3
H index
1
i10 index
38
Citations
Dan Gabriel Anghel : Citation Profile
Academia Romana (55% share) | RESEARCH PRODUCTION: 14 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2013 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dan Gabriel Anghel. | Is cited by:
| Cites to:
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Main data
Where Dan Gabriel Anghel has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 2 |
| Journal for Economic Forecasting | 2 |
| The Review of Finance and Banking | 2 |
| International Journal of Financial Research | 2 |
Recent works citing Dan Gabriel Anghel (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Be greedy when others are fearful: Evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes. (2023). Ni, Yensen ; Day, Min-Yuh. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003721. Full description at Econpapers || Download paper |
| 2024 | The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805. Full description at Econpapers || Download paper |
| 2023 | Deep learning and technical analysis in cryptocurrency market. (2023). Goutte, Stéphane ; von Mettenheim, Hans-Jorg ; Liu, Fei ; Le, Hoang-Viet. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001824. Full description at Econpapers || Download paper |
| 2024 | Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762. Full description at Econpapers || Download paper |
| 2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper |
| 2023 | DEEP LEARNING AND TECHNICAL ANALYSIS IN CRYPTOCURRENCY MARKET. (2023). Goutte, Stéphane ; Mettenheim, Von Hans-Jorg ; Liu, Fei ; Le, Viet Hoang. In: Working Papers. RePEc:hal:wpaper:halshs-03917333. Full description at Econpapers || Download paper |
| 2024 | The complex relationship between credit and liquidity risks: a linear and non-linear analysis for the banking sector. (2024). Zaghdoudi, Taha ; Hakimi, Abdelaziz ; Bouslimi, Jihen ; Tissaoui, Kais. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02951-4. Full description at Econpapers || Download paper |
Works by Dan Gabriel Anghel:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | THE PERFORMANCE OF ROC ON THE BSE In: Theoretical and Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Predicting Intraday Prices in the Frontier Stock Market of Romania Using Machine Learning Algorithms In: International Journal of Economics and Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2021 | Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2022 | No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2018 | Liquidity-threshold effect in non-performing loans In: Finance Research Letters. [Full Text][Citation analysis] | article | 14 |
| 2021 | A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2021 | Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | What Can Machine Learning Tell Us About Intraday Price Patterns in a Frontier Stock Market? In: International Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
| 2015 | Market Efficiency and Technical Analysis in Romania In: International Journal of Financial Research. [Full Text][Citation analysis] | article | 6 |
| 2021 | Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | How Reliable is the Moving Average Crossover Rule for an Investor on the Romanian Stock Market? In: The Review of Finance and Banking. [Full Text][Citation analysis] | article | 2 |
| 2018 | Market-Level Sports Sentiment: The case of the Romanian Frontier Stock Market In: The Review of Finance and Banking. [Full Text][Citation analysis] | article | 0 |
| 2017 | Intraday Market Efficiency for a Typical Central and Eastern European Stock Market: The Case of Romania In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2020 | Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team