Rossen Valkanov
Impact in
- Finance top 0.1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
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- Monetary Policy and Economic Impact
Papers in
- Finance 51
- Financial Markets and Investment Strategies 34
- Financial Risk and Volatility Modeling 19
- Banking stability, regulation, efficiency 8
-
- Market Dynamics and Volatility 19
- Housing Market and Economics 16
- Complex Systems and Time Series Analysis 9
- Insurance and Financial Risk Management 7
- Co-authors
- Éric Ghysels (16 shared papers)Pedro Santa‐Clara (8 shared papers)Walter N. Torous (16 shared papers)Arthur Sinko (2 shared papers)Harrison Hong (2 shared papers)Alberto Plazzi (16 shared papers)Michael W. Brandt (2 shared papers)Allan Timmermann (5 shared papers)
- Journals
- Journal of Financial Economics (4 papers)The Journal of Finance (4 papers)Annual Review of Financial Economics (2 papers)Review of Financial Studies (2 papers)Journal of Econometrics (2 papers)
- Partner nations
- United StatesSwitzerlandUnited Kingdom
In The Last Decade
Rossen Valkanov
57 papers receiving 4.8k citations
Rossen Valkanov's Hit Papers
Peers
Comparison fields: 5 of 87
- Finance 3.7k
- General Economics, Econometrics and Finance 1.7k
- Economics and Econometrics 3.6k
- Accounting 751
- Management Science and Operations Research 729
Countries citing papers authored by Rossen Valkanov
This map shows the geographic impact of Rossen Valkanov's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Rossen Valkanov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rossen Valkanov more than expected).
Fields of papers citing papers by Rossen Valkanov
This network shows the impact of papers produced by Rossen Valkanov. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Rossen Valkanov. The network helps show where Rossen Valkanov may publish in the future.
Co-authors
The 17 scholars most cited alongside Rossen Valkanov, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 59 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | There is a risk-return trade-off after all Hit paper breakdown → | 2005 | 733 |
| 2 | MIDAS Regressions: Further Results and New Directions Hit paper breakdown → | 2007 | 699 |
| 3 | Predicting volatility: getting the most out of return data sampled at different frequencies Hit paper breakdown → | 2005 | 616 |
| 4 | Do industries lead stock markets? Hit paper breakdown → | 2006 | 488 |
| 5 | 2003 | 356 | |
| 6 | 2009 | 288 | |
| 7 | 2004 | 244 | |
| 8 | 2014 | 216 | |
| 9 | 2010 | 137 | |
| 10 | 2016 | 126 | |
| 11 | 2004 | 119 | |
| 12 | 2003 | 105 | |
| 13 | 2003 | 100 | |
| 14 | 2004 | 94 | |
| 15 | 2006 | 69 | |
| 16 | 2008 | 53 | |
| 17 | 2017 | 53 | |
| 18 | 2012 | 47 | |
| 19 | 2009 | 36 | |
| 20 | 2003 | 36 |
About Rossen Valkanov
Rossen Valkanov is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting and Management Science and Operations Research, having authored 59 papers that have together received 5.1k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (34 papers), Monetary Policy and Economic Impact (22 papers), Market Dynamics and Volatility (19 papers), Financial Risk and Volatility Modeling (19 papers), Housing Market and Economics (16 papers), Complex Systems and Time Series Analysis (9 papers), Banking stability, regulation, efficiency (8 papers) and Insurance and Financial Risk Management (7 papers). The work is most often cited by research in Finance (3.7k citations), General Economics, Econometrics and Finance (1.7k citations), Economics and Econometrics (3.6k citations), Accounting (751 citations) and Management Science and Operations Research (729 citations). Rossen Valkanov has collaborated with scholars based in United States, Switzerland and United Kingdom. Frequent co-authors include Éric Ghysels, Pedro Santa‐Clara, Walter N. Torous, Arthur Sinko, Harrison Hong, Alberto Plazzi, Michael W. Brandt, Allan Timmermann, Davide Pettenuzzo and Shu Yan. Their work appears in journals such as Journal of Financial Economics, The Journal of Finance, Annual Review of Financial Economics, Review of Financial Studies and Journal of Econometrics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.