Evangelos Benos : Citation Profile


Are you Evangelos Benos?

Bank of England

7

H index

5

i10 index

169

Citations

RESEARCH PRODUCTION:

7

Articles

7

Papers

RESEARCH ACTIVITY:

   12 years (2004 - 2016). See details.
   Cites by year: 14
   Journals where Evangelos Benos has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 3 (1.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe975
   Updated: 2019-11-16    RAS profile: 2016-12-01    
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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 Evangelos Benos.

Is cited by:

Schmukler, Sergio (12)

Gozzi, Juan Carlos (6)

Karolyi, G. (6)

Stulz, René (5)

Claessens, Stijn (5)

Phiri, Andrew (5)

Sarkissian, Sergei (4)

Tchamyou, Vanessa (4)

Levine, Ross (4)

Asongu, Simplice (4)

Albuquerque, Rui (4)

Cites to:

Shleifer, Andrei (11)

Vishny, Robert (7)

Duffie, Darrell (6)

La Porta, Rafael (5)

Menkveld, Albert (5)

Fama, Eugene (5)

French, Kenneth (5)

Lopez-de-Silanes, Florencio (5)

Foucault, Thierry (4)

Vayanos, Dimitri (4)

Breedon, Francis (4)

Main data


Where Evangelos Benos has published?


Journals with more than one article published# docs
Journal of Financial Markets2

Recent works citing Evangelos Benos (2018 and 2017)


YearTitle of citing document
2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/007.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/006.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/007.

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2017Threshold convergence between the federal fund rate and South African equity returns around the colocation period. (2017). Phiri, Andrew. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264621.

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2019Are Order Anticipation Strategies Harmful? A Theoretical Approach. (2017). Strehle, Elias . In: Papers. RePEc:arx:papers:1609.00599.

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2017Optimal Interbank Regulation. (2017). Carter, Thomas. In: Staff Working Papers. RePEc:bca:bocawp:17-48.

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2018Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18.

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2018Payments delay: propagation and punishment. (2018). Salakhova, Dilyara ; Saldias, Martin ; Craig, B. In: Working papers. RePEc:bfr:banfra:671.

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2017Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging. (2017). Cielinska, Olga ; Vasios, Michalis ; Tanner, John ; Shreyas, Ujwal ; Joseph, Andreas . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-23.

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2018Institutional Investor Protection Pressures versus Firm Incentives in the Disclosure of Integrated Reporting. (2018). Garcaa, Isabela Mara ; Gmez, Ligia Nogueraa. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:2:p:199-219.

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2017Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support. (2017). Christophersen, Casper ; Akram, Qaisar. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:165-204.

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2017Identifying contagion in a banking network. (2017). Vasios, Michalis ; Zikes, Filip ; Wilson, Mungo ; Morrison, Alan. In: Bank of England working papers. RePEc:boe:boeewp:0642.

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2017The impact of de-tiering in the United Kingdom’s large-value payment system. (2017). Gurrola Perez, Pedro ; Ferrara, Gerardo ; Gurrola-Perez, Pedro ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0676.

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2017Investor behaviour and reaching for yield: evidence from the sterling corporate bond market. (2017). Roberts-Sklar, Matt ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0685.

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2017The leverage ratio and liquidity in the gilt and repo markets. (2017). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa. In: Bank of England working papers. RePEc:boe:boeewp:0690.

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2018The deeds of speed: an agent-based model of market liquidity and flash episodes. (2018). Beale, Daniel ; Worlidge, Jack ; Noss, Joseph ; Karvik, Geir-Are. In: Bank of England working papers. RePEc:boe:boeewp:0743.

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2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

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2017Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging. (2017). Vasios, Michalis ; Shreyas, Ujwal ; Joseph, Andreas ; Tanner, John ; Cielinska, Olga . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0041.

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2018Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802.

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2018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

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2017Discriminatory Pricing of Over-The-Counter Derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12525.

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2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: Working Paper Series. RePEc:ecb:ecbwps:20192242.

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2019Competition among high-frequency traders, and market quality. (2019). Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20192290.

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2018Private benefits of control and bank loan contracts. (2018). HASAN, IFTEKHAR ; Quoc, LE ; Tsai, Wei-Che ; Lin, Chih-Yung. In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:324-343.

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2018Is Being Sharia compliant worth it?. (2018). Weill, Laurent ; Peillex, Jonathan ; Jaballah, Jamil. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:353-362.

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2017Banking regulation and the changing geography of off-balance sheet activities. (2017). D'Avino, Carmela ; Davino, Carmela . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:155-158.

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2018Designating market maker behaviour in limit order book markets. (2018). Panayi, Efstathios ; Zigrand, Jean-Pierre ; Danielsson, Jon ; Peters, Gareth W. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:20-44.

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2018DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Xiao, Helu. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:111-131.

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2019Information or noise: What does algorithmic trading incorporate into the stock prices?. (2019). Elliott, Robert J ; Zhou, Hao ; Kalev, Petko S. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:27-39.

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2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

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2018Algorithmic trading and liquidity: Long term evidence from Austria. (2018). Theissen, Erik ; Mestel, Roland ; Murg, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:198-203.

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2019Fast and slow informed trading. (2019). Rou, Ioanid . In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:1-30.

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2018The effect of fast trading on price discovery and efficiency: Evidence from a betting exchange. (2018). Bizzozero, Paolo ; Franck, Egon ; Flepp, Raphael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:156:y:2018:i:c:p:126-143.

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2018Integrating swaps and futures: A new direction for commodity research. (2018). Riggs, Lynn ; Onur, Esen ; Mixon, Scott . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:3-21.

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2019Algorithmic and high frequency trading in Asia-Pacific, now and the future. (2019). Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:186-207.

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2017Does bonding really bond? Liability of foreignness and cross-listing of Chinese firms on international stock exchanges. (2017). Xian, LI ; Sathye, Milind ; Jiang, Fuming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:109-124.

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2017Capability satisficing in high frequency trading. (2017). van Vliet, Ben. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:509-521.

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2017Measuring Transaction Costs in the Absence of Timestamps. (2017). Zikes, Filip. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-45.

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2017Identifying Contagion in a Banking Network. (2017). Vasios, Michalis ; Zikes, Filip ; Wilson, Mungo ; Morrison, Alan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-82.

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2018First to Read the News: New Analytics and Algorithmic Trading. (2018). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian. In: International Finance Discussion Papers. RePEc:fip:fedgif:1233.

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2018Bank-intermediated arbitrage. (2018). Van Tassel, Peter ; Shachar, Or ; Eisenbach, Thomas ; Boyarchenko, Nina ; Gupta, Pooja. In: Staff Reports. RePEc:fip:fednsr:858.

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2018Algorithmic Trading and Liquidity: Long Term Evidence from Austria. (2018). Theissen, Erik ; Mestel, Roland ; Murg, Michael. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2018-03.

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2017Banking regulation and the changing geography of off-balance sheet activities. (2017). D'Avino, Carmela. In: Post-Print. RePEc:hal:journl:hal-01893460.

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2017Threshold convergence between the federal fund rate and South African equity returns around the colocation period. (2017). Phiri, Andrew. In: Post-Print. RePEc:hal:journl:halshs-01861727.

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2018Implications of high-frequency trading for security markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, Soheil. In: CeMMAP working papers. RePEc:ifs:cemmap:06/18.

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2019High-frequency trading: a literature review. (2019). Maria, Gianluca Piero. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00331-6.

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2017The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation. (2017). Rahman, Shafiqur ; Xiao, Yaqing ; Lee, Cheng-Few. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0581-1.

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2017Threshold convergence between the Federal fund rate and South African equity returns around the colocation period. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1710.

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2019.

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2018Capital Inflows, Equity Issuance Activity, and Corporate Investment. (2018). Schmukler, Sergio ; Larrain, Mauricio ; Calomiris, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:24433.

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2017Threshold convergence between the federal fund rate and South African equity returns around the colocation period. (2017). Phiri, Andrew. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:13:y:2017:i:1:p:1-9.

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2017Threshold convergence between the federal fund rate and South African equity returns around the colocation period. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:76039.

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2017Modelling and mitigation of Flash Crashes. (2017). Serbera, Jean-Philippe ; Fry, John. In: MPRA Paper. RePEc:pra:mprapa:82457.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Nwachukwu, Jacinta ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:87870.

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2018The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming. (2018). Manahov, Viktor . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2286-1.

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2018Performance and Persistence in Performance of Actively Managed Chinese Equity Funds. (2018). Zia-Ur-Rehman Rao, ; Umar, Muhammad ; Tauni, Muhammad Zubair ; Ahsan, Tanveer. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0104-5.

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2017Discriminatory pricing of over-the-counter derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: ESRB Working Paper Series. RePEc:srk:srkwps:201761.

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2017Corporate Name Change and the Market Valuation of Firms: Evidence from an Emerging Market. (2017). Agnihotri, Arpita ; Bhattacharya, Saurabh . In: International Journal of the Economics of Business. RePEc:taf:ijecbs:v:24:y:2017:i:1:p:73-90.

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2018Risk Factor Exposure Variation and Mutual Fund Performance. (2018). Weigert, Florian ; Fischer, Sebastian ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:17.

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2018OTC Premia. (2018). Ranaldo, Angelo ; Cenedese, Gino ; Vasios, Michalis. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:18.

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2017Coming early to the party. (2017). Pelizzon, Loriana ; Bellia, Mario ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti . In: SAFE Working Paper Series. RePEc:zbw:safewp:182.

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2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: SAFE Working Paper Series. RePEc:zbw:safewp:255.

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Works by Evangelos Benos:


YearTitleTypeCited
2012Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers In: Bank of England working papers.
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paper7
2012High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market In: Bank of England working papers.
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paper17
2015Interactions among high-frequency traders In: Bank of England working papers.
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paper4
2016Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act In: Bank of England working papers.
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paper17
2016Liquidity determinants in the UK gilt market In: Bank of England working papers.
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paper4
2013Financial Stability Paper No 25: The structure and dynamics of the UK CDS market In: Bank of England Financial Stability Papers.
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paper0
2012The role of designated market makers in the new trading landscape In: Bank of England Quarterly Bulletin.
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article6
2004Private benefits and cross-listings in the United States In: Emerging Markets Review.
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article76
2004Private Benefits and Cross-Listings in the United States.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 76
paper
2013Patriotic name bias and stock returns In: Journal of Financial Markets.
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article8
2016Price discovery and the cross-section of high-frequency trading In: Journal of Financial Markets.
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article11
2010Can mutual funds time risk factors? In: The Quarterly Review of Economics and Finance.
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article6
2014The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers In: International Journal of Central Banking.
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article3
2011Short term persistence in mutual fund market timing and stock selection abilities In: Annals of Finance.
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article10

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