Peter K. Clark : Citation Profile


Are you Peter K. Clark?

University of California-Davis

8

H index

6

i10 index

1239

Citations

RESEARCH PRODUCTION:

16

Articles

1

Papers

RESEARCH ACTIVITY:

   20 years (1973 - 1993). See details.
   Cites by year: 61
   Journals where Peter K. Clark has often published
   Relations with other researchers
   Recent citing documents: 141.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcl65
   Updated: 2019-12-07    RAS profile: 2018-12-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter K. Clark.

Is cited by:

Andersen, Torben (29)

Bollerslev, Tim (27)

Diebold, Francis (17)

Perron, Pierre (15)

Rodríguez, Gabriel (11)

Wong, Wing-Keung (11)

Hautsch, Nikolaus (11)

Kourogenis, Nikolaos (10)

Koundouri, Phoebe (10)

Renault, Eric (10)

gourieroux, christian (9)

Cites to:

Sims, Christopher (1)

Main data


Where Peter K. Clark has published?


Journals with more than one article published# docs
Brookings Papers on Economic Activity4
The Review of Economics and Statistics2

Recent works citing Peter K. Clark (2018 and 2017)


YearTitle of citing document
2018Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach. (2018). Varneskov, Rasmus T ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2018-16.

Full description at Econpapers || Download paper

2017News Articles and Equity Trading. (2017). Tuzun, Tugkan ; Sinha, Nitish Ranjan ; Obizhaeva, Anna ; Kyle, Albert S. In: Working Papers. RePEc:abo:neswpt:w0233.

Full description at Econpapers || Download paper

2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

Full description at Econpapers || Download paper

2017A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087.

Full description at Econpapers || Download paper

2018David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.00984.

Full description at Econpapers || Download paper

2019Combining Dimension Reduction, Distance Measures and Covariance. (2017). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.09060.

Full description at Econpapers || Download paper

2017The Wandering of Corn. (2017). Salov, Valerii . In: Papers. RePEc:arx:papers:1704.01179.

Full description at Econpapers || Download paper

2017The microstructure of high frequency markets. (2017). Webster, Kevin ; Carmona, Rene. In: Papers. RePEc:arx:papers:1709.02015.

Full description at Econpapers || Download paper

2018Theoretical and empirical analysis of trading activity. (2018). Tangpi, Ludovic ; Schachermayer, Walter ; Ristig, Alexander ; Pohl, Mathias. In: Papers. RePEc:arx:papers:1803.04892.

Full description at Econpapers || Download paper

2019Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory. (2019). Huang, Nan-Jing ; He, Xinjiang ; Yang, Ben-Zhang. In: Papers. RePEc:arx:papers:1901.00345.

Full description at Econpapers || Download paper

2019An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns. (2019). Heffernan, Daniel M ; Green, Elena. In: Papers. RePEc:arx:papers:1901.05053.

Full description at Econpapers || Download paper

2019Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market. (2019). Kaizoji, Taisei ; Scalas, Enrico ; Eom, Cheoljun. In: Papers. RePEc:arx:papers:1904.02567.

Full description at Econpapers || Download paper

2019Mixed Levy Subordinated Market Model and Implied Probability Weighting Function. (2019). Fabozzi, Frank J ; Rachev, Svetlozar T ; Hu, Yuan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1910.05902.

Full description at Econpapers || Download paper

2019Estimation and Analysis of the Output Gap for the Saudi Economy; Econometric Study (1970-2016). (2019). Neffati, Mohamed R. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:267-284.

Full description at Econpapers || Download paper

2018Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:1825.

Full description at Econpapers || Download paper

2019Is market liquidity less resilient after the financial crisis? Evidence for us treasuries. (2019). Lamas, Matías ; Broto, Carmen. In: Working Papers. RePEc:bde:wpaper:1917.

Full description at Econpapers || Download paper

2017The beneficial aspect of FX volatility for market liquidity. (2017). SHIM, ILHYOCK ; Koosakul, Jakree. In: BIS Working Papers. RePEc:bis:biswps:629.

Full description at Econpapers || Download paper

2017Normality of stock returns with event time clocks. (2017). Ling, Xin . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:277-298.

Full description at Econpapers || Download paper

2018TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. (2018). Kartsaklas, Aris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:226-250.

Full description at Econpapers || Download paper

2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28.

Full description at Econpapers || Download paper

2017Bilateral Tax Treaties and GDP Comovement. (2017). Weber, Caroline ; Sly, Nicholas. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:2:p:292-319.

Full description at Econpapers || Download paper

2018DO INVESTORS MIMIC TRADING STRATEGIES OF FOREIGN INVESTORS OR THE MARKET: IMPLICATIONS FOR CAPITAL ASSET PRICING. (2018). Chamil, Senarathne W ; Wei, Jianguo. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:171-205.

Full description at Econpapers || Download paper

2017ifo Konjunkturprognose 2017–2019: Deutsche Wirtschaft auf dem Weg in die Hochkonjunktur. (2017). Zeiner, Christoph ; Wohlrabe, Klaus ; Wollmershäuser, Timo ; Stöckli, Marc ; Wolf, Anna ; Schuler, Tobias ; Reif, Magnus ; Peichl, Andreas ; Nierhaus, Wolfgang ; Lehmann, Robert ; Göttert, Marcell ; Grimme, Christian ; Fuest, Clemens ; Šauer, Radek ; Stockli, Marc ; Schroter, F ; Lautenbacher, Stefan ; Krolage, Carla ; Gottert, Marcell ; Delrio, Silvia ; Wollmershauser, Timo. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:24:p:28-81.

Full description at Econpapers || Download 2018

A Model of the Feds View on Inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12564.

Full description at Econpapers || Download paper

2018Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market. (2018). Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7418.

Full description at Econpapers || Download paper

2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma. In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

Full description at Econpapers || Down

2018Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215.

Full description at Econpapers || Download 2019

Duration, volume and volatility impact of trades. (2002). Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20020125.

Full description at Econpapers || Download paper

2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

Full description at Econpapers || Download paper

2019Taylor-rule consistent estimates of the natural rate of interest. (2019). Mazelis, Falk ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20192257.

Full description at Econpapers || Download paper

2019Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-14.

Full description at Econpapers || Download paper

2017Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:114-121.

Full description at Econpapers || Download paper

2018Permanent shocks, signal extraction, and portfolio selection. (2018). Nazliben, Korhan K ; Rodriguez, Juan Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:47-68.

Full description at Econpapers || Download paper

2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

Full description at Econpapers || Download paper

2018Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis. (2018). Shen, Dehua ; Zhang, Wei ; Li, Xiao. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:127-133.

Full description at Econpapers || Download paper

2019Modeling and forecasting return jumps using realized variation measures. (2019). Liu, YI ; Zhang, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:63-80.

Full description at Econpapers || Download paper

2019Adding cycles into the neoclassical growth model. (2019). Livieri, G ; Paradiso, A ; Donadelli, M. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:162-171.

Full description at Econpapers || Download paper

2019Modelling distribution of aggregate expenditure on tourism. (2019). Perezrodriguez, J V ; Gomezdeniz, E. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:293-308.

Full description at Econpapers || Download paper

2019Dynamic price–volume causality in the American housing market: A signal of market conditions. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:385-400.

Full description at Econpapers || Download paper

2018Identifying asymmetric effects of labor market reforms. (2018). Gehrke, Britta ; Weber, Enzo. In: European Economic Review. RePEc:eee:eecrev:v:110:y:2018:i:c:p:18-40.

Full description at Econpapers || Download paper

2017Under pressure: how the business environment affects productivity and efficiency of European life insurance companiesAuthor-Name: Eling, Martin. (2017). Schaper, Philipp . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:3:p:1082-1094.

Full description at Econpapers || Download paper

2019A general framework for time-changed Markov processes and applications. (2019). Cui, Zhenyu ; Nguyen, Duy ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:785-800.

Full description at Econpapers || Download paper

2018Relative spread and price discovery. (2018). Aldrich, Eric M ; Lee, Seung . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:81-98.

Full description at Econpapers || Download paper

2018Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.

Full description at Econpapers || Download paper

2018Time-varying volatility and the power law distribution of stock returns. (2018). Warusawitharana, Missaka. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:123-141.

Full description at Econpapers || Download paper

2019Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

Full description at Econpapers || Download paper

2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

Full description at Econpapers || Download paper

2019Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market. (2019). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:1-12.

Full description at Econpapers || Download paper

2018The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

Full description at Econpapers || Download paper

2019Trading volume and the predictability of return and volatility in the cryptocurrency market. (2019). lucey, brian ; Lau, Chi Keung ; Roubaud, David ; Marco, Chi Keung ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:340-346.

Full description at Econpapers || Download paper

2017National culture, population age, and other country factors in volume–price volatility relationship. (2017). Hua, Wei ; Wei, Peihwang . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:83-96.

Full description at Econpapers || Download paper

2017Threshold stochastic volatility: Properties and forecasting. (2017). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1105-1123.

Full description at Econpapers || Download paper

2019Detecting currency manipulation: An application of a state-space model with Markov switching. (2019). Kim, Soohyon ; Park, Ki Young. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:50-60.

Full description at Econpapers || Download paper

2019Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

Full description at Econpapers || Download paper

2017The volatility of exchange rates and the non-normality of stock returns. (2017). Blau, Benjamin. In: Journal of Economics and Business. RePEc:eee:jebusi:v:91:y:2017:i:c:p:41-52.

Full description at Econpapers || Download paper

2018An imperfect storm: Fat-tailed tropical cyclone damages, insurance, and climate policy. (2018). Conte, Marc N ; Kelly, David L. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:92:y:2018:i:c:p:677-706.

Full description at Econpapers || Download paper

2019How effective are trading pauses?. (2019). Hautsch, Nikolaus ; Horvath, Akos. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:378-403.

Full description at Econpapers || Download paper

2018Concentrating on q and cash flow. (2018). Grullon, Gustavo ; Weston, James P ; Hund, John . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:33:y:2018:i:c:p:1-15.

Full description at Econpapers || Download paper

2017Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Yao, Fang ; Gehrke, Britta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

Full description at Econpapers || Download paper

2017The cyclicality of fiscal policy: New evidence from unobserved components approach. (2017). Wohar, Mark ; Bhattacharya, Prasad ; Bashar, Omar. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:222-234.

Full description at Econpapers || Download paper

2017Panel cointegration estimates of the user cost elasticity. (2017). Voia, Marcel ; Schaller, Huntley . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:235-250.

Full description at Econpapers || Download paper

2018Business capital accumulation and the user cost: Is there a heterogeneity bias?. (2018). Fatica, Serena. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:15-34.

Full description at Econpapers || Download paper

2019New dynamics of consumption and output. (2019). Kim, Chang-Jin ; Xuan, Chunji. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:50-59.

Full description at Econpapers || Download paper

2017An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. (2017). Sucarrat, Genaro ; Francq, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:16-32.

Full description at Econpapers || Download paper

2018Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York. (2018). Watkins, Clinton ; Xu, Tao ; Iwatsubo, Kentaro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:59-71.

Full description at Econpapers || Download paper

2018The volatility-volume relationship in the LME futures market for industrial metals. (2018). Clements, Adam ; Todorova, Neda. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:111-124.

Full description at Econpapers || Download paper

2019The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters. (2019). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:572-584.

Full description at Econpapers || Download paper

2017The information content of special orders. (2017). Lajbcygier, Paul ; Duong, Huu Nhan ; Vu, Van Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:68-81.

Full description at Econpapers || Download paper

2017Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective. (2017). Shen, Dehua ; Zhang, Wei ; Bi, Zhengzheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:345-355.

Full description at Econpapers || Download paper

2017Fractional Brownian motion time-changed by gamma and inverse gamma process. (2017). Sundar, S ; Wyomaska, A ; Pooczaski, R ; Kumar, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:648-667.

Full description at Econpapers || Download paper

2017Revisiting the returns–volume relationship: Time variation, alternative measures and the financial crisis. (2017). Watson, Duncan ; Cook, Steve. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:228-235.

Full description at Econpapers || Download paper

2018Stochastic space interval as a link between quantum randomness and macroscopic randomness?. (2018). Haug, Espen Gaarder ; Hoff, Harald. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:493:y:2018:i:c:p:400-409.

Full description at Econpapers || Download paper

2018Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo Stock Exchange. (2018). Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:500:y:2018:i:c:p:139-154.

Full description at Econpapers || Download paper

2018The behavioral implications of the bilateral gamma process. (2018). Xie, Haibin ; Lu, Zudi ; Wang, Shouyang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:500:y:2018:i:c:p:259-264.

Full description at Econpapers || Download paper

2018The price-volume relationship caused by asset allocation based on Kelly criterion. (2018). Wang, Kaiyang ; Yang, Haizhen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1-8.

Full description at Econpapers || Download paper

2019Assessing the relationship between dependence and volume in stock markets: A dynamic analysis. (2019). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:90-97.

Full description at Econpapers || Download paper

2019New dynamics between volume and volatility. (2019). Gui, Jun ; Zheng, Zeyu ; Li, Baowen ; Stanley, Eugene H ; Fu, Yang ; Qiao, Zhi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1343-1350.

Full description at Econpapers || Download paper

2018A state-level analysis of Okuns law. (2018). Sinclair, Tara ; Owyang, Michael ; Hernandez-Murillo, Ruben ; Guisinger, Amy. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:68:y:2018:i:c:p:239-248.

Full description at Econpapers || Download paper

2017Volatility and public information flows: Evidence from disclosure and media coverage in the Japanese stock market. (2017). Aman, Hiroyuki ; Moriyasu, Hiroshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:660-676.

Full description at Econpapers || Download paper

2017Stock return and volatility reactions to information demand and supply. (2017). Moussa, Faten ; Benouda, Olfa ; ben Ouda, Olfa ; Delhoumi, Ezzeddine . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:54-67.

Full description at Econpapers || Download paper

2018Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange. (2018). Karaa, Rabaa ; Hmaied, Dorra Mezzez ; Slim, Skander. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:88-99.

Full description at Econpapers || Download paper

2019The intraday dynamics of bitcoin. (2019). McGroarty, Frank ; Eross, Andrea ; Wolfe, Simon ; Urquhart, Andrew. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:71-81.

Full description at Econpapers || Download paper

2017On the class of distributions of subordinated Lévy processes and bases. (2017). Veraart, Almut ; Sauri, Orimar . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:2:p:475-496.

Full description at Econpapers || Download paper

2019Some properties of the one-dimensional subordinated stable model. (2019). Panov, Vladimir. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:80-84.

Full description at Econpapers || Download paper

2018The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-34.pdf.

Full description at Econpapers || Download paper

2018Cycle Duration in Production with Periodicity – Evidence from Turkey. (2018). Akdi, Ylmaz ; Berument, Hakan ; Varlik, Serdar. In: International Econometric Review (IER). RePEc:erh:journl:v:10:y:2018:i:2:p:24-32.

Full description at Econpapers || Download paper

2018A model of FEDS view on inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1803.

Full description at Econpapers || Download paper

2018An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity. (2018). Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-40.

Full description at Econpapers || Download paper

2017A State-Level Analysis of Okuns Law. (2017). Sinclair, Tara ; Owyang, Michael ; Hernandez-Murillo, Ruben ; Guisinger, Amy. In: Working Papers. RePEc:fip:fedlwp:2015-029.

Full description at Econpapers || Download paper

2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

Full description at Econpapers || Download paper

2017Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:23-:d:122610.

Full description at Econpapers || Download paper

2018Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover. (2018). Fan, Brian Sing ; Ka, Alfred ; Hin, Andy Cheuk. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:76-:d:179490.

Full description at Econpapers || Download paper

2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

Full description at Econpapers || Download paper

2019The Dependence of China’s Monetary Policy Rules on Interest Rate Regimes: Empirical Analysis Based on a Pseudo Output Gap. (2019). Pan, Fanghui ; Zhang, Xiaoyu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2557-:d:227940.

Full description at Econpapers || Download paper

2017Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro. In: Post-Print. RePEc:hal:journl:hal-01768876.

Full description at Econpapers || Download paper

2018Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach. (2018). Lai, Yi-Hao ; Chung, Wei-Shih ; Wang, Yi-Chiuan. In: Journal of Economics and Management. RePEc:jec:journl:v:14:y:2018:i:1:p:51-66.

Full description at Econpapers || Download paper

2017A note on the Estimation of a Gamma-Variance Process: Learning from a Failure. (2017). Tucci, Marco P ; Cervellera, Gian P. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:3:d:10.1007_s10614-016-9566-3.

Full description at Econpapers || Download paper

2019Quanto Option Pricing with Lévy Models. (2019). Park, Jiho ; Fabozzi, Frank J ; Kim, Young S ; Fallahgoul, Hasan A. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-018-9807-8.

Full description at Econpapers || Download paper

2017Forecasting Macedonian Inflation: Evaluation of different models for short-term forecasting. (2017). Ramadani, Gani ; Jovanovic, Biljana ; Naumovski, Nikola ; Petrovska, Magdalena. In: Working Papers. RePEc:mae:wpaper:2017-06.

Full description at Econpapers || Download paper

2017Emperical Review on the Relationship between Real Wages, Inflation and Labour Productivity in Nigeria. ARDL bounds testing approach. (2017). Iheanacho, Eugene. In: Issues in Economics and Business. RePEc:mth:ieb888:v:3:y:2017:i:1:p:9-29.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Peter K. Clark:


YearTitleTypeCited
1982Inflation and the Productivity Decline. In: American Economic Review.
[Full Text][Citation analysis]
article13
1979Investment in the 1970s: Theory, Performance, and Prediction In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article32
1979Issues in the Analysis of Capital Formation and Productivity Growth In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article8
1984Productivity and Profits in the 1980s: Are They Really Improving? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article2
1993Tax Incentives and Equipment Investment In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article21
1978Capital Formation and the Recent Productivity Slowdown. In: Journal of Finance.
[Full Text][Citation analysis]
article9
1979POTENTIAL GNP IN THE UNITED STATES, 1948–80 In: Review of Income and Wealth.
[Full Text][Citation analysis]
article0
1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices. In: Econometrica.
[Full Text][Citation analysis]
article790
1988Nearly redundant parameters and measures of persistence in economic time series In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article9
1989Trend reversion in real output and unemployment In: Journal of Econometrics.
[Full Text][Citation analysis]
article92
1981A comparison of ten U.S. oil and gas supply models In: Resources and Energy.
[Full Text][Citation analysis]
article3
1988Postwar Developments in Business Cycle Theory: A Moderately Classical Perspective: Comment. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article0
1974Operational Time and Seasonality in Distributed Lag Estimation In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1987The Cyclical Component of U. S. Economic Activity In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article259
1974A New Stochastic Price Fluctuation Model: Comment In: Review of Economic Studies.
[Full Text][Citation analysis]
article0
1975The Use of Operational Time to Correct for Sampling Interval Mis-specification. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article0
1985The Labor Productivity Slowdown in the United States: Evidence from Physical Output Measures. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team