Rene Garcia

Rene Garcia

Université de Montréal

H-index: 35

North America-Canada

About Rene Garcia

Rene Garcia, With an exceptional h-index of 35 and a recent h-index of 21 (since 2020), a distinguished researcher at Université de Montréal, specializes in the field of finance, financial econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Online Appendix for: Uncovering Asset Market Participation from Household Consumption and Income

Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information

Tail risk and asset prices in the short-term

A Family of Complex Kleinian Split Solvable Groups

The socially enriched environment test: a new approach to evaluate social behavior in a mouse model of social anxiety disorder

Smooth knot limit sets of the complex hyperbolic plane

Asset Pricing with Nonlinear Principal Components

High-frequency tail risk premium and stock return predictability

Rene Garcia Information

University

Position

Professor

Citations(all)

7246

Citations(since 2020)

1847

Cited By

6171

hIndex(all)

35

hIndex(since 2020)

21

i10Index(all)

62

i10Index(since 2020)

29

Email

University Profile Page

Université de Montréal

Google Scholar

View Google Scholar Profile

Rene Garcia Skills & Research Interests

finance

financial econometrics

Top articles of Rene Garcia

Title

Journal

Author(s)

Publication Date

Online Appendix for: Uncovering Asset Market Participation from Household Consumption and Income

Available at SSRN 3976525

Veronika Czellar

René Garcia

Francois Le Grand

2023/11/18

Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information

American Economic Journal: Macroeconomics

Marco Bonomo

Carlos Carvalho

René Garcia

Vivian Malta

Rodolfo Rigato

2021/9

Tail risk and asset prices in the short-term

Available at SSRN 4216981

Caio Almeida

Gustavo Freire

René Garcia

Rodrigo Hizmeri

2023/3/9

A Family of Complex Kleinian Split Solvable Groups

Bulletin of the Brazilian Mathematical Society, New Series

Waldemar Barrera

Rene Garcia

Juan Pablo Navarrete

2022/12

The socially enriched environment test: a new approach to evaluate social behavior in a mouse model of social anxiety disorder

Learning & Memory

Zineb Boudjafad

Asmae Lguensat

Kenza Elmardadi

Asma Dahi

Mohamed Bennis

...

2022/11/1

Smooth knot limit sets of the complex hyperbolic plane

Boletín de la Sociedad Matemática Mexicana

Waldemar Barrera

René García

Juan Pablo Navarrete

2022/11

Asset Pricing with Nonlinear Principal Components

Caio Almeida

René Garcia

Stéphane N'Dri

2022/1

High-frequency tail risk premium and stock return predictability

forthcoming in Journal of Financial and Quantitative Analysis

Caio Almeida

Kym Ardison

Rene Orlowski

Piotr

Garcia

2023

Interdisciplinary Modeling of Planetary Habitability

Bulletin of the American Astronomical Society

R Barnes

P Barth

C Wilhelm

DE Graham

R Garcia

...

2021/3

Uncovering Asset Market Participation from Household Consumption and Income

Available at SSRN 3975672

Veronika Czellar

René Garcia

François Le Grand

2021/12/1

Optimal portfolio strategies in the presence of regimes in asset returns

Journal of Banking & Finance

Carlos Heitor Campani

René Garcia

Marcelo Lewin

2021/2/1

Funding conditions, transaction costs and the dynamic performance of anomalies

Magnim Farouh

René Garcia

2021/10/27

Geometric models of soliton vortex dynamics

arXiv preprint arXiv:2105.00597

Rene Garcia

2021/5/3

Funding conditions, transaction costs and the performance of anomalies

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI-ESSEC

Magnim Farouh

René Garcia

2021/4/19

Carbon Dioxide Outgassing Constrains the Habitability of Rocky Planets after their Host M Dwarf's Pre-Main Sequence Phase

Bulletin of the American Astronomical Society

R Garcia

R Barnes

P Driscoll

V Meadows

2021/3

Intermediary leverage shocks and funding conditions

Available at SSRN 3649065

Jean-Sebastien Fontaine

René Garcia

Sermin Gungor

2020/7/11

Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I)

Francis X Diebold

René Garcia

Kris Jacobs

2020/6/1

Nonparametric assessment of hedge fund performance

Journal of Econometrics

Caio Almeida

Kym Ardison

René Garcia

2020/2/1

See List of Professors in Rene Garcia University(Université de Montréal)

Co-Authors

H-index: 227
Yoshua Bengio

Yoshua Bengio

Université de Montréal

H-index: 74
Eric Ghysels

Eric Ghysels

University of North Carolina at Chapel Hill

H-index: 61
Pierre Perron

Pierre Perron

Boston University

H-index: 57
Serena Ng

Serena Ng

Columbia University in the City of New York

H-index: 37
Jerome Detemple

Jerome Detemple

Boston University

H-index: 25
David Veredas

David Veredas

Vlerick Business School

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