Jason Fink : Citation Profile


Are you Jason Fink?

James Madison University

4

H index

3

i10 index

75

Citations

RESEARCH PRODUCTION:

6

Articles

RESEARCH ACTIVITY:

   7 years (2006 - 2013). See details.
   Cites by year: 10
   Journals where Jason Fink has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 1 (1.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi224
   Updated: 2020-02-22    RAS profile: 2013-08-24    
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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 Jason Fink.

Is cited by:

van Kervel, Vincent (4)

Riaño, Alejandro (3)

Degryse, Hans (3)

Girma, Sourafel (3)

Nartea, Gilbert (3)

Bekaert, Geert (2)

de Jong, Frank (2)

De Veirman, Emmanuel (2)

Kelly, Patrick (2)

Menkveld, Albert (2)

Hodrick, Robert (2)

Cites to:

Cao, Charles (3)

Cummins, John (3)

Chen, Zhiwu (3)

Bachmeier, Lance (2)

CAPELLE-BLANCARD, Gunther (2)

Phillips, Richard (2)

Kandel, Eugene (2)

Borenstein, Severin (2)

Bessembinder, Hendrik (2)

Lewis, Matthew (2)

Kogan, Leonid (2)

Main data


Where Jason Fink has published?


Journals with more than one article published# docs
Energy Economics2

Recent works citing Jason Fink (2018 and 2017)


YearTitle of citing document
2018Growth options and firm valuation. (2018). Kraft, Holger ; Weiss, Farina ; Schwartz, Eduardo . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:209-238.

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2017Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain. (2017). Mihov, Atanas ; Naranjo, Andy. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:73-100.

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2017Firm life cycle and idiosyncratic volatility. (2017). Hasan, Mostafa Monzur ; Habib, Ahsan. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:164-175.

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2017Idiosyncratic volatility: An indicator of noise trading?. (2017). Aabo, Tom ; Park, Jung Chul ; Pantzalis, Christos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:136-151.

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2018Do universal banks finance riskier but more productive firms?. (2018). Neuhann, Daniel ; Saidi, Farzad. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:66-85.

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2018Do stocks outperform Treasury bills?. (2018). Bessembinder, Hendrik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:440-457.

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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.

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2019Characteristics of petroleum product prices: A survey. (2019). Linn, Scott ; Ederington, Louis H ; Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:1-15.

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2017Momentum, idiosyncratic volatility and market dynamics: Evidence from China. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:109-123.

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2018The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China. (2018). Yin, Libo ; Su, Zhi ; Shu, Tengjia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:218-235.

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2020Do idiosyncratic risk, market risk, and total risk matter during different firm life cycle stages?. (2020). Meran, Syed Ghulam ; Wang, Zhenkun ; Fareed, Zeeshan ; Shahzad, Farrukh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931458x.

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2017Trend in aggregate idiosyncratic volatility. (2017). Kang, Moonsoo ; Khaksari, Shahriar ; Nam, Kiseok. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:11-28.

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2018Modeling the Response of Gasoline-Crude Oil Price Crack Spread Macroeconomic Shocks. (2018). Ewing, Bradley T ; Thompson, Mark A. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:46:y:2018:i:2:d:10.1007_s11293-018-9582-x.

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2018Dividend taxes and stock volatility. (2018). Syron, Erin E. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:25:y:2018:i:2:d:10.1007_s10797-017-9455-2.

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2017Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing. (2017). Hur, Jungshik ; Luma, Cedric Mbanga . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:2:d:10.1007_s11156-016-0595-8.

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2018The dispersion anomaly and analyst recommendations. (2018). Papakroni, Jorida. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0649-6.

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2017Earnings co-movements and earnings manipulation. (2017). Jackson, Andrew B ; Sivaramakrishnan, Konduru ; Rountree, Brian R. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9411-5.

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2017Idiosyncratic volatility and stock returns: Indian evidence. (2017). Ansari, Valeed Ahmad ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1420998.

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2017Growth options and firm valuation. (2013). Schwartz, Eduardo ; Kraft, Holger ; Weiss, Farina. In: SAFE Working Paper Series. RePEc:zbw:safewp:6.

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Works by Jason Fink:


YearTitleTypeCited
2012Expected Idiosyncratic Volatility Measures and Expected Returns In: Financial Management.
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article18
2008ADAPTIVE MESH MODELING AND BARRIER OPTION PRICING UNDER A JUMP‐DIFFUSION PROCESS In: Journal of Financial Research.
[Full Text][Citation analysis]
article0
2010What Drove the Increase in Idiosyncratic Volatility during the Internet Boom? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article34
2010When and how do tropical storms affect markets? The case of refined petroleum In: Energy Economics.
[Full Text][Citation analysis]
article4
2013Hurricane forecast revisions and petroleum refiner equity returns In: Energy Economics.
[Full Text][Citation analysis]
article1
2006Competition on the Nasdaq and the growth of electronic communication networks In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article18

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