Mike Buckle : Citation Profile


Are you Mike Buckle?

University of Liverpool

5

H index

4

i10 index

86

Citations

RESEARCH PRODUCTION:

12

Articles

RESEARCH ACTIVITY:

   20 years (1996 - 2016). See details.
   Cites by year: 4
   Journals where Mike Buckle has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 1 (1.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbu396
   Updated: 2020-07-04    RAS profile: 2018-02-13    
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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 Mike Buckle.

Is cited by:

Serrasqueiro, Zelia (5)

Zou, Hong (2)

Kräussl, Roman (2)

Bărbuţă-Mişu, Nicoleta (2)

Bollen, Bernard (2)

Cifarelli, Giulio (2)

Ojo D Delaney PhD, Marianne (2)

Biekpe, Nicholas (1)

Radam, Alias (1)

KEBEWAR, Mazen (1)

Inder, Brett (1)

Cites to:

Shephard, Neil (5)

Hansen, Peter (5)

Barndorff-Nielsen, Ole (5)

Lunde, Asger (4)

Jensen, Michael (4)

Berger, Allen (4)

Cummins, John (3)

Zou, Hong (3)

Scholes, Myron (2)

Giacomini, Raffaella (2)

MacKinnon, James (2)

Main data


Where Mike Buckle has published?


Journals with more than one article published# docs
The European Journal of Finance3
Applied Financial Economics2
Applied Economics Letters2
Journal of Business Finance & Accounting2

Recent works citing Mike Buckle (2018 and 2017)


YearTitle of citing document
2017Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective. (2017). Gurgul, Henryk ; Syrek, Robert. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:1:p:87-102.

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2019Factors Affecting Financial Performance of Life Insurance Sector in Pakistan. (2019). Siddiqui, Danish ; Ishtiaq, Nazish. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2019:p:178-199.

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2017The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

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2017ORGANIZATION STRUCTURE AND CORPORATE DEMAND FOR REINSURANCE: THE CASE OF THE JAPANESE KEIRETSU. (2017). Yanase, Noriyoshi ; Limpaphayom, Piman. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:599-629.

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2018What drives corporate insurance demand? Evidence from directors and officers liability insurance in Korea. (2018). Park, Min . In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:235-257.

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2020How does reinsurance and derivatives usage affect financial performance? Evidence from the UK non-life insurance industry. (2020). Shiu, Yung-Ming. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:376-385.

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2017Determinants of the capital structure of Chinese non-listed enterprises: Is TFP efficient?. (2017). Zhang, Dongyang ; Liu, Deqiang . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:2:p:179-202.

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2020The term structure of volatility predictability. (2020). Zakamulin, Valeriy. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:723-737.

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2019Why do small and medium enterprises (SMEs) demand property liability insurance?. (2019). Asai, Yoshihiro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:298-304.

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2017The mutual causality analysis between the stock and futures markets. (2017). Yao, Can-Zhong ; Lin, Qing-Wen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:478:y:2017:i:c:p:188-204.

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2018Time irreversibility of financial time series based on higher moments and multiscale Kullback–Leibler divergence. (2018). Li, Jinyang ; Shang, Pengjian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:248-255.

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2019The linear and nonlinear lead–lag relationship among three SSE 50 Index markets: The index futures, 50ETF spot and options markets. (2019). Li, Long ; Bao, SI ; Jiang, Tao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:878-893.

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2018Price discovery in emerging currency markets. (2018). Kumar, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:528-536.

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2019Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data. (2019). Bin, Mohammad Syazwan ; Mohamad, Azhar ; Sifat, Imtiaz Mohammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:306-321.

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2019Multi-scale assessment of the economic impacts of flooding: evidence from firm to macro-level analysis in the Chinese manufacturing sector. (2019). Huang, Jiashun ; Surminski, Swenja ; Hall, Jim W ; Pant, Raghav. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100534.

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2019Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio. (2019). Skoura, Angeliki. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:28-:d:219048.

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2019Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective. (2019). Athaley, Chaitaly ; Rastogi, Shailesh . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:98-:d:238426.

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2017Contrasting the Effect of Risk- and Non Risk-Based Capital Structure on Insurers’ Performance in Nigeria. (2017). Akpan, Sunday S ; Nassir, Annuar ; Noordin, Bany-Ariffin ; Mahat, Fauziah. In: Social Sciences. RePEc:gam:jscscx:v:6:y:2017:i:4:p:143-:d:119944.

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2019Analysis of Risk Factors Affecting Firms’ Financial Performance—Support for Managerial Decision-Making. (2019). Ilie, Vasile ; Madaleno, Mara ; Brbu-Miu, Nicoleta. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4838-:d:264151.

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2019Multi-Scale Assessment of the Economic Impacts of Flooding: Evidence from Firm to Macro-Level Analysis in the Chinese Manufacturing Sector. (2019). Surminski, Swenja ; Hall, Jim W ; Pant, Raghav ; Hu, XI ; Huang, Jiashun. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:1933-:d:218995.

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2017Institutional Investors on Boards: Does Their Behavior Influence Corporate Finance?. (2017). López-Iturriaga, Félix ; Tejerina-Gaite, Fernando ; Lopez-Iturriaga, Felix ; Garcia-Meca, Emma. In: Journal of Business Ethics. RePEc:kap:jbuset:v:146:y:2017:i:2:d:10.1007_s10551-015-2882-z.

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2018Competition and Risk-Taking Behaviour in the Non-Life Insurance Market in South Africa. (2018). Alhassan, Abdul Latif ; Biekpe, Nicholas. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:3:d:10.1057_s41288-017-0074-z.

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2019Does reinsurance purchasing enhance insurers’ competitiveness? Evidence from the U.S. property–liability insurance industry. (2019). Chang, Vincent Y. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:4:d:10.1057_s41288-019-00124-y.

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2018Exploratory study of insurance companies in selected post-transition countries: non-hierarchical cluster analysis. (2018). Kramari, Tomislava Pavi ; Aja, Maja Mihelja ; Muk, Berislav ; Dumii, Ksenija ; Bach, Mirjana Peji. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:26:y:2018:i:3:d:10.1007_s10100-017-0514-7.

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2018The effect of macroeconomic variables on the performance of non-life insurance companies in Bangladesh. (2018). , Abu ; Islam, Sm Nahidul ; Hasan, Md Bokhtiar. In: Indian Economic Review. RePEc:spr:inecre:v:53:y:2018:i:1:d:10.1007_s41775-019-00037-6.

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2017An Analysis of Factors Affecting the Performance of Insurance Companies in Zimbabwe. (2017). Sakahuhwa, Tendai ; Mazviona, Batsirai Winmore ; Dube, Mbakisi . In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:6:y:2017:i:1:f:6_1_2.

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2017Lead–Lag Relationship Between Returns and Implied Moments: Evidence from KOSPI 200 Intraday Options Data. (2017). Kim, Sol ; Lee, Geul. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:03:n:s0219091517500175.

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Works by Mike Buckle:


YearTitleTypeCited
1998Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements In: Journal of Business Finance & Accounting.
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article5
1999Developing a Trading Rule from the FTSE-100 Stock Index Futures Contract: Evidence in Support of the EMH In: Journal of Business Finance & Accounting.
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article0
2003Corporate Risks and Property Insurance: Evidence From the Peoples Republic of China In: Journal of Risk & Insurance.
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article18
2012Insurance and ownership structure in India’s corporate sector In: Asia Pacific Journal of Management.
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article6
1996An analysis of bid-ask spreads on American-and European-style index options In: Applied Economics Letters.
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article0
1997Forward/forward volatilities and the term structure of implied volatility In: Applied Economics Letters.
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article1
2001The lead-lag relationship between the FTSE100 stock index and its derivative contracts In: Applied Financial Economics.
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article14
2003The determinants of corporate financial performance in the Bermuda insurance market In: Applied Financial Economics.
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article28
2011The strategic use of corporate insurance in China In: The European Journal of Finance.
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article2
2016Realised higher moments: theory and practice In: The European Journal of Finance.
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article1
1999Volatility forecasting in the framework of the option expiry cycle In: The European Journal of Finance.
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article10
2014How Predictable Are Equity Covariance Matrices? Evidence from High‐Frequency Data for Four Markets In: Journal of Forecasting.
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article1

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