Florian Weigert

1.0k total citations
29 papers, 517 citations indexed

About

Florian Weigert is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Florian Weigert has authored 29 papers receiving a total of 517 indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 20 papers in Economics and Econometrics and 11 papers in Accounting. Recurrent topics in Florian Weigert's work include Financial Markets and Investment Strategies (22 papers), Market Dynamics and Volatility (10 papers) and Corporate Finance and Governance (10 papers). Florian Weigert is often cited by papers focused on Financial Markets and Investment Strategies (22 papers), Market Dynamics and Volatility (10 papers) and Corporate Finance and Governance (10 papers). Florian Weigert collaborates with scholars based in Switzerland, Germany and United States. Florian Weigert's co-authors include Stefan Ruenzi, Vikas Agarwal, Fousseni Chabi-Yo, Matthias Fischer, Stephan Schlüter, Turan G. Bali, Julia Braun, Alexander Braun, A. W. Cochardt and Sebastian Fischer and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Florian Weigert

26 papers receiving 502 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Florian Weigert Switzerland 11 421 291 131 60 58 29 517
Marie‐Claude Beaulieu Canada 13 250 0.6× 247 0.8× 99 0.8× 146 2.4× 30 0.5× 32 433
Ingmar Nolte United Kingdom 12 272 0.6× 226 0.8× 69 0.5× 95 1.6× 68 1.2× 57 387
Simone Varotto United Kingdom 9 549 1.3× 215 0.7× 348 2.7× 78 1.3× 26 0.4× 33 680
Javier Juste Mencía Spain 17 488 1.2× 429 1.5× 121 0.9× 264 4.4× 47 0.8× 40 744
James M. Steeley United Kingdom 12 464 1.1× 303 1.0× 135 1.0× 195 3.3× 40 0.7× 41 583
Frank Strobel United Kingdom 8 453 1.1× 268 0.9× 349 2.7× 63 1.1× 25 0.4× 33 588
Nikola Tarashev Switzerland 18 753 1.8× 394 1.4× 178 1.4× 127 2.1× 50 0.9× 41 852
Elisa Ossola Italy 9 373 0.9× 359 1.2× 60 0.5× 79 1.3× 47 0.8× 19 540
Dar-Hsin Chen Taiwan 12 148 0.4× 105 0.4× 162 1.2× 27 0.5× 32 0.6× 29 341
Stefano d’Addona Italy 6 137 0.3× 135 0.5× 62 0.5× 89 1.5× 25 0.4× 30 273

Countries citing papers authored by Florian Weigert

Since Specialization
Citations

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

Fields of papers citing papers by Florian Weigert

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Florian Weigert

This figure shows the co-authorship network connecting the top 25 collaborators of Florian Weigert. A scholar is included among the top collaborators of Florian Weigert 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 Florian Weigert. Florian Weigert 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.
Braun, Alexander, Julia Braun, & Florian Weigert. (2025). Extreme‐weather risk and the cross‐section of stock returns. Journal of Risk & Insurance. 93(1). 163–198. 1 indexed citations
2.
Weigert, Florian, et al.. (2025). A Bayesian Stochastic Discount Factor for the Cross-Section of Individual Equity Options. Journal of Financial and Quantitative Analysis. 1–28.
3.
Agarwal, Vikas, Stefan Ruenzi, & Florian Weigert. (2024). Unobserved Performance of Hedge Funds. The Journal of Finance. 79(5). 3203–3259. 2 indexed citations
4.
Bali, Turan G. & Florian Weigert. (2024). Hedge funds and the positive idiosyncratic volatility effect. European Finance Review. 28(5). 1611–1661.
5.
Ammann, Manuel, et al.. (2021). Back to the Roots: Ancestral Origin and Mutual Fund Manager Portfolio Choice. SSRN Electronic Journal. 1 indexed citations
6.
Braun, Alexander, Julia Braun, & Florian Weigert. (2021). Hurricane Risk and Asset Prices. SSRN Electronic Journal. 6 indexed citations
7.
Ruenzi, Stefan, et al.. (2020). Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications. Journal of Banking & Finance. 115. 105809–105809. 9 indexed citations
8.
Ammann, Manuel, Sebastian Fischer, & Florian Weigert. (2020). Factor Exposure Variation and Mutual Fund Performance. Financial Analysts Journal. 76(4). 101–118.
9.
Weigert, Florian, et al.. (2020). Regulatory stress testing and bank performance. European Financial Management. 26(5). 1449–1488. 12 indexed citations
10.
Chabi-Yo, Fousseni, Stefan Ruenzi, & Florian Weigert. (2018). Crash sensitivity and the cross section of expected stock returns. MADOC (University of Mannheim). 99 indexed citations
11.
Agarwal, Vikas, Stefan Ruenzi, & Florian Weigert. (2018). Unobserved Performance of Hedge Funds. SSRN Electronic Journal. 1 indexed citations
12.
Weigert, Florian, et al.. (2018). Cash holdings and the performance of European mutual funds. Finance research letters. 29. 285–291. 2 indexed citations
13.
Chabi-Yo, Fousseni, Stefan Ruenzi, & Florian Weigert. (2018). Crash Sensitivity and the Cross Section of Expected Stock Returns. Journal of Financial and Quantitative Analysis. 53(3). 1059–1100. 15 indexed citations
14.
Weigert, Florian. (2017). Turan G. Bali, Yigit Atilgan, and K. Ozgur Demirtas: Investing in hedge funds: a guide to measuring risk and return characteristics. Financial markets and portfolio management. 31(1). 113–115. 1 indexed citations
15.
Weigert, Florian, et al.. (2015). Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence. SSRN Electronic Journal. 2 indexed citations
16.
Weigert, Florian, et al.. (2015). Does Foreign Information Predict the Returns of Multinational Firms Worldwide?. SSRN Electronic Journal. 2 indexed citations
17.
Weigert, Florian, et al.. (2015). Does Female Management Influence Firm Performance? Evidence from Luxembourg Banks. SSRN Electronic Journal. 2 indexed citations
18.
Ruenzi, Stefan, et al.. (2013). Extreme Downside Liquidity Risk. SSRN Electronic Journal. 9 indexed citations
19.
Ruenzi, Stefan & Florian Weigert. (2011). Extreme Dependence Structures and the Cross-Section of Expected Stock Returns. 6 indexed citations
20.
Fischer, Matthias, et al.. (2009). An empirical analysis of multivariate copula models. Quantitative Finance. 9(7). 839–854. 104 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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