| Down or out: Assessing the welfare costs of household investment mistakes LE Calvet, JY Campbell, P Sodini Journal of Political Economy 115 (5), 707-747, 2007 | 1197 | 2007 |
| A multifractal model of asset returns LE Calvet, AJ Fisher, BB Mandelbrot Cowles Foundation Discussion Paper No. 1164, 1997 | 756* | 1997 |
| Fight or flight? Portfolio rebalancing by individual investors LE Calvet, JY Campbell, P Sodini Quarterly Journal of Economics 124 (1), 301-348, 2009 | 686 | 2009 |
| Measuring the financial sophistication of households LE Calvet, JY Campbell, P Sodini American Economic Review 99 (2), 393-398, 2009 | 666 | 2009 |
| Multifractality in asset returns: Theory and evidence LE Calvet, A Fisher Review of Economics and Statistics 84 (3), 381-406, 2002 | 436 | 2002 |
| How to forecast long-run volatility: Regime switching and the estimation of multifractal processes LE Calvet, AJ Fisher Journal of Financial Econometrics 2 (1), 49-83, 2004 | 398 | 2004 |
| Forecasting multifractal volatility LE Calvet, A Fisher Journal of Econometrics 105 (1), 27-58, 2001 | 370 | 2001 |
| Twin picks: Disentangling the determinants of risk‐taking in household portfolios LE Calvet, P Sodini Journal of Finance 69 (2), 867-906, 2014 | 303 | 2014 |
| Multifractal volatility: Theory, forecasting, and pricing LE Calvet, A Fisher Academic Press, 2008 | 261 | 2008 |
| Rich pickings? Risk, return, and skill in household wealth L Bach, LE Calvet, P Sodini American Economic Review 110 (9), 2703-2747, 2020 | 247 | 2020 |
| Multifractality of Deutschemark/US dollar exchange rates LE Calvet, AJ Fisher, BB Mandelbrot Cowles Foundation discussion paper No. 1166, 1997 | 231* | 1997 |
| Idiosyncratic production risk, growth and the business cycle GM Angeletos, LE Calvet Journal of Monetary Economics 53 (6), 1095-1115, 2006 | 211 | 2006 |
| Large deviations and the distribution of price changes LE Calvet, AJ Fisher, BB Mandelbrot Cowles Foundation Discussion Paper No. 1165, 1997 | 184* | 1997 |
| Volatility comovement: A multifrequency approach LE Calvet, AJ Fisher, SB Thompson Journal of Econometrics 131 (1), 179-215, 2006 | 145 | 2006 |
| Multifrequency news and stock returns LE Calvet, AJ Fisher Journal of Financial Economics 86 (1), 178-212, 2007 | 131 | 2007 |
| Who are the value and growth investors? S Betermier, LE Calvet, P Sodini Journal of Finance 72 (1), 5-46, 2017 | 117 | 2017 |
| Financial innovation, market participation, and asset prices LE Calvet, M Gonzalez-Eiras, P Sodini Journal of Financial and Quantitative Analysis 39 (03), 431-459, 2004 | 99 | 2004 |
| Rich pickings? Risk, return, and skill in the portfolios of the wealthy L Bach, LE Calvet, P Sodini CEPR Discussion Paper No. DP11734, 2016 | 79 | 2016 |
| Incomplete markets and volatility LE Calvet Journal of Economic Theory 98 (2), 295-338, 2001 | 75 | 2001 |
| Aggregation of heterogeneous beliefs, risk sharing and asset pricing in complete financial markets LE Calvet, JM Grandmont, I Lemaire Research in Economics 72 (1), 117-146, 2018 | 70* | 2018 |
Paolo SodiniStockholm School of EconomicsVerified email at hhs.se
