LIDAM Reprints LFIN / Université catholique de Louvain, Louvain Finance (LFIN)
Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
14
Impact Factor (IF)
0.85
5 Years IF
0.94
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
citations? Add them now]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2012 | 0 | 0.68 | 0 | 0 | 1 | 1 | 7 | 0 | 0 | 0 | 0 | 0 | 0.36 | |||||
| 2013 | 0 | 0.66 | 0 | 0 | 6 | 7 | 10 | 0 | 1 | 1 | 0 | 0 | 0.35 | |||||
| 2014 | 0 | 0.67 | 0.13 | 0 | 9 | 16 | 67 | 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 | 0.52 | 0.6 | 4 | 29 | 65 | 15 | 25 | 18 | 10 | 25 | 15 | 0 | 0 | 0.35 | ||
| 2017 | 0.69 | 0.62 | 0.45 | 0.45 | 4 | 33 | 7 | 15 | 40 | 13 | 9 | 29 | 13 | 0 | 1 | 0.25 | 0.35 | |
| 2018 | 0.63 | 0.61 | 0.44 | 0.56 | 17 | 50 | 148 | 22 | 62 | 8 | 5 | 32 | 18 | 0 | 2 | 0.12 | 0.34 | |
| 2019 | 0.57 | 0.62 | 0.8 | 0.86 | 10 | 60 | 76 | 46 | 110 | 21 | 12 | 43 | 37 | 0 | 1 | 0.1 | 0.36 | |
| 2020 | 1.19 | 0.69 | 0.94 | 0.98 | 6 | 66 | 35 | 58 | 172 | 27 | 32 | 44 | 43 | 0 | 0 | 0.73 | ||
| 2021 | 1.31 | 0.94 | 1.04 | 1.46 | 25 | 91 | 91 | 95 | 267 | 16 | 21 | 41 | 60 | 0 | 14 | 0.56 | 0.39 | |
| 2022 | 1.03 | 0.69 | 1.19 | 1.37 | 13 | 104 | 30 | 124 | 391 | 31 | 32 | 62 | 85 | 0 | 1 | 0.08 | 0.22 | |
| 2023 | 1 | 0.55 | 0.87 | 1.2 | 14 | 118 | 12 | 103 | 494 | 38 | 38 | 71 | 85 | 0 | 3 | 0.21 | 0.17 | |
| 2024 | 0.85 | 0.51 | 0.87 | 0.94 | 9 | 127 | 0 | 111 | 605 | 27 | 23 | 68 | 64 | 0 | 0 | 0.23 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | High frequency trading and extreme price movements. (2018). Riordan, Ryan ; Moyaert, Thibaut ; Carrion, Allen ; Brogaard, Jonathan ; Sokolov, Konstantin ; Shkilko, Andriy. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018009. Full description at Econpapers || Download paper | 60 |
| 2 | 2014 | Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). Petitjean, Mikael ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014006. Full description at Econpapers || Download paper | 48 |
| 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 | 47 |
| 4 | 2015 | A macro-financial analysis of the euro area sovereign bond market. (2015). de Sola, Maite ; Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015009. Full description at Econpapers || Download paper | 46 |
| 5 | 2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021010. Full description at Econpapers || Download paper | 30 |
| 6 | 2018 | Subjective Financial Literacy and Retail Investorsâ Behavior. (2018). de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Bellofatto, Anthony. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018004. Full description at Econpapers || Download paper | 25 |
| 7 | 2019 | Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?. (2019). Petitjean, Mikael. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019002. Full description at Econpapers || Download paper | 24 |
| 8 | 2019 | Taming financial development to reduce crises. (2019). Lajaunie, Quentin ; Candelon, Bertrand ; Bennaceur, Sami ; ben Naceur, Sami. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019005. Full description at Econpapers || Download paper | 23 |
| 9 | 2019 | Recovery rates: Uncertainty certainly matters. (2019). Vrins, Frederic ; Gauthier, Genevieve ; Gambetti, Paolo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019007. Full description at Econpapers || Download paper | 21 |
| 10 | 2020 | Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. (2020). Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Raymond, Steve. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020007. Full description at Econpapers || Download paper | 20 |
| 11 | 2014 | Information in the yield curve: A macro-finance approach. (2014). Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014007. Full description at Econpapers || Download paper | 18 |
| 12 | 2016 | The financial reward for environmental performance in the energy sector. (2016). Thewissen, James ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016001. Full description at Econpapers || Download paper | 17 |
| 13 | 2018 | Bankruptcy and the cost of organized labor: Evidence from union elections. (2018). Zhang, Yue ; Qiu, Jiaping ; Gao, Janet ; Campello, Murillo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018015. Full description at Econpapers || Download paper | 16 |
| 14 | 2018 | Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. (2018). Vrins, Frederic ; Brigo, Damiano. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018012. Full description at Econpapers || Download paper | 15 |
| 15 | 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 | 13 |
| 16 | 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 | 12 |
| 17 | 2021 | Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021005. Full description at Econpapers || Download paper | 12 |
| 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 | 10 |
| 19 | 2018 | When does the tone of earnings press releases matter?. (2018). Boudt, Kris ; Torsin, Wouter ; Thewissen, James. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018001. Full description at Econpapers || Download paper | 10 |
| 20 | 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 |
| 21 | 2021 | Optimal Portfolio Diversification via Independent Component Analysis. (2021). Lassance, Nathan ; Vrins, Frederic ; Demiguel, Victor ; de Miguel, Victor . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021012. Full description at Econpapers || Download paper | 8 |
| 22 | 2020 | Stock-bond return correlations: Moving away from one-frequency-fits-all by extending the DCC-MIDAS approach. (2020). Smedts, Kristien ; Iania, Leonardo ; Allard, Anne-Florence. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020005. Full description at Econpapers || Download paper | 8 |
| 23 | 2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel. (2021). Candelon, Bertrand ; Joets, Marc ; Ferrara, Laurent. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021003. Full description at Econpapers || Download paper | 6 |
| 24 | 2020 | Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Torsin, Wouter ; Thewissen, James ; Bishara, Norman ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020003. Full description at Econpapers || Download paper | 6 |
| 25 | 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 |
| 26 | 2015 | The securitization of gold and its potential impact on gold stocks. (2015). Zhang, Yue. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015001. Full description at Econpapers || Download paper | 6 |
| 27 | 2017 | Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics. (2017). Vrins, Frederic. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2017001. Full description at Econpapers || Download paper | 6 |
| 28 | 2015 | Analysts forecast error: a robust prediction model and its short-term trading profitability. (2015). van Campenhout, Geert ; Thewissen, James ; de Goeij, Peter ; Boudt, Kris. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015008. Full description at Econpapers || Download paper | 5 |
| 29 | 2022 | Unpacking the black box of ICO white papers: a topic modeling approach. (2022). Torsin, Wouter ; Thewissen, James ; Shrestha, Prabal ; Pastwa, Anna M. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022005. Full description at Econpapers || Download paper | 5 |
| 30 | 2021 | Does managerial ability affect disclosure? Evidence from earnings press releases. (2021). Torsin, Wouter ; Thewissen, James ; Arslan-Ayaydin, Ozgur ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021006. Full description at Econpapers || Download paper | 5 |
| 31 | 2018 | The 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 |
| 32 | 2021 | Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021007. Full description at Econpapers || Download paper | 4 |
| 33 | 2021 | Measuring the disposition effect. (2021). de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002. Full description at Econpapers || Download paper | 4 |
| 34 | 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 |
| 35 | 2021 | Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001. Full description at Econpapers || Download paper | 4 |
| 36 | 2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). De Winne, Rudy ; Merli, Maxime ; DEWINNE, Rudy ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021015. Full description at Econpapers || Download paper | 4 |
| 37 | 2019 | The informativeness of impression management - financial analysts and rhetorical style of CEO letters. (2019). Thewissen, James ; Aerts, Walter ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019003. Full description at Econpapers || Download paper | 4 |
| 38 | 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 |
| 39 | 2018 | A Comparison of Pricing and Hedging Performances of Equity Derivatives Models. (2018). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018017. Full description at Econpapers || Download paper | 3 |
| 40 | 2018 | A subordinated CIR intensity model with application to wrong-way risk CVA. (2018). Vrins, Frederic ; Mbaye, Cheikh. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018016. Full description at Econpapers || Download paper | 3 |
| 41 | 2023 | On 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 |
| 42 | 2023 | Non-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 |
| 43 | 2013 | Sibuya copulas. (2013). Vrins, Frederic ; Hofert, Marius. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2013003. Full description at Econpapers || Download paper | 3 |
| 44 | 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 | 3 |
| 45 | 2019 | A Macro-Financial Analysis of the Corporate Bond Market. (2019). Lyrio, Marco ; Lemke, Wolfgang ; Iania, Leonardo ; Dewacther, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019008. Full description at Econpapers || Download paper | 3 |
| 46 | 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 | 3 |
| 47 | 2021 | Trading leveraged Exchange-Traded products is hazardous to your wealth. (2021). Roger, Patrick ; Mcgowan, Richard ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021004. Full description at Econpapers || Download paper | 3 |
| 48 | 2021 | Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2021). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021014. Full description at Econpapers || Download paper | 3 |
| 49 | 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 | 3 |
| 50 | 2014 | Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index. (2014). Gresse, Carole ; Platten, Isabelle ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2014003. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | High frequency trading and extreme price movements. (2018). Riordan, Ryan ; Moyaert, Thibaut ; Carrion, Allen ; Brogaard, Jonathan ; Sokolov, Konstantin ; Shkilko, Andriy. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018009. Full description at Econpapers || Download paper | 20 |
| 2 | 2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021010. Full description at Econpapers || Download paper | 16 |
| 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 | 14 |
| 4 | 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 | 13 |
| 5 | 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 | 11 |
| 6 | 2020 | Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. (2020). Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Raymond, Steve. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020007. Full description at Econpapers || Download paper | 10 |
| 7 | 2019 | Taming financial development to reduce crises. (2019). Lajaunie, Quentin ; Candelon, Bertrand ; Bennaceur, Sami ; ben Naceur, Sami. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019005. Full description at Econpapers || Download paper | 9 |
| 8 | 2019 | Recovery rates: Uncertainty certainly matters. (2019). Vrins, Frederic ; Gauthier, Genevieve ; Gambetti, Paolo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2019007. Full description at Econpapers || Download paper | 9 |
| 9 | 2018 | Subjective Financial Literacy and Retail Investorsâ Behavior. (2018). de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine ; Bellofatto, Anthony. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018004. Full description at Econpapers || Download paper | 8 |
| 10 | 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 | 8 |
| 11 | 2021 | Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frederic ; Lassance, Nathan. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021005. Full description at Econpapers || Download paper | 6 |
| 12 | 2016 | The financial reward for environmental performance in the energy sector. (2016). Thewissen, James ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2016001. Full description at Econpapers || Download paper | 6 |
| 13 | 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 | 6 |
| 14 | 2018 | Bankruptcy and the cost of organized labor: Evidence from union elections. (2018). Zhang, Yue ; Qiu, Jiaping ; Gao, Janet ; Campello, Murillo. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018015. Full description at Econpapers || Download paper | 6 |
| 15 | 2020 | Stock-bond return correlations: Moving away from one-frequency-fits-all by extending the DCC-MIDAS approach. (2020). Smedts, Kristien ; Iania, Leonardo ; Allard, Anne-Florence. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020005. Full description at Econpapers || Download paper | 6 |
| 16 | 2022 | Unpacking the black box of ICO white papers: a topic modeling approach. (2022). Torsin, Wouter ; Thewissen, James ; Shrestha, Prabal ; Pastwa, Anna M. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2022005. Full description at Econpapers || Download paper | 5 |
| 17 | 2015 | A macro-financial analysis of the euro area sovereign bond market. (2015). de Sola, Maite ; Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2015009. Full description at Econpapers || Download paper | 5 |
| 18 | 2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel. (2021). Candelon, Bertrand ; Joets, Marc ; Ferrara, Laurent. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021003. Full description at Econpapers || Download paper | 4 |
| 19 | 2018 | The 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 |
| 20 | 2021 | Measuring the disposition effect. (2021). de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021002. Full description at Econpapers || Download paper | 3 |
| 21 | 2023 | Non-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 |
| 22 | 2020 | Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Torsin, Wouter ; Thewissen, James ; Bishara, Norman ; Arslan-Ayaydin, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020003. Full description at Econpapers || Download paper | 3 |
| 23 | 2023 | On 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 |
| 24 | 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 | 3 |
| 25 | 2018 | Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. (2018). Vrins, Frederic ; Brigo, Damiano. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2018012. Full description at Econpapers || Download paper | 3 |
| 26 | 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 | 3 |
| 27 | 2021 | Does managerial ability affect disclosure? Evidence from earnings press releases. (2021). Torsin, Wouter ; Thewissen, James ; Arslan-Ayaydin, Ozgur ; Yan, Beibei. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021006. Full description at Econpapers || Download paper | 3 |
| 28 | 2021 | Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021001. Full description at Econpapers || Download paper | 2 |
| 29 | 2020 | Disclosure tone management and labor unions. (2020). Torsin, Wouter ; Thewissen, James ; Arslan-Ayaydina, Ozgur. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2020001. Full description at Econpapers || Download paper | 2 |
| 30 | 2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). De Winne, Rudy ; Merli, Maxime ; DEWINNE, Rudy ; Dhondt, Catherine. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021015. Full description at Econpapers || Download paper | 2 |
| 31 | 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 |
| 32 | 2021 | What leads people to tolerate negative interest rates on their savings?. (2021). De Winne, Rudy ; Todorovic, Aleksandar ; Efendic, E ; DEWINNE, Rudy ; Dhondt, Catherine ; Corneille, O. In: LIDAM Reprints LFIN. RePEc:ajf:louvlr:2021011. Full description at Econpapers || Download paper | 2 |
| 33 | 2022 | Meta-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 |
Citing documents used to
compute impact factor: 23
| Year | Title | |
|---|---|---|
| 2024 | The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002. Full description at Econpapers || Download paper | |
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| 2024 | Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy. (2024). Campisi, Giovanni ; Brianzoni, Serena ; Ansori, Moch Fandi. 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 | First passage times in portfolio optimization: A novel nonparametric approach. (2024). , 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 | ||
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper | |
| 2024 | ||
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| 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 | ||
| 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 | ||
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| 2024 | A novel integration of the FamaâFrench and BlackâLitterman models to enhance portfolio management. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. 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). Weng, Chengguo ; Wei, Pengyu ; Huang, Zhenzhen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234. Full description at Econpapers || Download paper | |
| 2024 |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 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 ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper | |
| 2023 | Reproducibility 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
| Year | Citing document | |
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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 |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013. Full description at Econpapers || Download paper | |
| 2021 | Earnings Management Methods and CEO Political Affiliation. (2021). Torsin, Wouter ; Thewissen, James ; Ozgur, Arslan-Ayaydin. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021017. Full description at Econpapers || Download paper | |
| 2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777. Full description at Econpapers || Download paper | |
| 2021 | Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Method for Determining the Optimal Capacity of Energy Storage Systems with a Long-Term Forecast of Power Consumption. (2021). Ustinov, Denis Anatolievich ; Senchilo, Nikita Dmitrievich. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7098-:d:669182. Full description at Econpapers || Download paper | |
| 2021 | What 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 | |
| 2021 | Comparison of Statistical Underlying Systematic Risk Factors and Betas Driving Returns on Equities. (2021). de Guevara, Rogelio Ladron ; Moreno, Enric Monte ; Porras, Salvador Torra. In: Remef - Revista Mexicana de EconomÃa y Finanzas Nueva Ãpoca REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:tnea:a:8. Full description at Econpapers || Download paper | |
| 2021 | Testing the gender gap in subjective financial literacy of spouses. (2021). Broihanne, Marie-Helene. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2021-08. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic Forecasting with LSTM and Mixed Frequency Time Series Data. (2021). Kamolthip, Sarun. In: PIER Discussion Papers. RePEc:pui:dpaper:165. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Cotter, John ; Conlon, Thomas ; Kynigakis, Iason. In: Working Papers. RePEc:ucd:wpaper:202111. Full description at Econpapers || Download paper |
10 most frequent citing series