Fousseni Chabi-Yo

1.2k total citations
46 papers, 696 citations indexed

About

Fousseni Chabi-Yo is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Fousseni Chabi-Yo has authored 46 papers receiving a total of 696 indexed citations (citations by other indexed papers that have themselves been cited), including 46 papers in Finance, 31 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Fousseni Chabi-Yo's work include Financial Markets and Investment Strategies (42 papers), Stochastic processes and financial applications (24 papers) and Market Dynamics and Volatility (15 papers). Fousseni Chabi-Yo is often cited by papers focused on Financial Markets and Investment Strategies (42 papers), Stochastic processes and financial applications (24 papers) and Market Dynamics and Volatility (15 papers). Fousseni Chabi-Yo collaborates with scholars based in United States, Canada and Germany. Fousseni Chabi-Yo's co-authors include Gurdip Bakshi, Éric Renault, Florian Weigert, Stefan Ruenzi, René García, Turan G. Bali, Nusret Cakici, Xiaohui Gao, Grigory Vilkov and Dietmar Leisen and has published in prestigious journals such as Journal of Financial Economics, Management Science and Review of Financial Studies.

In The Last Decade

Fousseni Chabi-Yo

41 papers receiving 662 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Fousseni Chabi-Yo United States	14	635	409	114	64	60	46	696
Tie Su United States	8	514 0.8×	248 0.6×	68 0.6×	61 1.0×	94 1.6×	21	567
Roméo Tédongap France	12	513 0.8×	337 0.8×	139 1.2×	32 0.5×	55 0.9×	36	568
James M. Steeley United Kingdom	12	464 0.7×	303 0.7×	195 1.7×	40 0.6×	135 2.3×	41	583
Chung-Ying Yeh Taiwan	9	355 0.6×	230 0.6×	77 0.7×	77 1.2×	78 1.3×	16	439
Loriano Mancini Switzerland	10	503 0.8×	293 0.7×	138 1.2×	25 0.4×	100 1.7×	17	541
Michael U. Dothan United States	9	446 0.7×	367 0.9×	110 1.0×	65 1.0×	86 1.4×	16	571
Tong-sheng Sun United States	6	634 1.0×	259 0.6×	242 2.1×	50 0.8×	49 0.8×	8	692
Anisha Ghosh United States	10	312 0.5×	273 0.7×	110 1.0×	25 0.4×	80 1.3×	26	410
Vineer Bhansali United States	12	317 0.5×	240 0.6×	49 0.4×	46 0.7×	72 1.2×	46	400
Domenico Cuoco United States	13	880 1.4×	691 1.7×	168 1.5×	159 2.5×	206 3.4×	21	1.0k

Countries citing papers authored by Fousseni Chabi-Yo

Since Specialization

Citations

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

Fields of papers citing papers by Fousseni Chabi-Yo

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Fousseni Chabi-Yo. 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 Fousseni Chabi-Yo. The network helps show where Fousseni Chabi-Yo may publish in the future.

Co-authorship network of co-authors of Fousseni Chabi-Yo

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

All Works

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20 of 20 papers shown

Chabi-Yo, Fousseni, et al.. (2024). An Intertemporal Risk Factor Model. Management Science. 71(8). 6518–6544.

Chabi-Yo, Fousseni, et al.. (2023). Never a Dull Moment: Entropy Risk in Commodity Markets. RePEc: Research Papers in Economics. 13(4). 734–783.

Vilkov, Grigory, et al.. (2020). Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. SSRN Electronic Journal. 10 indexed citations

Chabi-Yo, Fousseni, et al.. (2020). The conditional expected market return. Journal of Financial Economics. 137(3). 752–786. 38 indexed citations

Chabi-Yo, Fousseni, et al.. (2020). A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models. SSRN Electronic Journal. 3 indexed citations

Chabi-Yo, Fousseni & Yan Liu. (2020). Distorting Arrow-Debreu Securities: New Entropy Restrictions Implied by the Option Cross Section. SSRN Electronic Journal. 1 indexed citations

Chabi-Yo, Fousseni, et al.. (2020). Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. SSRN Electronic Journal.

Chabi-Yo, Fousseni. (2019). What Is the Conditional Autocorrelation on the Stock Market?. SSRN Electronic Journal.

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

10.

Chabi-Yo, Fousseni, et al.. (2018). Never a Dull Moment: Entropy Risk in Commodity Markets. SSRN Electronic Journal. 1 indexed citations

11.

Bali, Turan G., Nusret Cakici, Fousseni Chabi-Yo, & Scott Murray. (2017). The Risk-Neutral Distribution of Option Returns. SSRN Electronic Journal. 4 indexed citations

12.

Bali, Turan G., Nusret Cakici, & Fousseni Chabi-Yo. (2015). A new approach to measuring riskiness in the equity market: Implications for the risk premium. Journal of Banking & Finance. 57. 101–117. 13 indexed citations

13.

Chabi-Yo, Fousseni & Ric Colacito. (2013). The Term Structures of Co-Entropy in International Financial Markets. SSRN Electronic Journal. 9 indexed citations

14.

Bakshi, Gurdip & Fousseni Chabi-Yo. (2012). Variance bounds on the permanent and transitory components of stochastic discount factors. Journal of Financial Economics. 105(1). 191–208. 37 indexed citations

15.

Bali, Turan G., Nusret Cakici, & Fousseni Chabi-Yo. (2012). Does Aggregate Riskiness Predict Future Economic Downturns?. SSRN Electronic Journal. 4 indexed citations

16.

Bali, Turan G., Nusret Cakici, & Fousseni Chabi-Yo. (2012). Does Aggregate Riskiness Predict Future Economic Downturns?. SSRN Electronic Journal. 2 indexed citations

17.

Bali, Turan G., Nusret Cakici, & Fousseni Chabi-Yo. (2011). A Generalized Measure of Riskiness. Management Science. 57(8). 1406–1423. 39 indexed citations

18.

Bakshi, Gurdip & Fousseni Chabi-Yo. (2011). Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. SSRN Electronic Journal. 22 indexed citations

19.

Chabi-Yo, Fousseni. (2009). Expected Returns and Volatility of Fama-French Factors. SSRN Electronic Journal. 4 indexed citations

20.

Chabi-Yo, Fousseni. (2008). Pricing Kernels with Stochastic Skewness and Volatility Risk. SSRN Electronic Journal. 16 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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