F.A. de Roon

1.3k total citations
11 papers, 796 citations indexed

About

F.A. de Roon is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, F.A. de Roon has authored 11 papers receiving a total of 796 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 7 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in F.A. de Roon's work include Financial Markets and Investment Strategies (9 papers), Market Dynamics and Volatility (7 papers) and Financial Risk and Volatility Modeling (5 papers). F.A. de Roon is often cited by papers focused on Financial Markets and Investment Strategies (9 papers), Market Dynamics and Volatility (7 papers) and Financial Risk and Volatility Modeling (5 papers). F.A. de Roon collaborates with scholars based in Netherlands, Singapore and Canada. F.A. de Roon's co-authors include Theo Nijman, Chris Veld, Bas J. M. Werker, Bruno Gérard, Cheol S. Eun, Sandy Lai, Yulia V. Veld‐Merkoulova, Pierre Hillion and Zhe Zhang and has published in prestigious journals such as The Journal of Finance, Management Science and Journal of Banking & Finance.

In The Last Decade

F.A. de Roon

11 papers receiving 746 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
F.A. de Roon Netherlands	9	603	593	292	187	66	11	796
Lars A. Lochstoer United States	14	714 1.2×	752 1.3×	391 1.3×	187 1.0×	75 1.1×	30	984
Robert T. Daigler United States	15	914 1.5×	840 1.4×	238 0.8×	131 0.7×	39 0.6×	48	1.1k
Frans de Roon Netherlands	12	497 0.8×	450 0.8×	249 0.9×	172 0.9×	35 0.5×	38	651
Jeffrey M. Mercer United States	14	779 1.3×	846 1.4×	526 1.8×	193 1.0×	69 1.0×	28	1.1k
José Eduardo Gómez-González Colombia	17	454 0.8×	579 1.0×	243 0.8×	168 0.9×	60 0.9×	76	760
Erkko Etula United States	9	833 1.4×	599 1.0×	328 1.1×	214 1.1×	33 0.5×	19	974
Eric Engström United States	16	912 1.5×	812 1.4×	514 1.8×	126 0.7×	33 0.5×	33	1.2k
Mbodja Mougoué United States	15	498 0.8×	613 1.0×	411 1.4×	144 0.8×	22 0.3×	35	774
Jorge L. Urrutia United States	13	573 1.0×	671 1.1×	346 1.2×	107 0.6×	16 0.2×	31	797
Dennis Bams Netherlands	11	557 0.9×	376 0.6×	148 0.5×	327 1.7×	26 0.4×	36	719

Countries citing papers authored by F.A. de Roon

Since Specialization

Citations

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

Fields of papers citing papers by F.A. de Roon

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by F.A. de Roon. 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 F.A. de Roon. The network helps show where F.A. de Roon may publish in the future.

Co-authorship network of co-authors of F.A. de Roon

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

All Works

Sort: Min cites: Since: Top N: Style:

11 of 11 papers shown

1.

Eun, Cheol S., et al.. (2012). International diversification with factor funds. The HKU Scholars Hub (University of Hong Kong). 38 indexed citations

2.

Gérard, Bruno, et al.. (2012). International portfolio diversification: Currency, industry and country effects revisited. Journal of International Money and Finance. 31(5). 1249–1278. 39 indexed citations

3.

Gérard, Bruno, et al.. (2011). Euro-Zone Equity Returns: Country versus Industry Effects. European Finance Review. 16(3). 755–798. 32 indexed citations

4.

Eun, Cheol S., Sandy Lai, F.A. de Roon, & Zhe Zhang. (2010). International Diversification with Factor Funds. Management Science. 56(9). 1500–1518. 7 indexed citations

5.

Roon, F.A. de, et al.. (2004). An Anatomy of Futures Returns: Risk Premiums and Trading Strategies. RePEc: Research Papers in Economics. 3 indexed citations

6.

Nijman, Theo, et al.. (2003). Evaluating style analysis. Journal of Empirical Finance. 11(1). 29–53. 56 indexed citations

7.

Roon, F.A. de, Theo Nijman, & Bas J. M. Werker. (2003). Currency hedging for international stock portfolios: The usefulness of mean–variance analysis. Journal of Banking & Finance. 27(2). 327–349. 38 indexed citations

8.

Veld‐Merkoulova, Yulia V. & F.A. de Roon. (2002). Hedging long‐term commodity risk. Journal of Futures Markets. 23(2). 109–133. 19 indexed citations

9.

Roon, F.A. de, Theo Nijman, & Bas J. M. Werker. (2001). Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets. The Journal of Finance. 56(2). 721–742. 208 indexed citations

10.

Roon, F.A. de, Theo Nijman, & Chris Veld. (2000). Hedging Pressure Effects in Futures Markets. The Journal of Finance. 55(3). 1437–1456. 342 indexed citations

11.

Roon, F.A. de, Theo Nijman, & Chris Veld. (1998). Pricing Term Structure Risk in Futures Markets. Journal of Financial and Quantitative Analysis. 33(1). 139–139. 14 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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