Chiara Banti : Citation Profile


Are you Chiara Banti?

University of Essex

2

H index

1

i10 index

38

Citations

RESEARCH PRODUCTION:

4

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 6
   Journals where Chiara Banti has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 3 (7.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1384
   Updated: 2020-08-01    RAS profile: 2019-11-13    
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Relations with other researchers


Works with:

Phylaktis, Kate (2)

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

Is cited by:

Rossi, Jose (4)

Rime, Dagfinn (3)

King, Michael (2)

Ranaldo, Angelo (2)

Fatum, Rasmus (2)

Li, Zhiyong (2)

Sushko, Vladyslav (2)

Söderlind, Paul (2)

Karnaukh, Nina (2)

Engel, Charles (1)

Neupane, Suman (1)

Cites to:

Sarno, Lucio (10)

Melvin, Michael (9)

Taylor, Mark (9)

Rime, Dagfinn (7)

Shin, Hyun Song (7)

Acharya, Viral (7)

Lyons, Richard (7)

Ranaldo, Angelo (6)

Amihud, Yakov (6)

Pedersen, Lasse (6)

Schmeling, Maik (6)

Main data


Where Chiara Banti has published?


Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School2

Recent works citing Chiara Banti (2019 and 2018)


YearTitle of citing document
2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2018New bid-ask spread estimators from daily high and low prices. (2018). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan . In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:69-86.

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2019Legal institutions and fragile financial markets. (2019). Chung, Huimin ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:277-298.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2019Currency strategies based on momentum, carry trade and skewness. (2019). Jiang, Xue ; Yin, Libo ; Han, Liyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:121-131.

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2018Liquidity and exchange rate volatility. (2018). Hanh, Thi Hong. In: Working Papers. RePEc:hal:wpaper:halshs-01708633.

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2018Liquidity and Exchange Rates: An Empirical Investigation. (2018). Engel, Charles ; Yeung, Steve Pak. In: NBER Working Papers. RePEc:nbr:nberwo:25397.

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Works by Chiara Banti:


YearTitleTypeCited
2016ILLIQUIDITY IN THE STOCK AND FOREIGN EXCHANGE MARKETS: AN INVESTIGATION OF THEIR CROSS-MARKET DYNAMICS In: Journal of Financial Research.
[Full Text][Citation analysis]
article1
2019Global liquidity, house prices and policy responses In: Journal of Financial Stability.
[Full Text][Citation analysis]
article0
2012Global liquidity risk in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article30
2015FX market liquidity, funding constraints and capital flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article7
2015Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
paper0
2018Credit Default Swap Spreads: Funding Liquidity Matters! In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
paper0

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