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Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
16
Impact Factor (IF)
1.14
5 Years IF
1.39
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 0.67 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
50 most cited documents in this series
#YearTitleCited
12018High 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
22016Managers set the tone: Equity incentives and the tone of earnings press releases. (2016). Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016003.

Full description at Econpapers || Download paper

51
32014Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). PETITJEAN, Mikael ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014006.

Full description at Econpapers || Download paper

49
42015A 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
52021Machine 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
62019Eco-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
72018Subjective Financial Literacy and Retail Investors’ 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
82019Taming 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
92019Recovery 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
102020Artificial 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
112018Disentangling 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
122018Bankruptcy 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
132014Information 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
142016The financial reward for environmental performance in the energy sector. (2016). Arslan-Ayaydin, Özgür ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016001.

Full description at Econpapers || Download paper

18
152021Portfolio 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
162022Macroprudential 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
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

14
182022Does 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
192020Stock-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
202018When 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
212021Optimal 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
222020Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Thewissen, James ; Arslan-Ayaydin, Özgür ; Torsin, Wouter ; Bishara, Norman. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020003.

Full description at Econpapers || Download paper

9
232021ESG-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
242012An 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
252021Does managerial ability affect disclosure? Evidence from earnings press releases. (2021). Arslan-Ayaydin, Özgür ; Torsin, Wouter ; Thewissen, James ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021006.

Full description at Econpapers || Download paper

7
262022Unpacking 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
272015The 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
282021Global 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
292015How 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
302023Non-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
312023Sovereign 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
322017Wrong-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
332021Googlization and retail trading activity. (2021). Desagre, Christophe ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001.

Full description at Econpapers || Download paper

5
342021Do 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
352021Macrofinancial 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
362022Meta-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
372015Analysts 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
382021Measuring the disposition effect. (2021). De Winne, Rudy. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002.

Full description at Econpapers || Download paper

5
392018The 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
402013The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks. (2013). PETITJEAN, Mikael ; Mazza, Paolo ; Duvinage, Matthieu. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013001.

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4
412013Bank failures and regulation: a critical review. (2013). PETITJEAN, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013006.

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4
422021Optimal 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.

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4
432019The 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.

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4
442021Diversification 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
452022Fragmentation 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
462023The 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
472018A 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
482023On 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
492021Trading leveraged Exchange-Traded products is hazardous to your wealth. (2021). ROGER, Patrick ; McGowan, Richard ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021004.

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3
502017Identifying 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
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018High 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
22021Machine 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
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

18
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

18
52022Macroprudential 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
62020Artificial 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
72018Subjective Financial Literacy and Retail Investors’ 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
82019Recovery 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
92019Taming 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
102021Portfolio 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
112022Does 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
122020Stock-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
132018Bankruptcy 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
142014Intraday 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
152016The financial reward for environmental performance in the energy sector. (2016). Arslan-Ayaydin, Özgür ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016001.

Full description at Econpapers || Download paper

7
162022Unpacking 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
172018Disentangling 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
182021ESG-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
192023Non-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
202020Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Thewissen, James ; Arslan-Ayaydin, Özgür ; Torsin, Wouter ; Bishara, Norman. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020003.

Full description at Econpapers || Download paper

6
212023Sovereign 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
222021Does managerial ability affect disclosure? Evidence from earnings press releases. (2021). Arslan-Ayaydin, Özgür ; Torsin, Wouter ; Thewissen, James ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021006.

Full description at Econpapers || Download paper

5
232021Global 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
242018The 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
252022Meta-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
262015A 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
272021Measuring the disposition effect. (2021). De Winne, Rudy. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002.

Full description at Econpapers || Download paper

4
282021Diversification 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
292023The 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
302021Googlization and retail trading activity. (2021). Desagre, Christophe ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001.

Full description at Econpapers || Download paper

3
312021Optimal 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
322023On 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
332023Testing 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
342021Macrofinancial 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
352021Do 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
362018What 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
372017Identifying Expensive Trades by Monitoring the Limit Order Book. (2017). D'Hondt, Catherine ; Detollenaere, Benoit. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2017003.

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2
382021What 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.

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392023Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2023004.

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402020Disclosure tone management and labor unions. (2020). Torsin, Wouter ; Arslan-Ayaydina, Ozgur ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020001.

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412022Fragmentation in the European Monetary Union: Is it really over?. (2022). Roccazzella, Francesco ; Candelon, Bertrand ; Luisi, Angelo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022001.

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422021What drives retail portfolio exposure to ESG factors?. (2021). Roger, Tristan ; Merli, Maxime ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021020.

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Citing documents used to compute impact factor: 33
YearTitle
2024Robust 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.

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2024The 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.

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2024Functional 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.

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2024The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: BIS Working Papers. RePEc:bis:biswps:1191.

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2024Capital 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.

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2024Bifurcations 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.

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2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

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2024Measuring 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.

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2024The 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.

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2024Balancing 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.

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2024Reproducibility 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.

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2024Non-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.

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2024Behavioral 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.

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2024First 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.

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2024Investigating 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.

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2024Ecological 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.

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2024Setting 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.

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2024The 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.

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2024Loan 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.

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2024Interest 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.

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2024Setting 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.

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2024Setting 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.

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2024Founder-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.

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2024The 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.

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2024Larger 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.

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2024How 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.

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2024Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202401.

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2024Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel 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.

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2024Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13447.

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2024A novel integration of the Fama–French and Black–Litterman 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.

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2024Constructing 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.

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2024Tail 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.

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2024Generalized Rotemberg Price-Setting. (2024). Wende, Adrian ; Reiter, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11297.

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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.

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2023Reproducibility 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.

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2023Reproducibility 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.

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2023From 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.

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2023From 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.

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2023Reproducibility 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.

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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.

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Recent citations received in 2021

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

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

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

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

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2021Turquía | 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.

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

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2021Nowcasting India Economic Growth Using a Mixed-Data Sampling (MIDAS) Model (Empirical Study with Economic Policy Uncertainty–Consumer 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.

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2021Method 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.

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

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2021Comparison 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 Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:tnea:a:8.

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

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

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2021.

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

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