Farshid Abdi : Citation Profile

Texas A&M University

2

H index

1

i10 index

128

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   4 years (2017 - 2021). See details.
   Cites by year: 32
   Journals where Farshid Abdi has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 2 (1.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pab233
   Updated: 2025-03-22    RAS profile: 2023-09-11    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Farshid Abdi.

Is cited by:

Bianchi, Daniele (7)

Uribe, Jorge (4)

Chuliá, Helena (3)

Breedon, Francis (2)

Goh, Kim-Leng (2)

Pinter, Gabor (2)

Li, Zhiyong (2)

Visaltanachoti, Nuttawat (2)

Lim, Kian-Ping (2)

Pétursson, Thórarinn (2)

Theissen, Erik (2)

Cites to:

Kuttner, Kenneth (5)

Zakrajšek, Egon (5)

Gilchrist, Simon (5)

Trzcinka, Charles (4)

Yankov, Vladimir (3)

Newey, Whitney (3)

Bernanke, Ben (3)

Ben-David, Itzhak (3)

Pedersen, Lasse (3)

Roll, Richard (3)

West, Kenneth (3)

Main data

Production by document typepaperarticle201720182019202020210123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201720182019202020210246Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20172018201920202021050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 2Most cited documents1234050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030123h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Farshid Abdi has published?

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance3

Recent works citing Farshid Abdi (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764.

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2024Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064.

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2024Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Wang, Liang ; Zhao, LU. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141.

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2024Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China. (2024). Tan, Songtao ; Shi, Xiaojun ; Peng, Yueqian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000690.

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2024Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988.

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2024Revisiting seasonality in cryptocurrencies. (2024). Mueller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004598.

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2024The impact of the capital gains tax on the Korean derivatives market. (2024). Khemakhem, Emna ; Capelle-Blancard, Gunther. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641.

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2024Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010468.

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2024Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

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2024Autopsy of a futures market failure: Japan’s Dojima rice futures in the early 21st century. (2024). Janzen, Joseph P ; Serra, Teresa ; Yamamoto, Shuhei. In: Food Policy. RePEc:eee:jfpoli:v:128:y:2024:i:c:s0306919224001283.

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2024Pricing and mispricing of accounting fundamentals: Global evidence. (2024). Kostlmeier, Siegfried. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:71-87.

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2024Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Xu, Kunpeng ; Kong, Deli ; Zhang, Pengcheng ; Qi, Jiayin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x.

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2024Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach. (2024). , Keith ; Qin, Zhenjiang ; Yu, BO ; Dong, Liang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000394.

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2024Risk-adjusted performance of new economy indices and thematic sectors. (2024). Rubio, Gonzalo ; Grau-Vera, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002319.

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2024Predicting ETF liquidity. (2024). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R ; Pham, Son D. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:478-508.

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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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2025Low risk, high variability: practical guide for portfolio construction. (2025). De Nard, Gianluca ; Cirulli, Antonello ; Walker, Patrick ; Traut, Joshua. In: ECON - Working Papers. RePEc:zur:econwp:463.

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Works by Farshid Abdi:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices In: The Review of Financial Studies.
[Full Text][Citation analysis]		article124
2017A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesWe propose a new method to estimate the bid-ask spread when quote data are not available. Compared to other low-frequency e In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2018Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements In: Working Papers on Finance.
[Full Text][Citation analysis]		paper4
2018Cycles of Declines and Reversals Following Overnight Market Declines In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2021Market impact of government communication: The case of presidential tweets In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team