John Paul Broussard : Citation Profile


Are you John Paul Broussard?

Estonian Business School (70% share)
Rutgers University-Camden (15% share)
Hanken Svenska Handelshögskolan (15% share)

6

H index

6

i10 index

140

Citations

RESEARCH PRODUCTION:

14

Articles

1

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 6
   Journals where John Paul Broussard has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 4 (2.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr3
   Updated: 2021-04-17    RAS profile: 2020-01-06    
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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 John Paul Broussard.

Is cited by:

cotter, john (11)

Perignon, Christophe (4)

Hurlin, Christophe (3)

Dowd, Kevin (3)

DeLisle, Jared (2)

Michayluk, David (2)

Medeiros, Marcelo (2)

Mauck, Nathan (2)

Yu, Philip (2)

lucey, brian (2)

Alexander, Carol (2)

Cites to:

de Vries, Casper (5)

Thaler, Richard (4)

Fama, Eugene (3)

Vaihekoski, Mika (3)

Lamont, Owen (3)

French, Kenneth (3)

McInish, Thomas (2)

Jansen, Dennis (2)

Wooldridge, Jeffrey (2)

Moser, James (2)

Korajczyk, Robert (2)

Main data


Where John Paul Broussard has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money2
European Accounting Review2

Recent works citing John Paul Broussard (2021 and 2020)


YearTitle of citing document
2020Synthetic forwards and cost of funding in the equity derivative market. (2020). Baviera, Roberto ; Azzone, Michele. In: Papers. RePEc:arx:papers:2011.03795.

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2020Option trading after the opening bell and intraday stock return predictability. (2020). Fodor, Andy ; Bergsma, Kelley ; Tayal, Jitendra ; Singal, Vijay. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:769-804.

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2020Variance disparity and market frictions. (2020). Park, Yang-Ho. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:326-348.

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2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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2020Market stability analysis after the circuit breaker for the CSI 300 energy index. (2020). Lu, Shuai ; Rao, Wanying ; Zhou, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306221.

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2020Price discovery in stock and options markets. (2020). Putnins, Talis ; Michayluk, David ; Patel, Vinay ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303544.

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2020Losing money on the margin. (2020). Rockey, James ; Ladley, Daniel ; Liu, Guanqing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:107-136.

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2020Setting the margins of Hang Seng Index Futures on different positions using an APARCH-GPD Model based on extreme value theory. (2020). Yu, Wenqiang ; Chen, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:544:y:2020:i:c:s0378437119318023.

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2020Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market. (2020). Zhu, Yichao ; van der Heijden, Thijs ; Hameed, Allaudeen ; Grundy, Bruce D ; Goncalves-Pinto, Luis. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:9:p:3903-3926.

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2021The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778.

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2021Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market. (2021). Aggarwal, Navdeep. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09317-1.

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2020Essays on Modern Market Structure. (2020). Khomyn, Marta. In: PhD Thesis. RePEc:uts:finphd:2-2020.

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2020Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares. (2020). Xu, QI ; Qin, Shihua ; Yu, Xiaoli ; Luo, Xingguo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1665-1690.

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2020Is the synthetic stock price really lower than actual price?. (2020). Hu, Jianfeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:12:p:1809-1824.

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2020What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

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2020Show me the money: Option moneyness concentration and future stock returns. (2020). Csapi, Vivien ; Bergsma, Kelley ; Fodor, Andy ; Diavatopoulos, Dean. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:761-775.

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Works by John Paul Broussard:


YearTitleTypeCited
2016Style Migration in Europe In: European Financial Management.
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article0
2018The efficacy of life insurance company general account equity asset allocations: a safety-first perspective using vine copulas In: Annals of Actuarial Science.
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article0
1998The behavior of extreme values in Germanys stock index futures: An application to intradaily margin setting In: European Journal of Operational Research.
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article6
2012Profitability of pairs trading strategy in an illiquid market with multiple share classes In: Journal of International Financial Markets, Institutions and Money.
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article19
2014Intraday periodicity in algorithmic trading In: Journal of International Financial Markets, Institutions and Money.
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article2
2013Is there price discovery in equity options? In: Journal of Financial Economics.
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article46
2001Extreme-value and margin setting with and without price limits In: The Quarterly Review of Economics and Finance.
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article12
2004CEO Incentives, Cash Flow, and Investment In: Financial Management.
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article14
1997Prudent Margin Levels in the Finnish Stock Index Futures Market In: Management Science.
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article22
1998Setting NYSE Circuit Breaker Triggers In: Journal of Financial Services Research.
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article5
2014Communication Technology and Exchanging Financial Assets: A Historical Perspective In: Business and Economic Research.
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article0
1997Earnings and stock returns: evidence from Germany In: European Accounting Review.
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article3
1999Reply to Note on Earnings and stock returns: evidence from Germany In: European Accounting Review.
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article0
2005The Role of Growth in Long Term Investment Returns In: Published Paper Series.
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paper11
2002Governance, Economic and Financial Factors Affecting Success for Transition Economies In: World Scientific Book Chapters.
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chapter0
2002The Relationship Between Economic Freedom and Transitionary Economic Growth In: World Scientific Book Chapters.
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chapter0
2002The Index of Economic Freedom and Economic Growth in Transition Economies In: Zagreb International Review of Economics and Business.
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article0

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