Sanders S. Chang : Citation Profile


Are you Sanders S. Chang?

University of Dayton

4

H index

1

i10 index

66

Citations

RESEARCH PRODUCTION:

9

Articles

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 5
   Journals where Sanders S. Chang has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 3 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch465
   Updated: 2022-07-02    RAS profile: 2019-03-20    
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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 Sanders S. Chang.

Is cited by:

Novak, Jiri (4)

Zigraiova, Diana (4)

Havranek, Tomas (4)

Cho, Dooyeon (3)

Demirer, Riza (3)

GUPTA, RANGAN (2)

Bajzik, Josef (2)

Lansing, Kevin (2)

Michaelis, Jochen (1)

Kumar, Satish (1)

Morley, Bruce (1)

Cites to:

Easley, David (8)

Campbell, John (7)

Grossman, Sanford (6)

Eichenbaum, Martin (6)

Burnside, Craig (6)

Rebelo, Sergio (6)

Baillie, Richard (6)

Summers, Lawrence (6)

Fama, Eugene (5)

Lee, Charles (4)

Stein, Jeremy (4)

Main data


Where Sanders S. Chang has published?


Journals with more than one article published# docs
Journal of Empirical Finance2
Journal of Financial Markets2

Recent works citing Sanders S. Chang (2021 and 2020)


YearTitle of citing document
2021Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9027.

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2021Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183.

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2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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2021Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251.

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2021Trading volume and stock returns: A meta-analysis. (2021). Bajzik, Josef. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002489.

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2021Information content of order imbalance in an order-driven market: Indian Evidence. (2021). Dixit, Alok ; Tripathi, Abhinava ; Vipul, . In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316779.

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2021Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

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2022Time-varying risk aversion and currency excess returns. (2022). Demirer, Riza ; Yuksel, Aydin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001768.

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2020Trading Volume and Stock Returns: A Meta-Analysis. (2020). Bajzik, Josef. In: Working Papers IES. RePEc:fau:wpaper:wp2020_45.

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2020Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hassani, Hossein ; Huang, XU. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:1:p:18-:d:329010.

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2021When Does the Introduction of a New Currency Improve Welfare?. (2021). Michaelis, Jochen ; Fuchs, Max. In: MAGKS Papers on Economics. RePEc:mar:magkse:202106.

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2020.

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2021Estimating the proportion of informed and speculative traders in financial markets: evidence from exchange rate. (2021). Tsai, Chi-Ming . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-020-00308-z.

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2020How puzzling is the forward premium puzzle? A meta-analysis. (2020). Havranek, Tomas ; Novak, Jiri ; Zigraiova, Diana . In: Working Papers. RePEc:stm:wpaper:46.

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2021Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices. (2021). Ahn, Keunbae. In: PhD Thesis. RePEc:uts:finphd:1-2021.

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2020How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis. (2020). Novak, Jiri ; Havranek, Tomas ; Zigraiova, Diana. In: EconStor Preprints. RePEc:zbw:esprep:213578.

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Works by Sanders S. Chang:


YearTitleTypeCited
2017Fixation des taux de référence : les leçons de la banque de la Renaissance In: Revue d'économie financière.
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article0
2006Inflation and dollarization in a dual-currency search-theoretic model In: Economics Letters.
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article1
2014A dynamic intraday measure of the probability of informed trading and firm-specific return variation In: Journal of Empirical Finance.
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article6
2015Adverse selection and the presence of informed trading In: Journal of Empirical Finance.
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article3
2011Carry trades, momentum trading and the forward premium anomaly In: Journal of Financial Markets.
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article41
2019Informed contrarian trades and stock returns In: Journal of Financial Markets.
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article3
2011On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle In: Journal of International Financial Markets, Institutions and Money.
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article6
2013Can cross-country portfolio rebalancing give rise to forward bias in FX markets? In: Journal of International Money and Finance.
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article6
2017Domestic exchange rate determination in Renaissance Florence In: Cliometrica.
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article0

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