Sanders S. Chang : Citation Profile

Are you Sanders S. Chang?

University of Dayton

3

H index

1

i10 index

48

Citations

RESEARCH PRODUCTION:

9

Articles

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 4
   Journals where Sanders S. Chang has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 3 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch465
   Updated: 2020-02-22    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:

Cho, Dooyeon (3)

Lansing, Kevin (2)

Coakley, Jerry (1)

Grossmann, Axel (1)

Kim, Suk-Joong (1)

lucey, brian (1)

Trueck, Stefan (1)

Frömmel, Michael (1)

Snaith, Stuart (1)

Sussman, Nathan (1)

Urga, Giovanni (1)

Cites to:

Easley, David (8)

Campbell, John (7)

Grossman, Sanford (6)

Baillie, Richard (6)

Rebelo, Sergio (5)

Eichenbaum, Martin (5)

Burnside, Craig (5)

Fama, Eugene (5)

Summers, Lawrence (5)

Osler, Carol (4)

Lee, Charles (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 (2019 and 2018)

YearTitle of citing document
2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2cm6p186.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2018Nominal exchange rate dynamics and monetary policy: uncovered interest rate parity and purchasing power parity revisited. (2018). Saadon, Yossi ; Sussman, Nathan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13235.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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2018Intraday momentum in FX markets: Disentangling informed trading from liquidity provision. (2018). Frömmel, Michael ; Lampaert, Kevin ; Frommel, Michael ; Elaut, Gert. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:35-51.

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2019Carry trades and endogenous regime switches in exchange rate volatility. (2019). Cho, Dooyeon ; Lee, Na Kyeong ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268.

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2018Round-number biases and informed trading in global markets. (2018). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:92:y:2018:i:c:p:105-117.

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2017Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2017). Lansing, Kevin ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:62-87.

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2018Conditioning carry trades: Less risk, more return. (2018). Mulder, Arjen ; Tims, Ben . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:1-19.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2019Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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2017.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2019Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram. (2019). GUPTA, RANGAN ; Demirer, Riza ; Huang, XU ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201979.

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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.
[Full Text][Citation analysis]		article0
2006Inflation and dollarization in a dual-currency search-theoretic model In: Economics Letters.
[Full Text][Citation analysis]		article0
2014A dynamic intraday measure of the probability of informed trading and firm-specific return variation In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2015Adverse selection and the presence of informed trading In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2011Carry trades, momentum trading and the forward premium anomaly In: Journal of Financial Markets.
[Full Text][Citation analysis]		article32
2019Informed contrarian trades and stock returns In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
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]		article6
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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