Christian Julliard

1.9k total citations
23 papers, 1.1k citations indexed

About

Christian Julliard is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Christian Julliard has authored 23 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 19 papers in Economics and Econometrics and 5 papers in Accounting. Recurrent topics in Christian Julliard's work include Financial Markets and Investment Strategies (15 papers), Housing Market and Economics (9 papers) and Banking stability, regulation, efficiency (4 papers). Christian Julliard is often cited by papers focused on Financial Markets and Investment Strategies (15 papers), Housing Market and Economics (9 papers) and Banking stability, regulation, efficiency (4 papers). Christian Julliard collaborates with scholars based in United Kingdom, United States and Hong Kong. Christian Julliard's co-authors include Jonathan A. Parker, Anisha Ghosh, Svetlana Bryzgalova, Markus K. Brunnermeier, Kathy Yuan, Ye Li, Carlo Rosa, Ran Shi, Philippe Mueller and Gábor Pintér and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Journal of Political Economy.

In The Last Decade

Christian Julliard

20 papers receiving 999 citations

Peers

Christian Julliard
Lars A. Lochstoer United States
Robert Kosowski United Kingdom
Gerard Gennotte United States
Peter J. Knez United States
Willem F. C. Verschoor Netherlands
Brian H. Boyer United States
Jack Favilukis Canada
Lars L. Nordén Sweden
Yeung L. Chan United States
Jakub W. Jurek United States
Lars A. Lochstoer United States
Christian Julliard
Citations per year, relative to Christian Julliard Christian Julliard (= 1×) peers Lars A. Lochstoer

Countries citing papers authored by Christian Julliard

Since Specialization
Citations

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

Fields of papers citing papers by Christian Julliard

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Christian Julliard

This figure shows the co-authorship network connecting the top 25 collaborators of Christian Julliard. A scholar is included among the top collaborators of Christian Julliard 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 Christian Julliard. Christian Julliard is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Julliard, Christian, et al.. (2025). An Information-Theoretic Asset Pricing Model. Journal of Financial Econometrics. 23(1).
2.
Julliard, Christian, Ran Shi, & Kathy Yuan. (2023). The spread of COVID-19 in London: Network effects and optimal lockdowns. Journal of Econometrics. 235(2). 2125–2154. 4 indexed citations
3.
Julliard, Christian, et al.. (2023). The Corporate Bond Factor Zoo. SSRN Electronic Journal. 3 indexed citations
4.
Bryzgalova, Svetlana, et al.. (2022). Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. The Journal of Finance. 78(1). 487–557. 40 indexed citations
5.
Julliard, Christian, et al.. (2022). What Drives Repo Haircuts? Evidence from the UK Market. SSRN Electronic Journal. 3 indexed citations
6.
Bryzgalova, Svetlana & Christian Julliard. (2021). Consumption. SSRN Electronic Journal. 1 indexed citations
7.
Julliard, Christian, Ran Shi, & Kathy Yuan. (2020). The Spread of COVID-19 in London: Network Effects and Optimal Lockdowns. SSRN Electronic Journal. 2 indexed citations
8.
Bryzgalova, Svetlana, et al.. (2019). Online Appendix for Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. SSRN Electronic Journal.
9.
Bryzgalova, Svetlana, et al.. (2019). Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. SSRN Electronic Journal. 33 indexed citations
10.
Julliard, Christian, et al.. (2017). Network Risk and Key Players: A Structural Analysis of Interbank Liquidity. SSRN Electronic Journal. 12 indexed citations
11.
Ghosh, Anisha, et al.. (2016). What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models. Review of Financial Studies. 30(2). 442–504. 47 indexed citations
12.
Julliard, Christian & Anisha Ghosh. (2012). Can Rare Events Explain the Equity Premium Puzzle?. Review of Financial Studies. 25(10). 3037–3076. 72 indexed citations
13.
Ghosh, Anisha, et al.. (2011). What is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models. SSRN Electronic Journal. 23 indexed citations
14.
Jappelli, Tullio, Christian Julliard, & Marco Pagano. (2010). Households' Portfolio Diversification. 117–143.
15.
Julliard, Christian & Anisha Ghosh. (2008). Can Rare Events Explain the Equity Premium Puzzle?. SSRN Electronic Journal. 27 indexed citations
16.
Brunnermeier, Markus K., et al.. (2007). Money Illusion and Housing Frenzies. 274 indexed citations
17.
Belo, Frederico, Christian Julliard, Stavros Panageas, et al.. (2006). A Pure Production-Based Asset Pricing Model∗. 2 indexed citations
18.
Parker, Jonathan A. & Christian Julliard. (2005). Consumption Risk and the Cross Section of Expected Returns. Journal of Political Economy. 113(1). 185–222. 385 indexed citations
19.
Julliard, Christian. (2004). Human capital and international portfolio choice. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 11 indexed citations
20.
Julliard, Christian & Jonathan A. Parker. (2004). Consumption Risk and the Cross-Section of Expected Returns. SSRN Electronic Journal. 85 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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Rankless by CCL
2026