Laurent Barras

1.1k total citations · 1 hit paper
19 papers, 643 citations indexed

About

Laurent Barras is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Laurent Barras has authored 19 papers receiving a total of 643 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 8 papers in General Economics, Econometrics and Finance and 8 papers in Economics and Econometrics. Recurrent topics in Laurent Barras's work include Financial Markets and Investment Strategies (18 papers), Monetary Policy and Economic Impact (8 papers) and Financial Risk and Volatility Modeling (5 papers). Laurent Barras is often cited by papers focused on Financial Markets and Investment Strategies (18 papers), Monetary Policy and Economic Impact (8 papers) and Financial Risk and Volatility Modeling (5 papers). Laurent Barras collaborates with scholars based in Luxembourg, Switzerland and Canada. Laurent Barras's co-authors include Olivier Scaillet, Russ Wermers, Robert Kosowski, Doron Avramov, Dušan Isakov, Patrick Gagliardini and David Ardia and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Journal of Financial and Quantitative Analysis.

In The Last Decade

Laurent Barras

17 papers receiving 610 citations

Hit Papers

False Discoveries in Mutual Fund Performance: Measuring L... 2010 2026 2015 2020 2010 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
    2010 515 citations Laurent Barras, Olivier Scaillet et al. The Journal of Finance profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Laurent Barras Luxembourg 7 572 309 308 102 91 19 643
Alessio Saretto United States 13 798 1.4× 422 1.4× 330 1.1× 54 0.5× 45 0.5× 33 923
Brendan Bradley United States 8 711 1.2× 230 0.7× 499 1.6× 105 1.0× 46 0.5× 10 785
Chayawat Ornthanalai Canada 14 925 1.6× 203 0.7× 373 1.2× 57 0.6× 98 1.1× 32 985
Tongshu Ma United States 10 405 0.7× 229 0.7× 203 0.7× 123 1.2× 80 0.9× 28 510
K. Özgür Demirtaş Türkiye 13 514 0.9× 219 0.7× 358 1.2× 83 0.8× 70 0.8× 53 621
Nikola Tarashev Switzerland 18 753 1.3× 178 0.6× 394 1.3× 50 0.5× 127 1.4× 41 852
Hsiu‐Lang Chen United States 8 950 1.7× 747 2.4× 413 1.3× 100 1.0× 78 0.9× 19 1.0k
Pamela C. Moulton United States 15 722 1.3× 418 1.4× 410 1.3× 149 1.5× 66 0.7× 40 816
François‐Éric Racicot Canada 13 453 0.8× 120 0.4× 375 1.2× 83 0.8× 112 1.2× 65 577
Jesús Saá-Requejo United States 6 534 0.9× 204 0.7× 263 0.9× 118 1.2× 54 0.6× 8 643

Countries citing papers authored by Laurent Barras

Since Specialization
Citations

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

Fields of papers citing papers by Laurent Barras

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Laurent Barras

This figure shows the co-authorship network connecting the top 25 collaborators of Laurent Barras. A scholar is included among the top collaborators of Laurent Barras 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 Laurent Barras. Laurent Barras 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.
Ardia, David, Laurent Barras, Patrick Gagliardini, & Olivier Scaillet. (2024). Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. Journal of Financial Economics. 154. 103805–103805. 1 indexed citations
2.
Barras, Laurent, Patrick Gagliardini, & Olivier Scaillet. (2021). Skill, Scale, and Value Creation in the Mutual Fund Industry. The Journal of Finance. 77(1). 601–638. 21 indexed citations
3.
Barras, Laurent, Olivier Scaillet, & Russ Wermers. (2019). Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply. SSRN Electronic Journal. 11 indexed citations
4.
Barras, Laurent. (2019). A large-scale approach for evaluating asset pricing models. Journal of Financial Economics. 134(3). 549–569. 3 indexed citations
5.
Barras, Laurent, Patrick Gagliardini, & Olivier Scaillet. (2018). The Cross-Sectional Distribution of Fund Skill Measures. SSRN Electronic Journal. 2 indexed citations
6.
Barras, Laurent, et al.. (2016). The Predominance of Real Estate in the Household Portfolio. SSRN Electronic Journal. 2 indexed citations
7.
Barras, Laurent, et al.. (2014). Variance Risk Premium Dynamics in Equity and Option Markets. SSRN Electronic Journal. 10 indexed citations
8.
Avramov, Doron, Laurent Barras, & Robert Kosowski. (2013). Hedge Fund Return Predictability Under the Magnifying Glass. Journal of Financial and Quantitative Analysis. 48(4). 1057–1083. 38 indexed citations
9.
Avramov, Doron, Laurent Barras, & Robert Kosowski. (2012). Hedge Fund Return Predictability Under the Magnifying Glass. SSRN Electronic Journal. 10 indexed citations
10.
Barras, Laurent. (2012). The Value Premium in a Large-Cross Section of Test Portfolios. SSRN Electronic Journal.
11.
Barras, Laurent. (2011). Understanding the Relation between the Statistical and Economic Significance of Predictability. SSRN Electronic Journal. 2 indexed citations
12.
Barras, Laurent, Olivier Scaillet, & Russ Wermers. (2010). False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas. The Journal of Finance. 65(1). 179–216. 515 indexed citations breakdown →
13.
Avramov, Doron, Laurent Barras, & Robert Kosowski. (2009). Hedge Fund Predictability under the Magnifying Glass: Forecasting Individual Fund Returns Using Multiple Predictors. SSRN Electronic Journal. 2 indexed citations
14.
Avramov, Doron, Laurent Barras, & Robert Kosowski. (2009). Hedge Fund Predictability Under the Magnifying Glass: Forecasting Individual Fund Returns Using Multiple Predictors. SSRN Electronic Journal. 3 indexed citations
15.
Barras, Laurent. (2007). Understanding the Relation between the Statistical and Economic Significance of Predictability. Archive ouverte UNIGE (University of Geneva). 2 indexed citations
16.
Barras, Laurent. (2006). International conditional asset allocation under specification uncertainty. Journal of Empirical Finance. 14(4). 443–464. 1 indexed citations
17.
Barras, Laurent. (2005). International Conditional Asset Allocation under Real Time Uncertainty. SSRN Electronic Journal.
18.
Barras, Laurent & Dušan Isakov. (2003). How to diversify internationally? A comparison of conditional and unconditional methods. Financial markets and portfolio management. 17(2). 194–212. 4 indexed citations
19.
Isakov, Dušan & Laurent Barras. (2002). How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods. 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Alessio Saretto Breakdown of academic impact, for papers by Brendan Bradley Breakdown of academic impact, for papers by Chayawat Ornthanalai Breakdown of academic impact, for papers by Tongshu Ma Breakdown of academic impact, for papers by K. Özgür Demirtaş Breakdown of academic impact, for papers by Nikola Tarashev Breakdown of academic impact, for papers by Hsiu‐Lang Chen Breakdown of academic impact, for papers by Pamela C. Moulton Breakdown of academic impact, for papers by François‐Éric Racicot Breakdown of academic impact, for papers by Jesús Saá-Requejo
Rankless by CCL
2026