Alex Chinco

516 total citations
19 papers, 239 citations indexed

About

Alex Chinco is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Alex Chinco has authored 19 papers receiving a total of 239 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 11 papers in Economics and Econometrics and 5 papers in Accounting. Recurrent topics in Alex Chinco's work include Financial Markets and Investment Strategies (14 papers), Market Dynamics and Volatility (7 papers) and Complex Systems and Time Series Analysis (5 papers). Alex Chinco is often cited by papers focused on Financial Markets and Investment Strategies (14 papers), Market Dynamics and Volatility (7 papers) and Complex Systems and Time Series Analysis (5 papers). Alex Chinco collaborates with scholars based in United States, United Kingdom and Belgium. Alex Chinco's co-authors include Christopher Mayer, Abigail B. Sussman, Samuel M. Hartzmark, Marco Sammon, Michael Weber, Andreas Neuhierl, Vyacheslav Fos, Itzhak Ben‐David, Roger M. Edelen and Craig Brown and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Alex Chinco

17 papers receiving 226 citations

Peers

Alex Chinco
Cameron Peng United Kingdom
Alok Kumar United States
Thomas Wu United States
Werner De Bondt United States
Adrian Buss Germany
Georgy Chabakauri United Kingdom
Jayant V. Ganguli United Kingdom
Cameron Peng United Kingdom
Alex Chinco
Citations per year, relative to Alex Chinco Alex Chinco (= 1×) peers Cameron Peng

Countries citing papers authored by Alex Chinco

Since Specialization
Citations

This map shows the geographic impact of Alex Chinco'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 Alex Chinco with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alex Chinco more than expected).

Fields of papers citing papers by Alex Chinco

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alex Chinco. 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 Alex Chinco. The network helps show where Alex Chinco may publish in the future.

Co-authorship network of co-authors of Alex Chinco

This figure shows the co-authorship network connecting the top 25 collaborators of Alex Chinco. A scholar is included among the top collaborators of Alex Chinco based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alex Chinco. Alex Chinco is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

19 of 19 papers shown
1.
Chinco, Alex & Marco Sammon. (2024). The passive ownership share is double what you think it is. Journal of Financial Economics. 157. 103860–103860. 5 indexed citations
2.
Ben‐David, Itzhak & Alex Chinco. (2023). Modeling Managers as Eps Maximizers. SSRN Electronic Journal. 1 indexed citations
3.
Chinco, Alex, Samuel M. Hartzmark, & Abigail B. Sussman. (2022). A New Test of Risk Factor Relevance. The Journal of Finance. 77(4). 2183–2238. 24 indexed citations
4.
Chinco, Alex. (2022). Proving You Can Pick Stocks Without Revealing How. SSRN Electronic Journal.
5.
Chinco, Alex & Marco Sammon. (2022). The Passive-Ownership Share Is Double What You Think It Is. SSRN Electronic Journal. 13 indexed citations
6.
Chinco, Alex. (2022). The Ex Ante Likelihood of Bubbles. Management Science. 69(2). 1222–1244. 6 indexed citations
7.
Chinco, Alex & Marco Sammon. (2021). Excess Reconstitution-Day Volume. SSRN Electronic Journal. 3 indexed citations
8.
Chinco, Alex, et al.. (2020). Survey Curious? Start-Up Guide and Best Practices For Running Surveys and Experiments Online. SSRN Electronic Journal. 15 indexed citations
9.
Chinco, Alex, Andreas Neuhierl, & Michael Weber. (2020). Estimating the anomaly base rate. Journal of Financial Economics. 140(1). 101–126. 16 indexed citations
10.
Chinco, Alex, Andreas Neuhierl, & Michael Weber. (2019). Estimating the Anomaly Baserate. SSRN Electronic Journal. 2 indexed citations
11.
Chinco, Alex, Samuel M. Hartzmark, & Abigail B. Sussman. (2019). Risk-Factor Irrelevance. SSRN Electronic Journal. 3 indexed citations
12.
Chinco, Alex. (2019). The Madness Of Crowds And The Likelihood Of Bubbles. SSRN Electronic Journal. 5 indexed citations
13.
Chinco, Alex, Andreas Neuhierl, & Michael Weber. (2019). Estimating the Anomaly Base Rate. SSRN Electronic Journal. 1 indexed citations
14.
Chinco, Alex & Vyacheslav Fos. (2016). The Sound of Many Funds Rebalancing. SSRN Electronic Journal. 5 indexed citations
15.
Agarwal, Vikas, Heitor Almeida, Craig Brown, et al.. (2015). Capitalizing on Capitol Hill: informed trading by hedge fund managers. SSRN Electronic Journal. 2 indexed citations
16.
Chinco, Alex & Mao Ye. (2015). When Fast Trading Looks Like Priced Noise. SSRN Electronic Journal.
17.
Chinco, Alex & Christopher Mayer. (2015). Misinformed Speculators and Mispricing in the Housing Market. Review of Financial Studies. 29(2). 486–522. 134 indexed citations
18.
Chinco, Alex, et al.. (2015). Sparse Signals in the Cross-Section of Returns. SSRN Electronic Journal. 1 indexed citations
19.
Chinco, Alex. (2014). Feature Selection Risk. SSRN Electronic Journal. 3 indexed citations

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.

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