Lorán Chollete

569 total citations
24 papers, 371 citations indexed

About

Lorán Chollete is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Lorán Chollete has authored 24 papers receiving a total of 371 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 19 papers in Economics and Econometrics and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Lorán Chollete's work include Market Dynamics and Volatility (11 papers), Financial Risk and Volatility Modeling (9 papers) and Financial Markets and Investment Strategies (8 papers). Lorán Chollete is often cited by papers focused on Market Dynamics and Volatility (11 papers), Financial Risk and Volatility Modeling (9 papers) and Financial Markets and Investment Strategies (8 papers). Lorán Chollete collaborates with scholars based in United States, Norway and Taiwan. Lorán Chollete's co-authors include Andréas Heinen, Victor de la Peña, Jing Chen, Víctor Peña, Johannes A. Skjeltorp, Sharon G. Harrison, Randi Næs, Dwight M. Jaffee and Michael J. Klass and has published in prestigious journals such as Journal of Banking & Finance, Finance research letters and Journal of Financial Stability.

In The Last Decade

Lorán Chollete

18 papers receiving 352 citations

Peers

Lorán Chollete

FINAN

EE

GEEF

ACCOU

MSOR

Bruno Feunou Canada

Georges Tsafack United States

Gamini Premaratne Brunei

Trino‐Manuel Ñíguez United Kingdom

Peter Vlaar Netherlands

Stefan Lundbergh Sweden

Juan‐Ángel Jiménez‐Martín Spain

Tie Su United States

Ken Nyholm Germany

Mateusz Pipień Poland

Bruno Feunou Canada

Lorán Chollete

592 ×1.9

FINAN

400 ×1.5

EE

137 ×1.4

GEEF

26 ×0.7

ACCOU

33 ×1.4

MSOR

Citations per year, relative to Lorán Chollete Lorán Chollete (= 1×) peers Bruno Feunou

Countries citing papers authored by Lorán Chollete

Since Specialization

Citations

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

Fields of papers citing papers by Lorán Chollete

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Lorán Chollete

This figure shows the co-authorship network connecting the top 25 collaborators of Lorán Chollete. A scholar is included among the top collaborators of Lorán Chollete 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 Lorán Chollete. Lorán Chollete 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

1.

Chollete, Lorán, et al.. (2024). Assessing the volatility of green firms. Finance research letters. 64. 105372–105372. 1 indexed citations

2.

Chollete, Lorán, Victor de la Peña, & Michael J. Klass. (2023). The price of independence in a model with unknown dependence. Mathematical Social Sciences. 123. 51–58.

3.

Harrison, Sharon G., et al.. (2022). May the Forcing Be with You: Experimental Evidence on Mandatory Contributions to Public Goods. SSRN Electronic Journal.

4.

Chollete, Lorán & Sharon G. Harrison. (2021). Unintended Consequences: Ambiguity Neglect and Policy Ineffectiveness. Eastern Economic Journal. 47(2). 206–226. 4 indexed citations

5.

Chollete, Lorán, et al.. (2013). Central Banking and Financial Stability in the Long Run. SSRN Electronic Journal.

6.

Chollete, Lorán. (2012). A Model of Endogenous Extreme Events. SSRN Electronic Journal. 1 indexed citations

7.

Chollete, Lorán. (2011). The Market Premium for Dynamic Tail Risk. SSRN Electronic Journal. 18 indexed citations

8.

Chollete, Lorán, et al.. (2011). International diversification: An extreme value approach. Journal of Banking & Finance. 36(3). 871–885. 15 indexed citations

9.

Chollete, Lorán, et al.. (2009). International Diversification: An Extreme Value Approach. RePEc: Research Papers in Economics. 2 indexed citations

10.

Chollete, Lorán & Dwight M. Jaffee. (2009). Financial Implications of Extreme and Rare Events. 1 indexed citations

11.

Chen, Jing, et al.. (2009). Financial distress and idiosyncratic volatility: An empirical investigation. Journal of Financial Markets. 13(2). 249–267. 26 indexed citations

12.

Chollete, Lorán, et al.. (2009). Modeling International Financial Returns with a Multivariate Regime-switching Copula. Journal of Financial Econometrics. 7(4). 437–480. 198 indexed citations

13.

Chollete, Lorán, Randi Næs, & Johannes A. Skjeltorp. (2008). The Risk Components of Liquidity. SSRN Electronic Journal. 1 indexed citations

14.

Chollete, Lorán. (2008). Economic Implications of Copulas and Extremes. BIBSYS Brage (BIBSYS (Norway)). 2008(2).

15.

Chollete, Lorán. (2008). The Propagation of Financial Extremes. SSRN Electronic Journal. 3 indexed citations

16.

Chollete, Lorán, Randi Næs, & Johannes A. Skjeltorp. (2007). What Captures Liquidity Risk? Order Based Versus Trade Based Liquidity Measures. SSRN Electronic Journal. 2 indexed citations

17.

Chollete, Lorán. (2007). The Propagation of Financial Extremes: An Application to Subprime Market Spillovers. SSRN Electronic Journal.

18.

Chollete, Lorán, Randi Næs, & Johannes A. Skjeltorp. (2006). Pricing Implications of Shared Variance in Liquidity Measures. SSRN Electronic Journal. 2 indexed citations

19.

Chollete, Lorán & Jing Chen. (2006). Financial Distress and Idiosyncratic Volatility: An Empirical Investigation. SSRN Electronic Journal. 4 indexed citations

20.

Chollete, Lorán, et al.. (2005). Comovement of International Financial Markets. SSRN Electronic Journal. 8 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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