Liang Ding : Citation Profile


Are you Liang Ding?

Macalester College

4

H index

4

i10 index

94

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   5 years (2008 - 2013). See details.
   Cites by year: 18
   Journals where Liang Ding has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdi135
   Updated: 2021-10-16    RAS profile: 2014-02-03    
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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 Liang Ding.

Is cited by:

DE TRUCHIS, Gilles (4)

Tiwari, Aviral (4)

Keddad, Benjamin (4)

Hamori, Shigeyuki (3)

Salisu, Afees (3)

Yang, Lu (3)

Albulescu, Claudiu (3)

Joëts, Marc (3)

Lansing, Kevin (2)

Van Gysegem, Frederick (2)

Ndako, Umar (2)

Cites to:

Lyons, Richard (9)

Rogoff, Kenneth (8)

Chinn, Menzie (6)

Evans, Martin (6)

Hau, Harald (6)

Bollerslev, Tim (6)

Engle, Robert (5)

Engel, Charles (5)

Rey, Helene (5)

Obstfeld, Maurice (5)

Menkhoff, Lukas (4)

Main data


Where Liang Ding has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money2

Recent works citing Liang Ding (2021 and 2020)


YearTitle of citing document
2021Foreign exchange markets: price response and spread impact. (2021). Henao, Juan Camilo ; Guhr, Thomas. In: Papers. RePEc:arx:papers:2104.09309.

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2021A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries. (2021). Baek, Jungho. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:172-181.

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2021Mixed-frequency SV model for stock volatility and macroeconomics. (2021). Zheng, Tingguo ; Shang, Yuhuang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:462-472.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Yoon, Seong-Min ; Lee, Yun-Jung ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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2020Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

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2021Economic fundamentals and the long-run correlation between exchange rates and commodities. (2021). Tsiakas, Ilias ; Zhang, Haibin. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000478.

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2021What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market. (2021). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Holden, Craig W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:270-291.

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2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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2021Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries. (2021). Bhutto, Niaz Ahmed ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309752.

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2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

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2021Conditional correlation between exchange rates and stock prices. (2021). Ding, Liang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:452-463.

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2021Unallocated Metal Accounts in Russia: Determinants of Quoted Bid-Ask Spreads. (2021). Devyatkova, Tatyana ; Saltykova, Anastasiia D ; Rozhentsova, Elena V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:210106:p:93-106.

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2020Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen ; Naeem, Muhammad Abubakr ; Liu, Changyu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

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2021Price Leadership and Volatility Linkages between Oil and Renewable Energy Firms during the COVID-19 Pandemic. (2021). de Blasis, Riccardo ; Petroni, Filippo. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:9:p:2608-:d:548090.

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2020Safe-Haven Assets, Financial Crises, and Macroeconomic Variables: Evidence from the Last Two Decades (2000–2018). (2020). Tronzano, Marco. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:40-:d:326016.

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2021Modeling the Asymmetric Relationship between the Covid-19 and the U.S Dollar Exchange Rate: an Empirical Analysis via the NARDL Approach. (2021). Bakari, Sayef ; Benzid, Lamia. In: MPRA Paper. RePEc:pra:mprapa:105566.

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2021Oil and currency volatilities: Co?movements and hedging opportunities. (2021). Degiannakis, Stavros ; Filis, George ; Olstad, Aleksander. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2351-2374.

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2020Optimal futures hedging for energy commodities: An application of the GAS model. (2020). Xu, Yingying ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1090-1108.

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Works by Liang Ding:


YearTitleTypeCited
2010The Forward Premium Puzzle Across Maturities In: Economics Bulletin.
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article2
2008Market structure and dealers quoting behavior in the foreign exchange market In: Journal of International Financial Markets, Institutions and Money.
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article0
2010The electronic trading systems and bid-ask spreads in the foreign exchange market In: Journal of International Financial Markets, Institutions and Money.
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article3
2013Portfolio reallocation and exchange rate dynamics In: Journal of Banking & Finance.
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article10
2012Exchange rates and oil prices: A multivariate stochastic volatility analysis In: The Quarterly Review of Economics and Finance.
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article49
2012The Thursday effect of the forward premium puzzle In: International Review of Economics & Finance.
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article3
2009Bid-ask spread and order size in the foreign exchange market: an empirical investigation In: International Journal of Finance & Economics.
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article12
2011Asymmetric correlations in equity returns: a fundamental-based explanation In: Applied Financial Economics.
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article15

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