Sofiane Aboura

497 total citations
38 papers, 321 citations indexed

About

Sofiane Aboura is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Sofiane Aboura has authored 38 papers receiving a total of 321 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Economics and Econometrics, 30 papers in Finance and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Sofiane Aboura's work include Market Dynamics and Volatility (24 papers), Financial Risk and Volatility Modeling (17 papers) and Financial Markets and Investment Strategies (11 papers). Sofiane Aboura is often cited by papers focused on Market Dynamics and Volatility (24 papers), Financial Risk and Volatility Modeling (17 papers) and Financial Markets and Investment Strategies (11 papers). Sofiane Aboura collaborates with scholars based in France, Norway and Germany. Sofiane Aboura's co-authors include Julien Chevallier, Niklas Wagner, Bangzhu Zhu, Julien Chevallier, Christophe Villa, Aviral Kumar Tiwari, Rania Jammazi, Denis S. Grebenkov, Niklas Wagner and Qian Liu and has published in prestigious journals such as European Journal of Operational Research, Physica A Statistical Mechanics and its Applications and International Review of Financial Analysis.

In The Last Decade

Sofiane Aboura

32 papers receiving 311 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Sofiane Aboura France	9	275	165	88	48	33	38	321
Ziwei Wang China	5	336 1.2×	109 0.7×	116 1.3×	47 1.0×	33 1.0×	12	365
Xisong Jin Luxembourg	9	249 0.9×	236 1.4×	75 0.9×	26 0.5×	33 1.0×	15	327
İrfan Civcir Türkiye	12	308 1.1×	153 0.9×	249 2.8×	44 0.9×	43 1.3×	30	402
Georgios Bampinas Greece	9	364 1.3×	102 0.6×	160 1.8×	76 1.6×	16 0.5×	13	392
Paolo Zagaglia Italy	9	182 0.7×	122 0.7×	108 1.2×	31 0.6×	34 1.0×	38	237
Bernd Wilfling Germany	10	300 1.1×	242 1.5×	114 1.3×	36 0.8×	47 1.4×	29	363
Mampho P. Modise South Africa	8	257 0.9×	107 0.6×	129 1.5×	86 1.8×	43 1.3×	13	312
Gideon Boako South Africa	13	379 1.4×	197 1.2×	110 1.3×	22 0.5×	27 0.8×	24	414
Ai Jun Hou Sweden	8	437 1.6×	321 1.9×	185 2.1×	37 0.8×	22 0.7×	27	487
Ihsan Badshah New Zealand	9	357 1.3×	214 1.3×	127 1.4×	38 0.8×	26 0.8×	25	382

Countries citing papers authored by Sofiane Aboura

Since Specialization

Citations

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

Fields of papers citing papers by Sofiane Aboura

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Sofiane Aboura

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

Aboura, Sofiane. (2022). A note on the Bitcoin and Fed Funds rate. Empirical Economics. 63(5). 2577–2603. 11 indexed citations

Aboura, Sofiane, et al.. (2020). Risk premium spillovers among stock markets: Evidence from higher-order moments. Journal of Financial Markets. 49. 100533–100533. 44 indexed citations

Aboura, Sofiane, Julien Chevallier, Rania Jammazi, & Aviral Kumar Tiwari. (2016). The place of gold in the cross-market dependencies. Studies in Nonlinear Dynamics and Econometrics. 20(5). 567–586. 6 indexed citations

Aboura, Sofiane, et al.. (2016). Financial stress and economic dynamics: The case of France. International Economics. 149. 57–73. 51 indexed citations

Aboura, Sofiane, et al.. (2016). Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion. Journal of Futures Markets. 36(12). 1194–1209. 8 indexed citations

Aboura, Sofiane & Julien Chevallier. (2016). A new weighting-scheme for equity indexes. International Review of Financial Analysis. 54. 159–175. 4 indexed citations

Aboura, Sofiane, et al.. (2016). Does aggregate uncertainty explain size and value anomalies?. Applied Economics. 49(32). 3214–3230. 5 indexed citations

Aboura, Sofiane, et al.. (2015). New Developments on the Modigliani-Miller Theorem. SSRN Electronic Journal.

Aboura, Sofiane, et al.. (2015). A Model of Self-Regulation in Banking Industry. SSRN Electronic Journal. 1 indexed citations

10.

Aboura, Sofiane & Julien Chevallier. (2015). Spikes and crashes in the oil market. Research in International Business and Finance. 36. 615–623. 10 indexed citations

11.

Aboura, Sofiane & Julien Chevallier. (2015). Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets. Applied Economics. 47(47). 5013–5033. 1 indexed citations

12.

Aboura, Sofiane, et al.. (2014). Does Aggregate Uncertainty Explain Size and Value Anomalies?. SSRN Electronic Journal. 1 indexed citations

13.

Chevallier, Julien & Sofiane Aboura. (2013). Leverage vs. Feedback: Which Effect Drives the Oil Market ?. HAL (Le Centre pour la Communication Scientifique Directe). 46 indexed citations

14.

Aboura, Sofiane & Julien Chevallier. (2012). Leverage vs. Feedback: Which Effect Drives the Oil Market?. SSRN Electronic Journal. 8 indexed citations

15.

Aboura, Sofiane & Niklas Wagner. (2010). Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices. SSRN Electronic Journal. 6 indexed citations

16.

Aboura, Sofiane. (2009). The extreme downside risk of the S&P 500 stock index. RePEc: Research Papers in Economics. 26(26). 104–107. 1 indexed citations

17.

Aboura, Sofiane & Niklas Wagner. (2007). Systematic Credit Risk: CDX Index Correlation and Extreme Dependence. SSRN Electronic Journal. 1 indexed citations

18.

Aboura, Sofiane. (2005). PRICING CAC 40 INDEX OPTIONS WITH STOCHASTIC VOLATILITY. HAL (Le Centre pour la Communication Scientifique Directe). 2(1). 77–85.

19.

Aboura, Sofiane & Christophe Villa. (2003). International Market Volatility Indexes: A Study on VX1, VDAX and VIX. SSRN Electronic Journal. 6 indexed citations

20.

Aboura, Sofiane. (2003). International Transmission of Volatility: A Study on the Volatility Indexes VX1, VDAX and VIX. SSRN Electronic Journal. 7 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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