Size and Value Anomalies under Regime Shifts

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Cite
Guidolin, M., and A. Timmermann. “Size and Value Anomalies under Regime Shifts”. Journal of Financial Econometrics, vol. 6, no. 1, 2007, pp. 1-48, https://doi.org/10.1093/jjfinec/nbm021.
Guidolin, M., & Timmermann, A. (2007). Size and Value Anomalies under Regime Shifts. Journal of Financial Econometrics, 6(1), 1-48. https://doi.org/10.1093/jjfinec/nbm021
Guidolin M, Timmermann A. Size and Value Anomalies under Regime Shifts. Journal of Financial Econometrics. 2007;6(1):1-48.
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Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
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Citations Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science23
Social Sciences: Commerce: Business22
Social Sciences: Finance21
Social Sciences: Commerce: Business: Accounting. Bookkeeping4
Technology: Manufactures: Production management. Operations management3
Social Sciences: Commerce: Business: Personnel management. Employment management2
Social Sciences: Industries. Land use. Labor: Management. Industrial management2
Science: Mathematics: Instruments and machines: Electronic computers. Computer science2
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks2
Technology: Mechanical engineering and machinery2
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics2
Technology: Engineering (General). Civil engineering (General)2
Social Sciences: Statistics1
Science: Mathematics1
The category Social Sciences: Economic theory. Demography: Economics as a science 23 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Investor Sentiment, Regimes and Stock Returns and was published in 2009. The most recent citation comes from a 2023 study titled Towards a macroprudential regulatory framework for mutual funds?. This article reached its peak citation in 2012, with 10 citations. It has been cited in 27 different journals, 3% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 24 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year