Wessel Marquering

973 total citations
25 papers, 681 citations indexed

About

Wessel Marquering is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Wessel Marquering has authored 25 papers receiving a total of 681 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 18 papers in Economics and Econometrics and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Wessel Marquering's work include Financial Markets and Investment Strategies (14 papers), Financial Risk and Volatility Modeling (12 papers) and Market Dynamics and Volatility (10 papers). Wessel Marquering is often cited by papers focused on Financial Markets and Investment Strategies (14 papers), Financial Risk and Volatility Modeling (12 papers) and Market Dynamics and Volatility (10 papers). Wessel Marquering collaborates with scholars based in Netherlands, New Zealand and Belgium. Wessel Marquering's co-authors include Ben Jacobsen, Peter de Goeij, Marno Verbeek, John B. Lee, Cherry Yi Zhang, Russell B. Gregory‐Allen, Joop Huij, Jeroen Derwall and Dirk Brounen and has published in prestigious journals such as Journal of Banking & Finance, Journal of Economic Behavior & Organization and Finance research letters.

In The Last Decade

Wessel Marquering

25 papers receiving 654 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Wessel Marquering Netherlands	12	482	422	144	130	48	25	681
Edward Saunders United States	5	393 0.8×	426 1.0×	131 0.9×	43 0.3×	95 2.0×	11	610
Stephen P. Keef New Zealand	14	258 0.5×	257 0.6×	177 1.2×	65 0.5×	27 0.6×	43	568
John B. Lee New Zealand	7	255 0.5×	326 0.8×	125 0.9×	74 0.6×	26 0.5×	22	522
Terrence Hallahan Australia	9	283 0.6×	275 0.7×	410 2.8×	30 0.2×	91 1.9×	15	639
Jeffrey R. Gerlach United States	11	188 0.4×	249 0.6×	212 1.5×	56 0.4×	64 1.3×	24	464
Cherry Yi Zhang China	8	151 0.3×	172 0.4×	98 0.7×	30 0.2×	26 0.5×	12	351
Alen Nosić Germany	6	273 0.6×	210 0.5×	252 1.8×	14 0.1×	174 3.6×	9	478
Dean M. Maki United States	11	297 0.6×	660 1.6×	697 4.8×	139 1.1×	23 0.5×	13	904
Ori Levy Israel	10	188 0.4×	234 0.6×	54 0.4×	14 0.1×	143 3.0×	15	501
Nigel W. Duck United Kingdom	15	222 0.5×	488 1.2×	107 0.7×	455 3.5×	22 0.5×	44	711

Countries citing papers authored by Wessel Marquering

Since Specialization

Citations

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

Fields of papers citing papers by Wessel Marquering

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Wessel Marquering

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

Zhang, Cherry Yi, Ben Jacobsen, John B. Lee, & Wessel Marquering. (2010). Are Women More Risk Averse or Men More Optimistic?. SSRN Electronic Journal. 3 indexed citations

Gregory‐Allen, Russell B., Ben Jacobsen, & Wessel Marquering. (2010). THE DAYLIGHT SAVING TIME ANOMALY IN STOCK RETURNS: FACT OR FICTION?. The Journal of Financial Research. 33(4). 403–427. 27 indexed citations

Jacobsen, Ben & Wessel Marquering. (2009). Is it the Weather? Response. SSRN Electronic Journal. 1 indexed citations

Jacobsen, Ben, John B. Lee, & Wessel Marquering. (2008). Are Men More Optimistic?. SSRN Electronic Journal. 12 indexed citations

Goeij, Peter de & Wessel Marquering. (2008). Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application. Journal of Empirical Finance. 16(2). 318–329. 18 indexed citations

Gregory‐Allen, Russell B., Ben Jacobsen, & Wessel Marquering. (2008). The Daylight Saving Time Anomaly in Stock Returns: Fact or Fiction?. SSRN Electronic Journal. 5 indexed citations

Derwall, Jeroen, Joop Huij, Dirk Brounen, & Wessel Marquering. (2008). REIT Momentum and the Performance of Real Estate Mutual Funds. SSRN Electronic Journal. 6 indexed citations

Jacobsen, Ben & Wessel Marquering. (2007). Is it the weather?. Journal of Banking & Finance. 32(4). 526–540. 129 indexed citations

Marquering, Wessel, et al.. (2006). Disappearing anomalies: a dynamic analysis of the persistence of anomalies. Applied Financial Economics. 16(4). 291–302. 119 indexed citations

10.

Marquering, Wessel, et al.. (2006). The Friday Effect in European Securitized Real Estate Index Returns. The Journal of Real Estate Finance and Economics. 33(1). 31–50. 16 indexed citations

11.

Marquering, Wessel. (2005). The Friday Effect in European Securitized Real Estate Index Returns. SSRN Electronic Journal. 2 indexed citations

12.

Goeij, Peter de & Wessel Marquering. (2005). The generalized asymmetric dynamic covariance model. Finance research letters. 2(2). 67–74. 5 indexed citations

13.

Marquering, Wessel & Marno Verbeek. (2004). A multivariate nonparametric test for return and volatility timing. Finance research letters. 1(4). 250–260. 5 indexed citations

14.

Marquering, Wessel & Marno Verbeek. (2004). A Multivariate Nonparametric Test for Return and Volatility Timing. SSRN Electronic Journal. 2 indexed citations

15.

Goeij, Peter de & Wessel Marquering. (2003). Do Macroeconomic Announcements Cause Asymmetric Volatility?. SSRN Electronic Journal. 2 indexed citations

16.

Marquering, Wessel. (2002). Seasonal Predictability of Stock Market Returns. Data Archiving and Networked Services (DANS). 557–576. 2 indexed citations

17.

Marquering, Wessel, et al.. (2002). Do Macroeconomic Announcements Cause Asymetric Volatility. ERIM Report Series Research in Management. 1 indexed citations

18.

Marquering, Wessel & Peter de Goeij. (2002). Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate Garch Approach. SSRN Electronic Journal. 28 indexed citations

19.

Marquering, Wessel & Marno Verbeek. (2000). The Economic Value of Predicting Stock Index Returns and Volatility. SSRN Electronic Journal. 55 indexed citations

20.

Marquering, Wessel & Marno Verbeek. (1999). An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence. Journal of Empirical Finance. 6(3). 243–265. 9 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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