Angela J. Black : Citation Profile


Are you Angela J. Black?

7

H index

6

i10 index

181

Citations

RESEARCH PRODUCTION:

19

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1992 - 2018). See details.
   Cites by year: 6
   Journals where Angela J. Black has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 1 (0.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbl33
   Updated: 2020-08-09    RAS profile: 2019-10-30    
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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 Angela J. Black.

Is cited by:

Dobrescu, Emilian (4)

Nagayasu, Jun (4)

Guidolin, Massimo (4)

Johansson, Anders (3)

Montagnoli, Alberto (3)

Orlov, Alexei (3)

Longhi, Simonetta (3)

Fountas, Stilianos (3)

Karanasos, Menelaos (3)

Montuenga, Victor (3)

Hoesli, Martin (3)

Cites to:

Shiller, Robert (30)

Campbell, John (27)

Shleifer, Andrei (17)

Summers, Lawrence (11)

merton, robert (10)

Fama, Eugene (8)

Waldmann, Robert (8)

French, Kenneth (8)

Obstfeld, Maurice (7)

Vishny, Robert (7)

Ackert, Lucy (7)

Main data


Where Angela J. Black has published?


Journals with more than one article published# docs
Journal of Business Finance & Accounting4
International Review of Economics & Finance2
The Manchester School of Economic & Social Studies2
Applied Financial Economics2

Working Papers Series with more than one paper published# docs
Economics Discussion / Working Papers / The University of Western Australia, Department of Economics2
Dundee Discussion Papers in Economics / Economic Studies, University of Dundee2
Discussion Paper Series, School of Economics and Finance / School of Economics and Finance, University of St Andrews2

Recent works citing Angela J. Black (2019 and 2018)


YearTitle of citing document
2018Swiss Franc from the Croatian Perspective. (2018). Bonjak, Mile . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:7:y:2018:i:3:p:41-56.

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2018Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0061.

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2018Integrated reporting decision usefulness: Mainstream equity market views. (2018). Slack, Richard ; Tsalavoutas, Ioannis. In: Accounting forum. RePEc:eee:accfor:v:42:y:2018:i:2:p:184-198.

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2019Predicting the direction of stock market prices using tree-based classifiers. (2019). Kar, Saibal ; Dey, Sudeepa Roy ; Khaidem, Luckyson ; Saha, Snehanshu ; Basak, Suryoday. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:552-567.

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2019Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849.

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2019Large data sets and machine learning: Applications to statistical arbitrage. (2019). Huck, Nicolas . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:330-342.

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2019Cross-asset relations, correlations and economic implications. (2019). McMillan, David G. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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2019Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach. (2019). Salisu, Afees ; Raheem, Ibrahim D ; Isah, Kazeem O. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930399x.

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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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2019Exuberance and spillovers in housing markets: Evidence from first- and second-tier cities in China. (2019). Chiang, Shu-Hen ; Tsai, I-Chun ; I-Chun Tsai, . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:75-86.

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2018U.K. House Prices: Bubbles or Market Efficiency? Evidence from Regional Analysis. (2018). Wu, YI ; Lux, Nicole . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:54-:d:169559.

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2018Managing Bubbles in the Korean Real Estate Market: A Real Options Framework. (2018). Kim, Kyungwon ; Song, Jae Wook. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2875-:d:163542.

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2019The Memory of Beta Factors. (2019). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Hollstein, Fabian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-661.

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2020Predicting Downside Risks to House Prices and Macro-Financial Stability. (2020). Shahid, Sohaib ; Valckx, Nico ; Katagiri, Mitsuru ; Deghi, Andrea. In: IMF Working Papers. RePEc:imf:imfwpa:20/11.

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2019Shadow Banking and the Property Market in China. (2019). van Order, Robert ; VanOrder, Robert ; Lai, Rose Neng. In: International Real Estate Review. RePEc:ire:issued:v:22:n:03:2019:p:359-397.

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2019Shadow Banking and the Property Market in China. (2019). van Order, Robert ; VanOrder, Robert ; Lai, Rose Neng. In: International Real Estate Review. RePEc:ire:issued:v:22:n:03:2019:p:361-399.

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2020Detecting Bubbles in the US and UK Real Estate Markets. (2020). Tunaru, Radu S ; Panopoulou, Ekaterini ; Kynigakis, Iason ; Fabozzi, Frank J. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:4:d:10.1007_s11146-018-9693-9.

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2018Labour market effects of currency appreciation: The case of Switzerland. (2018). Shingal, Anirudh ; Schwarzer, Johannes ; Egger, Peter H. In: RSCAS Working Papers. RePEc:rsc:rsceui:2018/30.

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2019GARCH Modelling of Conditional Correlations and Volatility of Exchange rates in BRICS Countries. (2019). Dube, Smile . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:9:y:2019:i:1:f:9_1_7.

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2018The economic impacts of UK trade-enhancing industrial policies and their spillover effects on the energy system. (2018). Ross, Andrew ; Allan, Grant ; Turner, Karen ; Swales, Kim J ; McGregor, Peter G ; Figus, Gioele. In: Working Papers. RePEc:str:wpaper:18-10.

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2018The economic impacts of UK trade-enhancing industrial policies and their spillover effects on the energy system. (2018). Ross, Andrew ; Allan, Grant ; Turner, Karen ; Swales, Kim J ; McGregor, Peter ; Figus, Gioele. In: Working Papers. RePEc:str:wpaper:1810.

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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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2019A novel housing price misalignment indicator for Germany. (2019). Hertrich, Markus. In: Discussion Papers. RePEc:zbw:bubdps:312019.

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Works by Angela J. Black:


YearTitleTypeCited
2019Temporal and Spatial Variations in the Dynamics of US Metropolitan Office Markets In: ERES.
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paper0
2004Non-linear Predictability of Value and Growth Stocks and Economic Activity In: Journal of Business Finance & Accounting.
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article5
2004Nonā€linear Predictability of Value and Growth Stocks and Economic Activity.(2004) In: Journal of Business Finance & Accounting.
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This paper has another version. Agregated cites: 5
article
2006House Prices, Fundamentals and Bubbles In: Journal of Business Finance & Accounting.
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article39
2006House Prices, Fundamentals and Bubbles.(2006) In: Journal of Business Finance & Accounting.
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This paper has another version. Agregated cites: 39
article
1995U.K. Stock Returns: Predictability and Business Conditions. In: The Manchester School of Economic & Social Studies.
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article21
1997Business Conditions and Speculative Assets. In: The Manchester School of Economic & Social Studies.
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article6
2000International Comparisons on Stock Market Short-Termism: How Different Is the UK Experience? In: Manchester School.
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article2
2000Earning Curves and Wage Curves. In: Scottish Journal of Political Economy.
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article21
2000Earnings Curves and Wage Curves.(2000) In: Discussion Paper Series, School of Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
UK UNIT TRUST PERFORMANCE 1980-1989: A PASSIVE TIME-VARYING APPROACH. In: Dundee Discussion Papers in Economics.
[Citation analysis]
paper24
1992UK unit trust performance 1980-1989: A passive time-varying approach.(1992) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 24
article
EARNINGS, OVERTIME AND REGIONAL LABOUR MARKETS. In: Dundee Discussion Papers in Economics.
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paper0
2006Asymmetric risk premium in value and growth stocks In: International Review of Financial Analysis.
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article0
2003How big is the speculative component in Australian share prices? In: Journal of Economics and Business.
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article2
2001How Big is the Speculative Component in Australian Share Prices?.(2001) In: Economics Discussion / Working Papers.
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This paper has another version. Agregated cites: 2
paper
2002Stock market short-termism--an international perspective In: Journal of Multinational Financial Management.
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article8
2003U.S. stock prices and macroeconomic fundamentals In: International Review of Economics & Finance.
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article14
2001US Stock Prices and Macroeconomic Fundamentals.(2001) In: Economics Discussion / Working Papers.
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This paper has another version. Agregated cites: 14
paper
2007Are international value premiums driven by the same set of fundamentals? In: International Review of Economics & Finance.
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article3
2003Stock Returns and the State of the Economy: A Historical Perspective Using Very Long-run UK Data In: Chapters.
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chapter0
2015Cointegration between stock prices, dividends, output and consumption: Evidence and forecasting ability for 29 markets In: Review of Accounting and Finance.
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article0
2005House Prices, Fundamentals and Inflation In: FAME Research Paper Series.
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paper2
In: .
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paper0
In: .
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2000Long Run Trends, Business Cycle Components and Volatility Spillovers in Daily Exchange Rates: Evidence for G7 Exchange Rates In: Discussion Paper Series, School of Economics and Finance.
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paper0
2001Nonlinear error correction in spot and forward exchange rates In: Review of World Economics (Weltwirtschaftliches Archiv).
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article0
2000Expected returns and business conditions: a commentary on Fama and French In: Applied Financial Economics.
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article2
2004Long run trends and volatility spillovers in daily exchange rates In: Applied Financial Economics.
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article24
2014Forecasting Stock Returns: Do Commodity Prices Help? In: Journal of Forecasting.
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article7
In: .
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paper1

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