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Economics and Finance

D-Index
64
Citations
27262
World Ranking
627
National Ranking
402

Overview

Philippe Jorion is affiliated with the University of California, Irvine in the United States. Their research spans multiple fields, primarily focused on Economics, Econometrics, and Finance, with additional contributions to Business, Management, and Accounting. The subfields of study include Finance, Accounting, Economics and Econometrics, Management Science and Operations Research, and General Economics, Econometrics, and Finance.

Their work covers several main topics, notably Financial Markets and Investment Strategies, Corporate Finance and Governance, Auditing, Earnings Management, Governance, Housing Market and Economics, Merger and Competition Analysis, Intellectual Property Law, and Banking stability, regulation, and efficiency.

Jorion's publication record includes recent papers in multiple venues. These include:

  • "A (Sub)penny For Your Thoughts: Tracking Retail Investor Activity in TAQ," 2022, SSRN Electronic Journal
  • "A (Sub)penny for Your Thoughts: Tracking Retail Investor Activity in TAQ," 2024, The Journal of Finance
  • "The 'Actual Retail Price' of Equity Trades," 2022, SSRN Electronic Journal
  • "Who Is Minding the Store? Order Routing and Competition in Retail Trade Execution," 2023, SSRN Electronic Journal
  • "Hedge Funds vs. Alternative Risk Premia," 2021, Financial Analysts Journal

The frequent co-authors in Jorion's research are Christopher G. Schwarz, Brad M. Barber, Terrance Odean, and Xing Huang. These collaborations reflect shared interests particularly in financial markets and trading dynamics.

Jorion has published books with Wiley, including the "Financial Risk Manager Handbook Plus Test Bank" released in 2021, which has garnered citations relevant to the field.

The primary publication venues for Jorion's work include:

  • SSRN Electronic Journal
  • The Journal of Finance
  • Financial Analysts Journal
  • Finance and Economics Discussion Series

Best Publications

  • Value At Risk: The New Benchmark for Managing Financial Risk

    Phhilippe Jorion

  • Value at risk: the new benchmark for controlling market risk

    Philippe Jorion

  • Value at Risk

    Philippe Jorion

  • Purchasing Power Parity in the Long Run

    Niso Abuaf;Philippe Jorion

  • THE EXCHANGE-RATE EXPOSURE OF U.S.MULTINATIONALS

    Philippe Jorion

  • Bayes-Stein Estimation for Portfolio Analysis

    Philippe Jorion

  • Predicting Volatility in the Foreign Exchange Market

    Philippe Jorion

  • On Jump Processes in the Foreign Exchange and Stock Markets

    Philippe Jorion

  • International Portfolio Diversification with Estimation Risk

    Philippe Jorion

  • Risk management lessons from Long‐Term Capital Management

    Philippe Jorion

  • The Pricing of Exchange Rate Risk in the Stock Market

    Philippe Jorion

  • Good and bad credit contagion: Evidence from credit default swaps

    Philippe Jorion;Gaiyan Zhang

  • Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers

    Yanbo Jin;Philippe Jorion

  • Credit Contagion from Counterparty Risk

    Philippe Jorion;Gaiyan Zhang

  • GLOBAL STOCK MARKETS IN THE TWENTIETH CENTURY

    Philippe Jorion;William N. Goetzmann

  • Integration vs. Segmentation in the Canadian Stock Market

    Philippe Jorion;Eduardo Schwartz

  • Informational effects of regulation FD: evidence from rating agencies

    Philippe Jorion;Zhu Liu;Charles Shi

  • Testing the Predictive Power of Dividend Yields

    William N. Goetzmann;Philippe Jorion

  • Risk2: Measuring the Risk in Value at Risk

    Unknown

  • Currency Hedging for International Portfolios

    Jack Glen;Philippe Jorion

  • How Informative Are Value‐at‐Risk Disclosures?

    Philippe Jorion

  • The performance of emerging hedge funds and managers.

    Rajesh K. Aggarwal;Philippe Jorion

  • Informational Effects of Regulation Fd: Evidence from Rating Agencies

    Philippe Jorion;Alfred Zhu Liu;Charles Shi

Frequent Co-Authors

William N. Goetzmann
William N. Goetzmann Yale University
Alberto Giovannini
Alberto Giovannini Columbia University
Frederic S. Mishkin
Frederic S. Mishkin Columbia University
Jerome Detemple
Jerome Detemple Boston University
Eduardo S. Schwartz
Eduardo S. Schwartz Simon Fraser University

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