4
H index
1
i10 index
66
Citations
University of Dayton | 4 H index 1 i10 index 66 Citations RESEARCH PRODUCTION: 9 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Empirical Finance | 2 |
Journal of Financial Markets | 2 |
Year | Title of citing document |
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2021 | Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9027. Full description at Econpapers || Download paper |
2021 | Does 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. Full description at Econpapers || Download paper |
2021 | How 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. Full description at Econpapers || Download paper |
2021 | Trading 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. Full description at Econpapers || Download paper |
2021 | Trading 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. Full description at Econpapers || Download paper |
2021 | Information 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. Full description at Econpapers || Download paper |
2021 | Attractive 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. Full description at Econpapers || Download paper |
2022 | Time-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. Full description at Econpapers || Download paper |
2020 | Trading Volume and Stock Returns: A Meta-Analysis. (2020). Bajzik, Josef. In: Working Papers IES. RePEc:fau:wpaper:wp2020_45. Full description at Econpapers || Download paper |
2020 | Time-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. Full description at Econpapers || Download paper |
2021 | When Does the Introduction of a New Currency Improve Welfare?. (2021). Michaelis, Jochen ; Fuchs, Max. In: MAGKS Papers on Economics. RePEc:mar:magkse:202106. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2021 | Estimating 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. Full description at Econpapers || Download paper |
2020 | How puzzling is the forward premium puzzle? A meta-analysis. (2020). Havranek, Tomas ; Novak, Jiri ; Zigraiova, Diana . In: Working Papers. RePEc:stm:wpaper:46. Full description at Econpapers || Download paper |
2021 | Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices. (2021). Ahn, Keunbae. In: PhD Thesis. RePEc:uts:finphd:1-2021. Full description at Econpapers || Download paper |
2020 | How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis. (2020). Novak, Jiri ; Havranek, Tomas ; Zigraiova, Diana. In: EconStor Preprints. RePEc:zbw:esprep:213578. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Fixation des taux de référence : les leçons de la banque de la Renaissance In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
2006 | Inflation and dollarization in a dual-currency search-theoretic model In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2014 | A dynamic intraday measure of the probability of informed trading and firm-specific return variation In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
2015 | Adverse selection and the presence of informed trading In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
2011 | Carry trades, momentum trading and the forward premium anomaly In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 41 |
2019 | Informed contrarian trades and stock returns In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 3 |
2011 | On 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] | article | 6 |
2013 | Can cross-country portfolio rebalancing give rise to forward bias in FX markets? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
2017 | Domestic exchange rate determination in Renaissance Florence In: Cliometrica. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team