← All authors Daniele Ballinari Swiss National Bank (from arXiv:2403.01585, 2024) · ORCID · OpenAlex
7 papers in scope · 6 published · 3 on the econ.EM arXiv · 385 citations · h-index 4 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Iones Kelanemer Holban Lutz Kilian Elena Peavento Neil Shephard Ana María Herrera Alexander Wehrli Mikkel Plagborg-Møller Elena Pesavento Jan Rabenseifner Ashesh Rambachan Robert Adamek Jacob Carlson Quinlan Lee Philipp Bach Sven Klaaßen Philippe Goulet Coulombe Robert P. Lieli Christian K. Wolf Michael Zimmert Śılvia Gonçalves Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers Show only papers in our arXiv econ.EM corpus (3 of 7)
published 2026 · Journal of Applied Econometrics · first circulated 2024
working paper 2024 · arXiv
published 2024 · Economics Letters · 3 citations
When does attention matter? The effect of investor attention on stock market volatility around news releases
published 2022 · International Review of Financial Analysis · 59 citations · first circulated 2019
How to gauge investor behavior? A comparison of online investor sentiment measures
published 2021 · Digital Finance · 15 citations · first circulated 2019
with Simon Behrendt
Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter
published 2020 · Finance research letters · 10 citations · first circulated 2019
with Simon Behrendt
The impact of sentiment and attention measures on stock market volatility
published 2019 · International Journal of Forecasting · 298 citations · first circulated 2018
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