A.S.M. Sohel Azad : Citation Profile


Are you A.S.M. Sohel Azad?

Deakin University

4

H index

2

i10 index

57

Citations

RESEARCH PRODUCTION:

16

Articles

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 5
   Journals where A.S.M. Sohel Azad has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 7 (10.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/paz38
   Updated: 2020-08-09    RAS profile: 2020-02-14    
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Relations with other researchers


Works with:

Batten, Jonathan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with A.S.M. Sohel Azad.

Is cited by:

Guesmi, Khaled (3)

Kablan, Akassi (2)

Chan, Tze-Haw (2)

Roca, Eduardo (2)

Hooy, Chee-Wooi (2)

Sosvilla-Rivero, Simon (2)

mamatzakis, emmanuel (2)

Stevenson, Simon (2)

Lean, Hooi Hooi (2)

Guidi, Francesco (1)

Nechi, Salem (1)

Cites to:

Berger, Allen (8)

Engle, Robert (8)

Hammoudeh, Shawkat (5)

Mian, Atif (5)

Fama, Eugene (5)

Campbell, John (5)

Wickramanayake, Jayasinghe (5)

Milas, Costas (4)

JAWADI, Fredj (4)

Pastor, Lubos (4)

Nguyen, Duc Khuong (4)

Main data


Where A.S.M. Sohel Azad has published?


Journals with more than one article published# docs
Research in International Business and Finance5
International Review of Financial Analysis2
Journal of International Financial Markets, Institutions and Money2

Recent works citing A.S.M. Sohel Azad (2020 and 2019)


YearTitle of citing document
2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

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2017The Impact of Japanese Monetary Policy Crisis Management on the Japanese Banking Sector. (2017). Schnabl, Gunther ; Gerstenberger, Juliane . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6440.

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2019The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model. (2019). Ben Amar, Amine. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00410.

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2017How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?. (2017). al Samman, Ahmed ; Otaify, Mahmoud Moustafa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-39.

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2020Asymmetric determinants of corporate bond credit spreads in China: Evidence from a nonlinear ARDL model. (2020). Si, Deng-Kui ; Li, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302700.

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2019Ex-dividend day price behavior and liquidity in a tax-free emerging market. (2019). Dupuis, Daniel . In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:239-250.

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2019Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

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2019Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144.

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2017Price–volume multifractal analysis of the Moroccan stock market. (2017). el Alaoui, Marwane . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:473-485.

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2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Stanley, Eugene H ; Shao, Hao-Lin ; Yang, Yan-Hong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

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2018Volatility spillovers between foreign exchange and stock markets in industrialized countries. (2018). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:121-136.

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2019Interbank offered rates in Islamic countries: Is the Islamic benchmark different from the conventional benchmarks?. (2019). Nechi, Salem ; Smaoui, Houcem Eddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:75-84.

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2017Green energy companies: Stock performance and IPO returns. (2017). Tanda, Alessandra ; Anderloni, Luisa . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:546-552.

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2020Seeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes. (2020). Gunay, Samet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306282.

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2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

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2019The Impact of Algorithmic Trading in a Simulated Asset Market. (2019). Xiong, BO ; Walsh, Timothy ; Chung, Christine ; Mukerji, Purba. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:68-:d:224573.

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2018Policy uncertainty, derivatives use, and firm-level FDI. (2018). Nguyen, Quang ; Papanastassiou, Marina ; Kim, Trang. In: Journal of International Business Studies. RePEc:pal:jintbs:v:49:y:2018:i:1:d:10.1057_s41267-017-0090-z.

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2019The interplay between problem loans and Japanese bank productivity.. (2019). mamatzakis, emmanuel ; Vu, Anh ; Matousek, Roman. In: MPRA Paper. RePEc:pra:mprapa:92960.

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2017Efficiency of Foreign Exchange Markets in Sub-Saharan Africa in the Presence of Structural Break: A Linear and Non-Linear Testing Approach. (2017). Oseko, Migiro Stephen ; Adewale, Aluko Olufemi ; Olufemi, Adeyeye Patrick. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:9:y:2017:i:4:p:122-131.

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2017Measuring bank performance with a dynamic network Luenberger indicator. (2017). Fukuyama, Hirofumi ; Weber, William L. In: Annals of Operations Research. RePEc:spr:annopr:v:250:y:2017:i:1:d:10.1007_s10479-015-1922-5.

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2017Speculative bubbles and contagion: Analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model. (2017). Kohn, Maximilian-Benedikt Herwarth ; Zhang, Xibin ; Valls, Pedro L. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1411453.

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Works by A.S.M. Sohel Azad:


YearTitleTypeCited
2009Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea In: Asian Economic Journal.
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article13
2011Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk In: International Review of Finance.
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article3
2015International swap market contagion and volatility In: Economic Modelling.
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article3
2018Can Islamic banks have their own benchmark? In: Emerging Markets Review.
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article2
2012Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence In: International Review of Financial Analysis.
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article3
2015What determines the yen swap spread? In: International Review of Financial Analysis.
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article0
2014Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods In: Journal of International Financial Markets, Institutions and Money.
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article1
2018Sailing with the non-conventional stocks when there is no place to hide In: Journal of International Financial Markets, Institutions and Money.
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article1
2009Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data In: Research in International Business and Finance.
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article15
2014Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets In: Research in International Business and Finance.
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article7
2014Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions: An evaluation In: Research in International Business and Finance.
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article6
2017What determines the Japanese corporate credit spread? A new evidence In: Research in International Business and Finance.
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article2
2018What determines the Japanese corporate credit spread? A new evidence.(2018) In: Research in International Business and Finance.
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This paper has another version. Agregated cites: 2
article
2017Investors’ Behavior in an Emerging, Tax-Free Market In: Emerging Markets Finance and Trade.
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article1
2020Does the size of Islamic banking matter for industry growth: international evidence In: Applied Economics.
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article0
2019Topological applications of multilayer perceptrons and support vector machines in financial decision support systems In: International Journal of Finance & Economics.
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article0

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