Binh Do : Citation Profile


Are you Binh Do?

Monash University

4

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

5

Articles

RESEARCH ACTIVITY:

   13 years (2002 - 2015). See details.
   Cites by year: 2
   Journals where Binh Do has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo382
   Updated: 2018-08-11    RAS profile: 2016-01-15    
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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 Binh Do.

Is cited by:

Lim, Kian-Ping (2)

Hooy, Chee-Wooi (2)

Goncu, Ahmet (1)

Caldas, Bruno (1)

faff, robert (1)

Lee, Adrian (1)

Weber, Martin (1)

Cites to:

Grossman, Sanford (4)

Miller, Merton (3)

Odean, Terrance (3)

Grinblatt, Mark (3)

Barber, Brad (3)

merton, robert (3)

Leland, Hayne (2)

Bird, Ron (2)

Campbell, John (2)

Keloharju, Matti (2)

Kaniel, Ron (2)

Main data


Where Binh Do has published?


Journals with more than one article published# docs
Accounting and Finance2

Recent works citing Binh Do (2018 and 2017)


YearTitle of citing document
2017Effect of the ban on short selling on market prices and volatility. (2017). Helmes, Uwe ; Smith, Tom ; Henker, Thomas . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:727-757.

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2017State-preference pricing and volatility indices. (2017). Liu, Zhangxin ; Smith, Tom ; O'Neill, Michael J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:815-836.

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2017Statistical Arbitrage Pairs Trading with High-frequency Data. (2017). Stubinger, Johannes ; Bredthauer, Jens. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-76.

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2018Relative value arbitrage in European commodity markets. (2018). Hain, Martin ; Uhrig-Homburg, Marliese ; Hess, Julian. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:140-154.

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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.

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2017Introducing Hurst exponent in pair trading. (2017). Ramos-Requena, J P ; Sanchez-Granero, M A ; Trinidad-Segovia, J E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:488:y:2017:i:c:p:39-45.

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2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:220-234.

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2017Dynamic herding analysis in a frontier market. (2017). Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:496-508.

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2017A good pair: alternative pairs-trading strategies. (2017). Smith, Todd R ; Xu, Xun. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0280-x.

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2017PORTFOLIO INSURANCE INVESTMENT STRATEGIES: A RISK-MANAGEMENT TOOL. (2017). Agic-Sabeta, Elma . In: UTMS Journal of Economics. RePEc:ris:utmsje:0201.

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2017A bootstrap-based comparison of portfolio insurance strategies. (2017). Dichtl, Hubert ; Wambach, Martin ; Drobetz, Wolfgang. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:1:p:31-59.

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2018Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500. (2018). Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:012018.

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2017Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. (2017). Stubinger, Johannes ; Endres, Sylvia. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:102017.

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2017Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes. (2017). Endres, Sylvia ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:172017.

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Works by Binh Do:


YearTitleTypeCited
2002Relative performance of dynamic portfolio insurance strategies: Australian evidence In: Accounting and Finance.
[Full Text][Citation analysis]
article9
2012Does the 2008 short sale ban affect the enforcement of the Law of One Price? Evidence from Australia In: Accounting and Finance.
[Full Text][Citation analysis]
article4
2012ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS? In: Journal of Financial Research.
[Full Text][Citation analysis]
article17
2015Liquidity provision and informed trading by individual investors In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article5
2004Do futures‐based strategies enhance dynamic portfolio insurance? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article2

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