7
H index
6
i10 index
401
Citations
Alfonso Dufour : Citation Profile
University of Reading | RESEARCH PRODUCTION: 12 Articles 8 Papers 1 Books 13 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1999 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alfonso Dufour. | Is cited by:
| Cites to:
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Main data
Where Alfonso Dufour has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading | 5 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Alfonso Dufour (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751. Full description at Econpapers || Download paper |
| 2023 | LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study. (2023). Cannistraci, Irene ; Coletta, Andrea ; Arrigoni, Viviana ; Berti, Leonardo ; Masi, Giuseppe ; Prata, Matteo ; Bartolini, Novella ; Velardi, Paola ; Vyetrenko, Svitlana. In: Papers. RePEc:arx:papers:2308.01915. Full description at Econpapers || Download paper |
| 2023 | Do small businesses adjust their capital structure? Evidence from the global financial crisis in Japan. (2023). Tsuruta, Daisuke. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:843-871. Full description at Econpapers || Download paper |
| 2023 | A shot in the arm: Economic support packages and firm performance during COVID-19. (2023). Igan, Deniz ; Moore, Tomoe ; Mirzaei, Ali. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001833. Full description at Econpapers || Download paper |
| 2023 | The long-term effects of loan guarantees on SME performance. (2023). Quas, Anita ; Colombo, Massimo G ; Bertoni, Fabio. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000573. Full description at Econpapers || Download paper |
| 2023 | A two-stage credit scoring model based on random forest: Evidence from Chinese small firms. (2023). Ballester, Laura ; Shen, Long ; Zhou, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002715. Full description at Econpapers || Download paper |
| 2023 | Bank loan renegotiation and credit default swaps. (2023). Shohfi, Thomas D ; Francis, Bill B ; Donato, James ; Clark, Brian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426620301989. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper |
| 2023 | Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x. Full description at Econpapers || Download paper |
| 2023 | Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8. Full description at Econpapers || Download paper |
| 2023 | Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7. Full description at Econpapers || Download paper |
| 2023 | Corporate credit and leverage in the EU: recent evolution, main drivers and financial stability implications. (2023). Sánchez Serrano, Antonio ; Beck, Thorsten ; Suarez, Javier ; Perotti, Enrico ; Peltonen, Tuomas. In: Report of the Advisory Scientific Committee. RePEc:srk:srkasc:202314. Full description at Econpapers || Download paper |
Works by Alfonso Dufour:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | Time and the Price Impact of a Trade In: Journal of Finance. [Full Text][Citation analysis] | article | 266 |
| 1999 | Time and the Price Impact of a Trade.(1999) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | paper | |
| 2020 | The differential impact of leverage on the default risk of small and large firms In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 17 |
| 2019 | Modeling intraday volatility of European bond markets: A data filtering application In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
| 2017 | The equity-like behaviour of sovereign bonds In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
| 2014 | The Equity-like Behaviour of Sovereign Bonds.(2014) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2019 | Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2023 | Complexity and the default risk of mortgage-backed securities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Credit and liquidity components of corporate CDS spreads In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 34 |
| 2014 | On the performance of the tick test In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2014 | The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market In: Annals of Finance. [Full Text][Citation analysis] | article | 3 |
| 2015 | Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies In: Palgrave Macmillan Books. [Citation analysis] | book | 0 |
| 2015 | Introduction In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Regression Analyses with Multiple Variables In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Market-Switching Stocks In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | GARCH Analysis of Switchers In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Conclusions In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Activities In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Interviews In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Literature Review In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Empirical Analysis In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Preliminary Data Analysis In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Volatility Estimation In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Basic Analysis of Relative Volatility In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Relative Risk Allowing for Size, Age or Liquidity In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2010 | A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2000 | The ACD Model: Predictability of the Time Between Concecutive Trades In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 20 |
| 2004 | MTS Time Series: Market and Data Description for the European Bond and Repo Database In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 13 |
| 2005 | A False Perception? The relative riskiness of AIM and listed Stocks In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Time Varying Properties of Credit and Liquidity Components of CDS Spreads In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Permanent trading impacts and bond yields In: The European Journal of Finance. [Full Text][Citation analysis] | article | 21 |
| 2020 | Explaining repo specialness In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team