Sanders S. Chang : Citation Profile


Are you Sanders S. Chang?

University of Dayton

4

H index

1

i10 index

75

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: 3.    Total self citations: 3 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch465
   Updated: 2024-01-16    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:

Zigraiova, Diana (4)

Novak, Jiri (4)

Havranek, Tomas (4)

Demirer, Riza (3)

Cho, Dooyeon (3)

Lansing, Kevin (2)

Bajzik, Josef (2)

GUPTA, RANGAN (2)

Caporale, Guglielmo Maria (2)

Anderl, Christina (2)

Chen, Tao (2)

Cites to:

Easley, David (8)

Campbell, John (7)

Summers, Lawrence (6)

Grossman, Sanford (6)

Eichenbaum, Martin (6)

Burnside, Craig (6)

Baillie, Richard (6)

Rebelo, Sergio (6)

Fama, Eugene (5)

Biais, Bruno (4)

Stein, Jeremy (4)

Main data


Where Sanders S. Chang has published?


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

Recent works citing Sanders S. Chang (2024 and 2023)


YearTitle of citing document
2023The impacts of RMB internationalization on onshore and offshore RMB markets. (2023). Huang, Yiying ; Li, Shushu ; Tsai, Juijung ; Wang, Yangchao. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:502-523.

Full description at Econpapers || Download paper

2023Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). Dragotă, Victor ; Iordache, Andreea ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00415-9.

Full description at Econpapers || Download paper

2023Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7.

Full description at Econpapers || Download paper

Works by Sanders S. Chang:


YearTitleTypeCited
2017Fixation des taux de référence : les leçons de la banque de la Renaissance In: Revue d'économie financière.
[Full Text][Citation analysis]
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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article8
2015Adverse selection and the presence of informed trading In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article4
2011Carry trades, momentum trading and the forward premium anomaly In: Journal of Financial Markets.
[Full Text][Citation analysis]
article44
2019Informed contrarian trades and stock returns In: Journal of Financial Markets.
[Full Text][Citation analysis]
article4
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.
[Full Text][Citation analysis]
article8
2013Can cross-country portfolio rebalancing give rise to forward bias in FX markets? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article6
2017Domestic exchange rate determination in Renaissance Florence In: Cliometrica.
[Full Text][Citation analysis]
article0

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