274-288.

Full description at Econpapers || Download paper

2023Early bird catches the worm: finding the most effective early warning indicators of recessions. (2023). Globan, Tomislav ; Bai, Filip. In: Economic Research-Ekonomska Istraživanja. RePEc:taf:reroxx:v:36:y:2023:i:1:p:2120040.

Full description at Econpapers || Download paper

2023How the quality of initial coin offering white papers influences fundraising: Using security token offerings white papers as a benchmark. (2023). Yen, Juchun ; Wang, Tawei ; Li, Zhean ; Chou, Shihchu. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:1:p:3-18.

Full description at Econpapers || Download paper

2023Legal NLP Meets MiCAR: Advancing the Analysis of Crypto White Papers. (2023). Camassa, Carolina. In: Papers. RePEc:arx:papers:2310.10333.

Full description at Econpapers || Download paper

2023Initial Coin Offerings: a Hybrid Empirical Review. (2023). Joshipura, Mayank ; Alshater, Muneer M ; Nasrallah, Nohade ; el Khoury, Rim. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-022-00726-2.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2023

YearCiting document
2023Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202315.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations received in 2022

YearCiting document
2022Should 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

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

Full description at Econpapers || Download paper

2021Earnings 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

2021Machine 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

2021Macroeconomic 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

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.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021What drives retail portfolio exposure to ESG factors?. (2021). Roger, Tristan ; Merli, Maxime ; Dhondt, Catherine. In: Post-Print. RePEc:hal:journl:hal-03373287.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Macroeconomic 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

2021Machine 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

YearCiting document