[Raw
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[50 most relevant papers]
[cites used to compute IF]
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2012 | 0 | 0.67 | 0 | 0 | 1 | 1 | 7 | 0 | 0 | 0 | 0 | 0 | 0.36 | |||||
| 2013 | 0 | 0.64 | 0 | 0 | 6 | 7 | 11 | 0 | 1 | 1 | 0 | 0 | 0.34 | |||||
| 2014 | 0 | 0.67 | 0.13 | 0 | 9 | 16 | 69 | 2 | 2 | 7 | 7 | 0 | 2 | 0.22 | 0.34 | |||
| 2015 | 0.4 | 0.65 | 0.32 | 0.38 | 9 | 25 | 65 | 8 | 10 | 15 | 6 | 16 | 6 | 0 | 2 | 0.22 | 0.36 | |
| 2016 | 0.56 | 0.63 | 0.55 | 0.64 | 4 | 29 | 70 | 16 | 26 | 18 | 10 | 25 | 16 | 0 | 0 | 0.34 | ||
| 2017 | 0.69 | 0.61 | 0.45 | 0.45 | 4 | 33 | 8 | 15 | 41 | 13 | 9 | 29 | 13 | 0 | 1 | 0.25 | 0.33 | |
| 2018 | 0.63 | 0.6 | 0.44 | 0.56 | 17 | 50 | 182 | 22 | 63 | 8 | 5 | 32 | 18 | 0 | 2 | 0.12 | 0.34 | |
| 2019 | 0.62 | 0.6 | 0.83 | 0.88 | 10 | 60 | 91 | 48 | 113 | 21 | 13 | 43 | 38 | 0 | 1 | 0.1 | 0.35 | |
| 2020 | 1.26 | 0.68 | 0.98 | 1.02 | 6 | 66 | 48 | 61 | 178 | 27 | 34 | 44 | 45 | 0 | 0 | 0.72 | ||
| 2021 | 1.31 | 0.91 | 1.09 | 1.51 | 25 | 91 | 116 | 99 | 277 | 16 | 21 | 41 | 62 | 0 | 15 | 0.6 | 0.37 | |
| 2022 | 1.1 | 0.66 | 1.19 | 1.39 | 14 | 105 | 46 | 125 | 402 | 31 | 34 | 62 | 86 | 0 | 1 | 0.07 | 0.21 | |
| 2023 | 1.08 | 0.5 | 0.97 | 1.28 | 15 | 120 | 23 | 116 | 518 | 39 | 42 | 72 | 92 | 0 | 6 | 0.4 | 0.16 | |
| 2024 | 1.14 | 0.53 | 1.25 | 1.39 | 10 | 130 | 0 | 162 | 680 | 29 | 33 | 70 | 97 | 0 | 0 | 0.2 |
| 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | High frequency trading and extreme price movements. (2018). Brogaard, Jonathan ; Moyaert, Thibaut ; Riordan, Ryan ; Sokolov, Konstantin ; Shkilko, Andriy ; Carrion, Allen. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018009. Full description at Econpapers || Download paper | 76 |
| 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 | 51 |
| 3 | 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 | 49 |
| 4 | 2015 | A macro-financial analysis of the euro area sovereign bond market. (2015). Iania, Leonardo ; Dewachter, Hans ; Lyrio, Marco ; de Sola, Maite. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015009. Full description at Econpapers || Download paper | 47 |
| 5 | 2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Babii, Andrii ; Ghysels, Eric. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021010. Full description at Econpapers || Download paper | 35 |
| 6 | 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 | 31 |
| 7 | 2018 | Subjective Financial Literacy and Retail Investorsâ Behavior. (2018). De Winne, Rudy ; D'Hondt, Catherine ; Bellofatto, Anthony. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018004. Full description at Econpapers || Download paper | 30 |
| 8 | 2019 | Taming financial development to reduce crises. (2019). Lajaunie, Quentin ; Candelon, Bertrand ; Ben Naceur, Sami. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019005. Full description at Econpapers || Download paper | 26 |
| 9 | 2019 | Recovery rates: Uncertainty certainly matters. (2019). Vrins, Frédéric ; Gambetti, Paolo ; Gauthier, Genevieve. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019007. Full description at Econpapers || Download paper | 26 |
| 10 | 2020 | Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. (2020). De Winne, Rudy ; Raymond, Steve ; Ghysels, Eric ; D'Hondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020007. Full description at Econpapers || Download paper | 25 |
| 11 | 2018 | Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. (2018). Vrins, Frédéric ; Brigo, Damiano. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018012. Full description at Econpapers || Download paper | 22 |
| 12 | 2018 | Bankruptcy and the cost of organized labor: Evidence from union elections. (2018). Zhang, Yue ; Campello, Murillo ; Qiu, Jiaping ; Gao, Janet. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018015. Full description at Econpapers || Download paper | 20 |
| 13 | 2014 | Information in the yield curve: A macro-finance approach. (2014). Iania, Leonardo ; Dewachter, Hans ; Lyrio, Marco. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014007. Full description at Econpapers || Download paper | 19 |
| 14 | 2016 | The financial reward for environmental performance in the energy sector. (2016). Arslan-Ayaydin, Ãzgür ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016001. Full description at Econpapers || Download paper | 18 |
| 15 | 2021 | Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021005. Full description at Econpapers || Download paper | 17 |
| 16 | 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 | 17 |
| 17 | 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 | 14 |
| 18 | 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 | 13 |
| 19 | 2020 | Stock-bond return correlations: Moving away from one-frequency-fits-all by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Smedts, Kristien ; Allard, Anne-Florence. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020005. Full description at Econpapers || Download paper | 12 |
| 20 | 2018 | When does the tone of earnings press releases matter?. (2018). Thewissen, James ; Boudt, Kris ; Torsin, Wouter. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018001. Full description at Econpapers || Download paper | 11 |
| 21 | 2021 | Optimal Portfolio Diversification via Independent Component Analysis. (2021). Vrins, Frédéric ; Lassance, Nathan ; Demiguel, Victor. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021012. Full description at Econpapers || Download paper | 10 |
| 22 | 2020 | Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Thewissen, James ; Arslan-Ayaydin, Ãzgür ; Torsin, Wouter ; Bishara, Norman. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020003. Full description at Econpapers || Download paper | 9 |
| 23 | 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 | 8 |
| 24 | 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 | 8 |
| 25 | 2021 | Does managerial ability affect disclosure? Evidence from earnings press releases. (2021). Arslan-Ayaydin, Ãzgür ; Torsin, Wouter ; Thewissen, James ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021006. Full description at Econpapers || Download paper | 7 |
| 26 | 2022 | Unpacking the black box of ICO white papers: a topic modeling approach. (2022). Pastwa, Anna ; Torsin, Wouter ; Shrestha, Prabal ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022005. Full description at Econpapers || Download paper | 7 |
| 27 | 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 | 7 |
| 28 | 2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel. (2021). Joëts, Marc ; Ferrara, Laurent ; Candelon, Bertrand ; Joets, Marc. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021003. Full description at Econpapers || Download paper | 7 |
| 29 | 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 | 6 |
| 30 | 2023 | Non-Standard Errors. (2023). Menkveld, Albert ; Johannesson, Magnus ; Holzmeister, Felix ; Hasse, Jean-Baptiste ; Dreber, Anna ; Huber, Juergen ; e. a.,, . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023002. Full description at Econpapers || Download paper | 6 |
| 31 | 2023 | Sovereign 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 | 6 |
| 32 | 2017 | Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics. (2017). Vrins, Frédéric. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2017001. Full description at Econpapers || Download paper | 6 |
| 33 | 2021 | Googlization and retail trading activity. (2021). Desagre, Christophe ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001. Full description at Econpapers || Download paper | 5 |
| 34 | 2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). De Winne, Rudy ; Merli, Maxime ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021015. Full description at Econpapers || Download paper | 5 |
| 35 | 2021 | Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Iania, Leonardo ; Dewachter, Hans ; De Backer, Bruno. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021007. Full description at Econpapers || Download paper | 5 |
| 36 | 2022 | Meta-Learning Approaches for Recovery Rate Prediction. (2022). Vrins, Frédéric ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022011. Full description at Econpapers || Download paper | 5 |
| 37 | 2015 | Analysts forecast error: a robust prediction model and its short-term trading profitability. (2015). Thewissen, James ; Boudt, Kris ; de Goeij, Peter ; van Campenhout, Geert. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015008. Full description at Econpapers || Download paper | 5 |
| 38 | 2021 | Measuring the disposition effect. (2021). De Winne, Rudy. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002. Full description at Econpapers || Download paper | 5 |
| 39 | 2018 | The Disposition Effect does not survive disclosure of expected price trends. (2018). De Winne, Rudy ; Corneille, Olivier ; D'Hondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018003. Full description at Econpapers || Download paper | 5 |
| 40 | 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 |
| 41 | 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 | 4 |
| 42 | 2021 | Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2021). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021014. Full description at Econpapers || Download paper | 4 |
| 43 | 2019 | The informativeness of impression management - financial analysts and rhetorical style of CEO letters. (2019). Aerts, Walter ; Thewissen, James ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019003. Full description at Econpapers || Download paper | 4 |
| 44 | 2021 | Diversification 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 | 4 |
| 45 | 2022 | Fragmentation in the European Monetary Union: Is it really over?. (2022). Roccazzella, Francesco ; Candelon, Bertrand ; Luisi, Angelo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022001. Full description at Econpapers || Download paper | 4 |
| 46 | 2023 | The risk premium in New Keynesian DSGE models: The cost of inflation channel. (2023). Wouters, Raf ; Tretiakov, Pavel ; Iania, Leonardo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023013. Full description at Econpapers || Download paper | 3 |
| 47 | 2018 | A subordinated CIR intensity model with application to wrong-way risk CVA. (2018). Vrins, Frédéric ; Mbaye, Cheikh. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018016. Full description at Econpapers || Download paper | 3 |
| 48 | 2023 | On the Combination of Naive and Mean-Variance Portfolio Strategies. (2023). Vanderveken, Rodolphe ; Lassance, Nathan ; Vrins, Frederic. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023012. Full description at Econpapers || Download paper | 3 |
| 49 | 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 | 3 |
| 50 | 2017 | Identifying Expensive Trades by Monitoring the Limit Order Book. (2017). D'Hondt, Catherine ; Detollenaere, Benoit. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2017003. Full description at Econpapers || Download paper | 3 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | High frequency trading and extreme price movements. (2018). Brogaard, Jonathan ; Moyaert, Thibaut ; Riordan, Ryan ; Sokolov, Konstantin ; Shkilko, Andriy ; Carrion, Allen. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018009. Full description at Econpapers || Download paper | 37 |
| 2 | 2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Babii, Andrii ; Ghysels, Eric. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021010. Full description at Econpapers || Download paper | 20 |
| 3 | 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 | 18 |
| 4 | 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 | 18 |
| 5 | 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 | 17 |
| 6 | 2020 | Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. (2020). De Winne, Rudy ; Raymond, Steve ; Ghysels, Eric ; D'Hondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020007. Full description at Econpapers || Download paper | 14 |
| 7 | 2018 | Subjective Financial Literacy and Retail Investorsâ Behavior. (2018). De Winne, Rudy ; D'Hondt, Catherine ; Bellofatto, Anthony. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018004. Full description at Econpapers || Download paper | 13 |
| 8 | 2019 | Recovery rates: Uncertainty certainly matters. (2019). Vrins, Frédéric ; Gambetti, Paolo ; Gauthier, Genevieve. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019007. Full description at Econpapers || Download paper | 13 |
| 9 | 2019 | Taming financial development to reduce crises. (2019). Lajaunie, Quentin ; Candelon, Bertrand ; Ben Naceur, Sami. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019005. Full description at Econpapers || Download paper | 12 |
| 10 | 2021 | Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021005. Full description at Econpapers || Download paper | 11 |
| 11 | 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 | 11 |
| 12 | 2020 | Stock-bond return correlations: Moving away from one-frequency-fits-all by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Smedts, Kristien ; Allard, Anne-Florence. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020005. Full description at Econpapers || Download paper | 10 |
| 13 | 2018 | Bankruptcy and the cost of organized labor: Evidence from union elections. (2018). Zhang, Yue ; Campello, Murillo ; Qiu, Jiaping ; Gao, Janet. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018015. Full description at Econpapers || Download paper | 10 |
| 14 | 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 | 7 |
| 15 | 2016 | The financial reward for environmental performance in the energy sector. (2016). Arslan-Ayaydin, Ãzgür ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016001. Full description at Econpapers || Download paper | 7 |
| 16 | 2022 | Unpacking the black box of ICO white papers: a topic modeling approach. (2022). Pastwa, Anna ; Torsin, Wouter ; Shrestha, Prabal ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022005. Full description at Econpapers || Download paper | 7 |
| 17 | 2018 | Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. (2018). Vrins, Frédéric ; Brigo, Damiano. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018012. Full description at Econpapers || Download paper | 7 |
| 18 | 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 | 6 |
| 19 | 2023 | Non-Standard Errors. (2023). Menkveld, Albert ; Johannesson, Magnus ; Holzmeister, Felix ; Hasse, Jean-Baptiste ; Dreber, Anna ; Huber, Juergen ; e. a.,, . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023002. Full description at Econpapers || Download paper | 6 |
| 20 | 2020 | Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Thewissen, James ; Arslan-Ayaydin, Ãzgür ; Torsin, Wouter ; Bishara, Norman. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020003. Full description at Econpapers || Download paper | 6 |
| 21 | 2023 | Sovereign 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 | 6 |
| 22 | 2021 | Does managerial ability affect disclosure? Evidence from earnings press releases. (2021). Arslan-Ayaydin, Ãzgür ; Torsin, Wouter ; Thewissen, James ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021006. Full description at Econpapers || Download paper | 5 |
| 23 | 2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel. (2021). Joëts, Marc ; Ferrara, Laurent ; Candelon, Bertrand ; Joets, Marc. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021003. Full description at Econpapers || Download paper | 5 |
| 24 | 2018 | The Disposition Effect does not survive disclosure of expected price trends. (2018). De Winne, Rudy ; Corneille, Olivier ; D'Hondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018003. Full description at Econpapers || Download paper | 5 |
| 25 | 2022 | Meta-Learning Approaches for Recovery Rate Prediction. (2022). Vrins, Frédéric ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022011. Full description at Econpapers || Download paper | 5 |
| 26 | 2015 | A macro-financial analysis of the euro area sovereign bond market. (2015). Iania, Leonardo ; Dewachter, Hans ; Lyrio, Marco ; de Sola, Maite. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015009. Full description at Econpapers || Download paper | 5 |
| 27 | 2021 | Measuring the disposition effect. (2021). De Winne, Rudy. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002. Full description at Econpapers || Download paper | 4 |
| 28 | 2021 | Diversification 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 | 4 |
| 29 | 2023 | The risk premium in New Keynesian DSGE models: The cost of inflation channel. (2023). Wouters, Raf ; Tretiakov, Pavel ; Iania, Leonardo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023013. Full description at Econpapers || Download paper | 3 |
| 30 | 2021 | Googlization and retail trading activity. (2021). Desagre, Christophe ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001. Full description at Econpapers || Download paper | 3 |
| 31 | 2021 | Optimal Portfolio Diversification via Independent Component Analysis. (2021). Vrins, Frédéric ; Lassance, Nathan ; Demiguel, Victor. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021012. Full description at Econpapers || Download paper | 3 |
| 32 | 2023 | On the Combination of Naive and Mean-Variance Portfolio Strategies. (2023). Vanderveken, Rodolphe ; Lassance, Nathan ; Vrins, Frederic. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023012. Full description at Econpapers || Download paper | 3 |
| 33 | 2023 | Testing for Causality between Climate Policies and Carbon Emissions Reduction. (2023). Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023007. Full description at Econpapers || Download paper | 3 |
| 34 | 2021 | Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Iania, Leonardo ; Dewachter, Hans ; De Backer, Bruno. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021007. Full description at Econpapers || Download paper | 3 |
| 35 | 2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). De Winne, Rudy ; Merli, Maxime ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021015. Full description at Econpapers || Download paper | 3 |
| 36 | 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 | 3 |
| 37 | 2017 | Identifying Expensive Trades by Monitoring the Limit Order Book. (2017). D'Hondt, Catherine ; Detollenaere, Benoit. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2017003. Full description at Econpapers || Download paper | 2 |
| 38 | 2021 | What leads people to tolerate negative interest rates on their savings?. (2021). Todorovic, Aleksandar ; De Winne, Rudy ; Corneille, O ; Efendic, E ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021011. Full description at Econpapers || Download paper | 2 |
| 39 | 2023 | Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023004. Full description at Econpapers || Download paper | 2 |
| 40 | 2020 | Disclosure tone management and labor unions. (2020). Torsin, Wouter ; Arslan-Ayaydina, Ozgur ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020001. Full description at Econpapers || Download paper | 2 |
| 41 | 2022 | Fragmentation in the European Monetary Union: Is it really over?. (2022). Roccazzella, Francesco ; Candelon, Bertrand ; Luisi, Angelo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022001. 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 |
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| 2024 | Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints. (2024). Sensoy, Ahmet ; Mahapatra, Biplab ; Banerjee, Ameet Kumar ; Fabozzi, Frank ; Pradhan, H K. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05865-1. Full description at Econpapers || Download paper | |
| 2024 | The role of CDS spreads in explaining bond recovery rates. (2024). Barbagli, Matteo ; Franois, Pascal ; Gauthier, Genevieve ; Vrins, Frederic. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002. Full description at Econpapers || Download paper | |
| 2024 | Functional clustering of NPLs recovery curves. (2024). Rocci, Roberto ; Carleo, Alessandra. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002179. Full description at Econpapers || Download paper | |
| 2024 | The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: BIS Working Papers. RePEc:bis:biswps:1191. Full description at Econpapers || Download paper | |
| 2024 | Capital flow management and monetary policy to control credit growth. (2024). Madjdsadjadi, Zagros ; Zehri, Chokri. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:637-676. Full description at Econpapers || Download paper | |
| 2024 | Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy. (2024). Brianzoni, Serena ; Ansori, Moch Fandi ; Campisi, Giovanni. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002395. Full description at Econpapers || Download paper | |
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| 2024 | Measuring the effects of borrower-based policies on new housing loans. (2024). Kukk, Merike ; Levenko, Natalia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:666-684. Full description at Econpapers || Download paper | |
| 2024 | The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000937. Full description at Econpapers || Download paper | |
| 2024 | Balancing financial stability and economic growth: a comprehensive analysis of macroprudential regulation. (2024). Zayati, Montassar ; Gallas, Salma ; Bouzgarrou, Houssam. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00283-x. Full description at Econpapers || Download paper | |
| 2024 | Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984. Full description at Econpapers || Download paper | |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper | |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper | |
| 2024 | First passage times in portfolio optimization: A novel nonparametric approach. (2024). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085. Full description at Econpapers || Download paper | |
| 2024 | Investigating investor attention to carbon risk from a supply chain perspective. (2024). Zhu, Yingming ; Yin, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005623. Full description at Econpapers || Download paper | |
| 2024 | Ecological footprint, electricity consumption, and economic growth in China: geopolitical risk and natural resources governance. (2024). Magazzino, Cosimo. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02460-4. Full description at Econpapers || Download paper | |
| 2024 | Setting up a Sovereign Wealth Fund to Reduce Currency Crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2417. Full description at Econpapers || Download paper | |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper | |
| 2024 | Loan loss provisions and the deposit rates yield curve at US banks. (2024). Sharma, Prateek. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:8:d:10.1007_s43546-024-00631-8. Full description at Econpapers || Download paper | |
| 2024 | Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8. Full description at Econpapers || Download paper | |
| 2024 | Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Lecourt, Christelle ; Siagh, Souhila. In: Post-Print. RePEc:hal:journl:hal-04742966. Full description at Econpapers || Download paper | |
| 2024 | Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000864. Full description at Econpapers || Download paper | |
| 2024 | Founder-CEO Extraversion and Sustainability Orientation in Initial Coin Offerings. (2024). Huang, Winifred ; Yan, Shuo ; Thewissen, James ; Xia, Feilian. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:48:y:2024:i:4:p:941-980. Full description at Econpapers || Download paper | |
| 2024 | The power of a name: Exploring the relationship between ICO name fluency and investor decision making. (2024). Yan, Shuo ; Shrestha, Prabal ; Thewissen, James ; Xia, Feilian. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000747. Full description at Econpapers || Download paper | |
| 2024 | Larger supply, shorter life? Exploring evidence from alternative cryptocurrencies on decentralized exchanges. (2024). Ye, Wenqiang ; Chang, Zhuoran ; Hua, Xia. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005135. Full description at Econpapers || Download paper | |
| 2024 | How are texts analyzed in blockchain research? A systematic literature review. (2024). Irresberger, Felix ; Zhuo, Xian ; Bostandzic, Denefa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00501-6. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202401. Full description at Econpapers || Download paper | |
| 2024 | Foreign trade and Chinaâs yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free NelsonâSiegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13447. Full description at Econpapers || Download paper | |
| 2024 | A novel integration of the FamaâFrench and BlackâLitterman models to enhance portfolio management. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000155. Full description at Econpapers || Download paper | |
| 2024 | Constructing Bayesian tangency portfolios under short-selling restrictions. (2024). Niklasson, Vilhelm ; Bodnar, Taras. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000953. Full description at Econpapers || Download paper | |
| 2024 | Tail mean-variance portfolio selection with estimation risk. (2024). Huang, Zhenzhen ; Wei, Pengyu ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234. Full description at Econpapers || Download paper | |
| 2024 | Generalized Rotemberg Price-Setting. (2024). Wende, Adrian ; Reiter, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11297. Full description at Econpapers || Download paper |
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| 2023 | Sovereign 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 | |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Bao, Te ; Fiar, Milo ; Reproducibility, Management Science ; Katok, Elena. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper | |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Katok, Elena ; Fiar, Milo ; Reproducibility, Management Science. In: OSF Preprints. RePEc:osf:osfxxx:mydzv_v1. Full description at Econpapers || Download paper | |
| 2023 | From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism. (2023). Maršál, Aleš ; Kaszab, Lorant ; Rabitsch, Katrin ; Marsal, Ales. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp350. Full description at Econpapers || Download paper | |
| 2023 | From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism. (2023). Maršál, Aleš ; Kaszab, Lorant ; Rabitsch-Schilcher, Katrin ; Marsal, Ales. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:46498408. Full description at Econpapers || Download paper | |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Bao, Te ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. Full description at Econpapers || Download paper |
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| 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 |
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| 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). Arslan-Ayaydin, Ãzgür ; 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). Conlon, Thomas ; cotter, john ; Kynigakis, Iason. 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 | TurquÃa | Big Data y Nowcasting: consumo e inversión de transacciones bancarias. (2021). Ortiz, Alvaro ; Isa, Berk ; Rodrigo, Tomasa ; Mert, Seda Guler ; Yazgan, Ege ; Soybilgen, Baris ; Barlas, Ali Batuhan. In: Working Papers. RePEc:bbv:wpaper:2107. 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 | Nowcasting India Economic Growth Using a Mixed-Data Sampling (MIDAS) Model (Empirical Study with Economic Policy UncertaintyâConsumer Prices Index). (2021). Tiwari, Pushpika ; Mishra, Pradeep ; Singh, Pankaj Kumar ; Ibragimova, Nazirya Alexandrovna ; Abotaleb, Mostafa ; Ray, Monika ; Alakkari, Khder ; Rahman, Umme Habibah ; Ahmed, Gulfishan Firdose ; Das, Soumitra Sankar ; Homa, Fozia ; Othman, Ali J ; Balloo, Ritisha. In: Data. RePEc:gam:jdataj:v:6:y:2021:i:11:p:113-:d:670942. 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). Senchilo, Nikita Dmitrievich ; Ustinov, Denis Anatolievich. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7098-:d:669182. Full description at Econpapers || Download paper | |
| 2021 | What drives retail portfolio exposure to ESG factors?. (2021). Dhondt, Catherine ; Roger, Tristan ; Merli, Maxime. In: Post-Print. RePEc:hal:journl:hal-03373287. Full description at Econpapers || Download paper | |
| 2021 | Comparison of Statistical Underlying Systematic Risk Factors and Betas Driving Returns on Equities. (2021). Porras, Salvador Torra ; de Guevara, Rogelio Ladron ; Moreno, Enric Monte. 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-Hélène. 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). Conlon, Thomas ; cotter, john ; Kynigakis, Iason. In: Working Papers. RePEc:ucd:wpaper:202111. Full description at Econpapers || Download paper |