Abhinav Anand : Citation Profile


Are you Abhinav Anand?

Indian Institute of Management Bangalore (IIMB)

4

H index

2

i10 index

49

Citations

RESEARCH PRODUCTION:

4

Articles

1

Papers

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 8
   Journals where Abhinav Anand has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 1 (2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan531
   Updated: 2024-11-08    RAS profile: 2023-06-09    
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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 Abhinav Anand.

Is cited by:

Douady, Raphael (6)

Mittnik, Stefan (2)

Heller, Yuval (2)

Mahambare, Vidya (1)

Nobanee, Haitham (1)

Albrecht, Peter (1)

Cheung, Adrian (Wai Kong) (1)

Cheung, Adrian (Wai-Kong) (1)

Yousaf, Imran (1)

Pham, Linh (1)

Pastorek, Daniel (1)

Cites to:

Fabozzi, Frank (9)

Shleifer, Andrei (6)

Diebold, Francis (6)

Baker, Malcolm (5)

Wurgler, Jeffrey (4)

Bollerslev, Tim (4)

Riedel, Frank (4)

Lee, Charles (4)

Yilmaz, Kamil (4)

Shephard, Neil (4)

Caporin, Massimiliano (3)

Main data


Where Abhinav Anand has published?


Recent works citing Abhinav Anand (2024 and 2023)


YearTitle of citing document
2023Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation. (2020). Kim, Young Shin ; Peng, Cheng. In: Papers. RePEc:arx:papers:2009.11367.

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2023Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models. (2023). Choi, Jae Hyung ; Kim, Hyangju. In: Papers. RePEc:arx:papers:2303.08760.

Full description at Econpapers || Download paper

2023Portfolio Optimization with Relative Tail Risk. (2023). Kim, Young Shin. In: Papers. RePEc:arx:papers:2303.12209.

Full description at Econpapers || Download paper

2024Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence. (2024). Kim, Hyun-Gyoon. In: Papers. RePEc:arx:papers:2402.17919.

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2023A comparative study of firm value models: Default risk of corporate bonds. (2023). Ik, Sung. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004099.

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2023The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach. (2023). Yousaf, Imran ; Goodell, John W ; Pham, Linh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001664.

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2023Investor sentiment and the Chinese new energy stock market: A risk–return perspective. (2023). Guo, Kun ; Sun, Xiaolei ; Liu, Chang ; Shen, Yiran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:395-408.

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2023What do we know about meme stocks? A bibliometric and systematic review, current streams, developments, and directions for future research. (2023). Nobanee, Haitham ; Daoud, Nejla Ould. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:589-602.

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2024Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Yuan, Yan ; Wang, Yanru ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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Works by Abhinav Anand:


YearTitleTypeCited
2022The role of Reddit in the GameStop short squeeze In: Economics Letters.
[Full Text][Citation analysis]
article5
2016Foster–Hart optimal portfolios In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article27
2021The impact of sentiment on emerging stock markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article5
2017The equity risk posed by the too-big-to-fail banks: a Foster–Hart estimation In: Annals of Operations Research.
[Full Text][Citation analysis]
article12
2019Integration Among US Banks In: Working Papers.
[Full Text][Citation analysis]
paper0

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