6
H index
4
i10 index
174
Citations
Universiteit van Tilburg | 6 H index 4 i10 index 174 Citations RESEARCH PRODUCTION: 5 Articles 6 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rik G. P. Frehen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 3 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2024 | . Full description at Econpapers || Download paper |
2024 | What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431. Full description at Econpapers || Download paper |
2024 | Sustainability of renewable energy in China: Enhanced strategic investment and displaced R&D expenditure. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000203. Full description at Econpapers || Download paper |
2024 | Performance linkage in renewable energy supply chain: A comparative analysis with coal power and the entire industry. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002945. Full description at Econpapers || Download paper |
2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper |
2024 | Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Jansen, Maarten ; Hanauer, Matthias X ; Zhou, Weili. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x. Full description at Econpapers || Download paper |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
2024 | From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x. Full description at Econpapers || Download paper |
2024 | Trading on trends: How the ordering of historical volume predicts Chinese stock returns?. (2024). Li, Yihan. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004502. Full description at Econpapers || Download paper |
2024 | What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015. Full description at Econpapers || Download paper |
2024 | When the tide wanes: A study of post systemic collapse portfolio management. (2024). Yu, Chen ; Lepone, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006070. Full description at Econpapers || Download paper |
2024 | Bitcoin attention and economic policy uncertainty. (2024). Ordoez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114. Full description at Econpapers || Download paper |
2024 | Size matters: Unpacking the relationship between institutional investor size and private equity asset allocation within diverse institutional contexts. (2024). Khan, Zafir Ullah ; Cumming, Douglas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000246. Full description at Econpapers || Download paper |
2024 | Salience theory and cryptocurrency returns. (2024). Zhao, Ran ; Cai, Charlie X. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002388. Full description at Econpapers || Download paper |
2024 | Preferences for maximum daily returns. (2024). Mohrschladt, Hannes ; Baars, Maren. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:343-353. Full description at Econpapers || Download paper |
2024 | Why did shareholder liability disappear?. (2024). Coyle, Christopher ; Campbell, Gareth ; Bogle, David A ; Turner, John D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23002015. Full description at Econpapers || Download paper |
2024 | The puzzling persistence of financial crises: A selective review of 2000 years of evidence. (2024). Jaremski, Matthew ; Calomiris, Charles W. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000184. Full description at Econpapers || Download paper |
2024 | An empirical evaluation of the salience-based asset pricing model: Evidence from Australia. (2024). Xiao, Yucaho ; Min, Byoung-Kyu ; Lee, Deok-Hyeon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000039. Full description at Econpapers || Download paper |
2024 | Quality acceleration and cross-sectional returns: Empirical evidence. (2024). Ye, Tao ; Yang, Baochen ; Ma, Yao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400062x. Full description at Econpapers || Download paper |
2024 | Superannuation fees, asset allocation and fund performance. (2024). Ainsworth, Andrew ; Lee, Adrian ; Corbett, Adam ; Walter, Terry ; Akhtar, Shumi. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:340-365. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Does credit affect stock trading? Evidence from the South Sea Bubble In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Regret aversion and annuity risk in defined contribution pension plans In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
2013 | New evidence on the first financial bubble In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 50 |
2009 | New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2021 | Can unpredictable risk exposure be priced? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 6 |
2021 | Salience theory and stock prices: Empirical evidence In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 45 |
2014 | Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters. [Full Text][Citation analysis] | chapter | 6 |
2016 | Estimating Security Betas Using Prior Information Based on Firm Fundamentals In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 30 |
2016 | Estimating security betas using prior information based on firm fundamentals.(2016) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2010 | Pension Fund Performance and Costs: Small is Beautiful In: MPRA Paper. [Full Text][Citation analysis] | paper | 30 |
2009 | Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2019 | Would Ambiguity Averse Investors Hedge Risk in Equity Markets? In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
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