| 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 | 1312 | 2007 |
| A multifractal model of asset returns LE Calvet, AJ Fisher, BB Mandelbrot Cowles Foundation Discussion Paper No. 1164, 1997 | 802* | 1997 |
| Fight or flight? Portfolio rebalancing by individual investors LE Calvet, JY Campbell, P Sodini Quarterly Journal of Economics 124 (1), 301-348, 2009 | 740 | 2009 |
| Measuring the financial sophistication of households LE Calvet, JY Campbell, P Sodini American Economic Review 99 (2), 393-398, 2009 | 726 | 2009 |
| Multifractality in asset returns: Theory and evidence LE Calvet, A Fisher Review of Economics and Statistics 84 (3), 381-406, 2002 | 456 | 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 | 413 | 2004 |
| Forecasting multifractal volatility LE Calvet, A Fisher Journal of Econometrics 105 (1), 27-58, 2001 | 376 | 2001 |
| Twin picks: Disentangling the determinants of risk‐taking in household portfolios LE Calvet, P Sodini Journal of Finance 69 (2), 867-906, 2014 | 346 | 2014 |
| Rich pickings? Risk, return, and skill in household wealth L Bach, LE Calvet, P Sodini American Economic Review 110 (9), 2703-2747, 2020 | 319 | 2020 |
| Multifractal volatility: Theory, forecasting, and pricing LE Calvet, A Fisher Academic Press, 2008 | 268 | 2008 |
| Multifractality of Deutschemark/US dollar exchange rates LE Calvet, AJ Fisher, BB Mandelbrot Cowles Foundation discussion paper No. 1166, 1997 | 238* | 1997 |
| Idiosyncratic production risk, growth and the business cycle GM Angeletos, LE Calvet Journal of Monetary Economics 53 (6), 1095-1115, 2006 | 215 | 2006 |
| Volatility comovement: A multifrequency approach LE Calvet, AJ Fisher, SB Thompson Journal of Econometrics 131 (1), 179-215, 2006 | 155 | 2006 |
| Multifrequency news and stock returns LE Calvet, AJ Fisher Journal of Financial Economics 86 (1), 178-212, 2007 | 135 | 2007 |
| Large deviations and the distribution of price changes LE Calvet, AJ Fisher, BB Mandelbrot Cowles Foundation Discussion Paper No. 1165, 1997 | 132 | 1997 |
| Who are the value and growth investors? S Betermier, LE Calvet, P Sodini Journal of Finance 72 (1), 5-46, 2017 | 129 | 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 | 106 | 2004 |
| Can security design foster household risk-taking? LE Calvet, C Célérier, P Sodini, B Vallee Journal of Finance 78 (4), 1917-1966, 2023 | 90* | 2023 |
| The cross-section of household preferences LE Calvet, JY Campbell, F Gomes, P Sodini National Bureau of Economic Research, 2021 | 85 | 2021 |
| Rich pickings? Risk, return, and skill in the portfolios of the wealthy L Bach, LE Calvet, P Sodini CEPR Discussion Paper No. DP11734, 2016 | 82 | 2016 |
Paolo SodiniStockholm School of EconomicsVerified email at hhs.se
