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Nicolas S. Magner

Personal Details

First Name:Nicolas
Middle Name:S.
Last Name:Magner
Suffix:
RePEc Short-ID:pma3192

Affiliation

(50%) Facultad de Economía y Empresa
Universidad Diego Portales

Santiago, Chile
http://www.fee.udp.cl/
RePEc:edi:feudpcl (more details at EDIRC)

(50%) Departamento de Economía
Facultad de Economía y Empresa
Universidad Diego Portales

Santiago, Chile
http://www.economia.udp.cl/
RePEc:edi:deudpcl (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Nicolás Magner & Nicolás Hardy, 2022. "Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle," Mathematics, MDPI, vol. 10(13), pages 1-27, July.
  2. Jaime F. Lavin & Mauricio A. Valle & Nicolás S. Magner & Baogui Xin, 2021. "A Network-Based Approach to Study Returns Synchronization of Stocks: The Case of Global Equity Markets," Complexity, Hindawi, vol. 2021, pages 1-24, November.
  3. Nicolás Magner & Jaime F Lavin & Mauricio Valle & Nicolás Hardy, 2021. "The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon," PLOS ONE, Public Library of Science, vol. 16(5), pages 1-21, May.
  4. Nicolás S. Magner & Jaime F. Lavin & Mauricio A. Valle & Nicolás Hardy, 2020. "The Volatility Forecasting Power of Financial Network Analysis," Complexity, Hindawi, vol. 2020, pages 1-17, September.
  5. Jaime F. Lavin & Mauricio A. Valle & Nicolás S. Magner, 2019. "Modeling Overlapped Mutual Funds’ Portfolios: A Bipartite Network Approach," Complexity, Hindawi, vol. 2019, pages 1-20, July.
  6. Nicolás S. Magner & Cinthia K. Roa, 2019. "Terrorism and Latin-American Stocks Markets," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(PNEA), pages 583-599, Agosto 20.
  7. Jaime F. Lavin & Mauricio A. Valle & Nicolás S. Magner, 2019. "Heuristics in Mutual Fund Consumers' Willingness‐to‐Invest: An Experimental Approach," Journal of Consumer Affairs, Wiley Blackwell, vol. 53(4), pages 1970-2002, December.
  8. Jaime F. Lavin & Nicolás S. Magner, 2014. "Reversing the Question: On What Does the Turnover of Mutual Funds Depend? Evidence from Equity Mutual Funds in Chile," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S5), pages 110-129, September.
  9. Marchant, Ricardo & Mora, Marcos & Magner, Nicolas, 2007. "Economías de escala en la industria del vino de exportación en Chile," Economi­a Agraria (Revista Economia Agraria), Agrarian Economist Association (AEA), Chile, vol. 11, pages 1-8.
  10. Magner, Nicolas & Arias, Juan & Martorell, Carolina, 2007. "Identificación de factores determinantes de conflictos laborales en el personal cosechero de arándanos," Economi­a Agraria (Revista Economia Agraria), Agrarian Economist Association (AEA), Chile, vol. 11, pages 1-11.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Jaime F. Lavin & Mauricio A. Valle & Nicolás S. Magner & Baogui Xin, 2021. "A Network-Based Approach to Study Returns Synchronization of Stocks: The Case of Global Equity Markets," Complexity, Hindawi, vol. 2021, pages 1-24, November.

    Cited by:

    1. Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S., 2024. "Stock market pattern recognition using symbol entropy analysis," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    2. Nicolas S. Magner & Nicolás Hardy & Tiago Ferreira & Jaime F. Lavin, 2023. "“Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis," Mathematics, MDPI, vol. 11(7), pages 1-16, March.
    3. Nicolás Magner & Jaime F. Lavín & Mauricio A. Valle, 2022. "Modeling Synchronization Risk among Sustainable Exchange Trade Funds: A Statistical and Network Analysis Approach," Mathematics, MDPI, vol. 10(19), pages 1-30, October.

  2. Nicolás Magner & Jaime F Lavin & Mauricio Valle & Nicolás Hardy, 2021. "The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon," PLOS ONE, Public Library of Science, vol. 16(5), pages 1-21, May.

    Cited by:

    1. Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S., 2024. "Stock market pattern recognition using symbol entropy analysis," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    2. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers 202183, University of Pretoria, Department of Economics.
    3. Mikhail Stolbov & Daniil Parfenov, 2023. "Credit risk linkages in the international banking network, 2000–2019," Risk Management, Palgrave Macmillan, vol. 25(3), pages 1-38, September.
    4. Nicolás Magner & Jaime F. Lavín & Mauricio A. Valle, 2022. "Modeling Synchronization Risk among Sustainable Exchange Trade Funds: A Statistical and Network Analysis Approach," Mathematics, MDPI, vol. 10(19), pages 1-30, October.

  3. Nicolás S. Magner & Jaime F. Lavin & Mauricio A. Valle & Nicolás Hardy, 2020. "The Volatility Forecasting Power of Financial Network Analysis," Complexity, Hindawi, vol. 2020, pages 1-17, September.

    Cited by:

    1. Nicolás Magner Pulgar & Esteban José Antonio Terán Sánchez & Vicente Alfonso Guzmán Muñoz, 2022. "Stock Market Synchronization and Stock Volatility: The Case of an Emerging Market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(3), pages 1-22, Julio - S.
    2. Nicolás Magner & Jaime F Lavin & Mauricio Valle & Nicolás Hardy, 2021. "The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon," PLOS ONE, Public Library of Science, vol. 16(5), pages 1-21, May.
    3. Nicolas S. Magner & Nicolás Hardy & Tiago Ferreira & Jaime F. Lavin, 2023. "“Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis," Mathematics, MDPI, vol. 11(7), pages 1-16, March.
    4. Nicolás Magner & Nicolás Hardy, 2022. "Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle," Mathematics, MDPI, vol. 10(13), pages 1-27, July.
    5. Nicolás Magner & Jaime F. Lavín & Mauricio A. Valle, 2022. "Modeling Synchronization Risk among Sustainable Exchange Trade Funds: A Statistical and Network Analysis Approach," Mathematics, MDPI, vol. 10(19), pages 1-30, October.

  4. Jaime F. Lavin & Mauricio A. Valle & Nicolás S. Magner, 2019. "Modeling Overlapped Mutual Funds’ Portfolios: A Bipartite Network Approach," Complexity, Hindawi, vol. 2019, pages 1-20, July.

    Cited by:

    1. Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2022. "A new measure of the resilience for networks of funds with applications to socially responsible investments," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
    2. Vipul Satone & Dhruv Desai & Dhagash Mehta, 2021. "Fund2Vec: Mutual Funds Similarity using Graph Learning," Papers 2106.12987, arXiv.org.
    3. Nicolás Magner & Jaime F. Lavín & Mauricio A. Valle, 2022. "Modeling Synchronization Risk among Sustainable Exchange Trade Funds: A Statistical and Network Analysis Approach," Mathematics, MDPI, vol. 10(19), pages 1-30, October.

  5. Jaime F. Lavin & Mauricio A. Valle & Nicolás S. Magner, 2019. "Heuristics in Mutual Fund Consumers' Willingness‐to‐Invest: An Experimental Approach," Journal of Consumer Affairs, Wiley Blackwell, vol. 53(4), pages 1970-2002, December.

    Cited by:

    1. Marcel Piotrowski & Christian Bünnings, 2024. "How heuristics in judgement influence the securities investment decision process," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 29(1), pages 97-105, March.
    2. Theodoros Anagnostopoulos & Grigorios L. Kyriakopoulos & Stamatios Ntanos & Eleni Gkika & Sofia Asonitou, 2020. "Intelligent Predictive Analytics for Sustainable Business Investment in Renewable Energy Sources," Sustainability, MDPI, vol. 12(7), pages 1-11, April.

  6. Jaime F. Lavin & Nicolás S. Magner, 2014. "Reversing the Question: On What Does the Turnover of Mutual Funds Depend? Evidence from Equity Mutual Funds in Chile," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S5), pages 110-129, September.

    Cited by:

    1. Juan Eberhard & Jaime F. Lavin & Alejandro Montecinos-Pearce, 2017. "A Network-Based Dynamic Analysis in an Equity Stock Market," Complexity, Hindawi, vol. 2017, pages 1-16, November.
    2. Farah Naz & Hafsa Khan & Muhammad Ishfaq Ahmad & Ramiz Ur Rehman & Muhammad Akram Naseem, 2019. "Productivity and efficiency analysis of Pakistani mutual funds using Malmquist index approach," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-21, September.
    3. Jaime F. Lavin & Mauricio A. Valle & Nicolás S. Magner, 2019. "Modeling Overlapped Mutual Funds’ Portfolios: A Bipartite Network Approach," Complexity, Hindawi, vol. 2019, pages 1-20, July.

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