Angela J. Black : Citation Profile


Are you Angela J. Black?

8

H index

8

i10 index

244

Citations

RESEARCH PRODUCTION:

20

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   27 years (1992 - 2019). See details.
   Cites by year: 9
   Journals where Angela J. Black has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 2 (0.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbl33
   Updated: 2024-11-08    RAS profile: 2023-06-10    
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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:

Allan, Grant (6)

Longhi, Simonetta (6)

Ross, Andrew (6)

Figus, Gioele (4)

Nagayasu, Jun (4)

Dobrescu, Emilian (4)

Turner, Karen (4)

McGregor, Peter (4)

Montagnoli, Alberto (4)

Elgammal, Mohammed (3)

Hoesli, Martin (3)

Cites to:

Shiller, Robert (48)

Campbell, John (41)

Shleifer, Andrei (23)

Fama, Eugene (14)

merton, robert (13)

French, Kenneth (11)

Summers, Lawrence (10)

Ackert, Lucy (10)

Vishny, Robert (8)

Bollerslev, Tim (7)

Engle, Robert (7)

Main data


Where Angela J. Black has published?


Journals with more than one article published# docs
Journal of Asset Management4
The Manchester School of Economic & Social Studies2
Review of Accounting and Finance2
Applied Financial Economics2
International Review of Economics & Finance2

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

Recent works citing Angela J. Black (2024 and 2023)


YearTitle of citing document
2023Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266.

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2023Value Stocks versus Growth Stocks: An Examination of Bursa Malaysia. (2023). Rohuma, Hani. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-17.

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2023Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

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2024Anatomy of recent value premiums travails. (2024). Liao, Huiyi ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002576.

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2023Estimation of value at risk for copper. (2023). Papathanasiou, Spyros ; Konstantatos, Christoforos ; Gkillas, Konstantinos ; Wohar, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000417.

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2023Pursuing the Sustainability of Real Estate Market: The Case of Chinese Land Resources Diversification. (2023). Wen, Zhong-Qin ; Chiang, Shu-Hen ; Lee, Cheng-Wen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5850-:d:1109353.

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2023Can the Market Economy Deal with Sustainability?. (2023). Stegeman, Hans ; Schoenmaker, Dirk. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:1:d:10.1007_s10645-022-09416-6.

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2023Historical Relationships and International Market Return Predictability: The Role of the UK in the Former British Colonies, Protectorates and Mandates. (2023). Saito, Yuta ; Hidaka, Takuro ; Sakamoto, Jun. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2108r.

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2023Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3.

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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
2006House Prices, Fundamentals and Bubbles In: Journal of Business Finance & Accounting.
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article56
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
2000Earning Curves and Wage Curves In: Scottish Journal of Political Economy.
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article7
UK UNIT TRUST PERFORMANCE 1980-1989: A PASSIVE TIME-VARYING APPROACH. In: Dundee Discussion Papers in Economics.
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paper30
1992UK unit trust performance 1980-1989: A passive time-varying approach.(1992) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 30
article
EARNINGS, OVERTIME AND REGIONAL LABOUR MARKETS. In: Dundee Discussion Papers in Economics.
[Citation analysis]
paper0
2006Asymmetric risk premium in value and growth stocks In: International Review of Financial Analysis.
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article7
2003How big is the speculative component in Australian share prices? In: Journal of Economics and Business.
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article4
2001How Big is the Speculative Component in Australian Share Prices?.(2001) In: Economics Discussion / Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2002Stock market short-termism--an international perspective In: Journal of Multinational Financial Management.
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article10
2003U.S. stock prices and macroeconomic fundamentals In: International Review of Economics & Finance.
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article17
2001US Stock Prices and Macroeconomic Fundamentals.(2001) In: Economics Discussion / Working Papers.
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This paper has nother version. Agregated cites: 17
paper
2007Are international value premiums driven by the same set of fundamentals? In: International Review of Economics & Finance.
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article4
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 In: Review of Accounting and Finance.
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article0
2015Cointegration between stock prices, dividends, output and consumption 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
2009The value premium and economic activity: Long-run evidence from the United States In: Journal of Asset Management.
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article3
2002The impact of monetary policy on value and growth stocks: An international evaluation In: Journal of Asset Management.
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article2
2003Fundamental UK stock prices as determined by the macroeconomy In: Journal of Asset Management.
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article0
2005Value and growth stocks and cyclical asymmetries In: Journal of Asset Management.
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article2
In: .
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paper0
In: .
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paper0
2000Earnings Curves and Wage Curves In: Discussion Paper Series, School of Economics and Finance.
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paper24
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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article32
2014Forecasting Stock Returns: Do Commodity Prices Help? In: Journal of Forecasting.
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article14
In: .
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paper1

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