Alexandros Gabrielsen : Citation Profile


Are you Alexandros Gabrielsen?

2

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 6
   Journals where Alexandros Gabrielsen has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 5 (13.16 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga599
   Updated: 2019-12-07    RAS profile: 2016-07-12    
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Relations with other researchers


Works with:

Smales, Lee (2)

Apergis, Nicholas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexandros Gabrielsen.

Is cited by:

CAPELLE-BLANCARD, Gunther (6)

Havrylchyk, Olena (5)

Lucas, Andre (3)

Zhang, Xin (3)

Apergis, Nicholas (2)

Ranaldo, Angelo (2)

Rottmann, Horst (2)

Caporin, Massimiliano (2)

GUPTA, RANGAN (2)

Opazo, Luis (1)

OUATTARA, Aboudou (1)

Cites to:

Angelidis, Timotheos (3)

Degiannakis, Stavros (3)

Christoffersen, Peter (3)

Brown, Stephen (2)

Marcucci, Juri (2)

Miller, J. (2)

Jones, Benjamin (2)

Engle, Robert (2)

lucey, brian (2)

Olken, Benjamin (2)

Wilhelmsson, Anders (2)

Main data


Where Alexandros Gabrielsen has published?


Journals with more than one article published# docs
Journal of Finance and Investment Analysis2
Financial Markets and Portfolio Management2

Working Papers Series with more than one paper published# docs
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna2
Working Paper series / Rimini Centre for Economic Analysis2
Papers / arXiv.org2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Alexandros Gabrielsen (2018 and 2017)


YearTitle of citing document
2019calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty. (2019). Hu, Wentao. In: Papers. RePEc:arx:papers:1908.00982.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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2017A note on how to enhance liquidity in emerging markets by levering on trading participants. (2017). Alderighi, Stefano. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00648.

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2017Effects of changes in stock index compositions: A literature survey. (2017). Afego, Pyemo. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:228-239.

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2019Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2019). Rottmann, Horst ; Auer, Benjamin R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:61-79.

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2017Can (unusual) weather conditions in New York predict South African stock returns?. (2017). GUPTA, RANGAN ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386.

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2017Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market. (2017). Hudson, Robert ; el Kalak, Izidin ; Karim, Mohamad Abd ; Azevedo, Alcino. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1383-1393.

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2017How does the underlying affect the risk-return profiles of structured products?. (2017). Cao, JI. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0281-9.

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2018Modelling credit spreads with time volatility, skewness, and kurtosis. (2018). Clark, Ephraim ; Baccar, Selima. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-1975-5.

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2018Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: Weidener Diskussionspapiere. RePEc:zbw:hawdps:64.

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Works by Alexandros Gabrielsen:


YearTitleTypeCited
2011Measuring market liquidity: An introductory survey In: Papers.
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paper21
2011Measuring market liquidity: An introductory survey.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 21
paper
2011Measuring market liquidity: an introductory survey.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 21
paper
2012Measuring Market Liquidity: An Introductory Survey.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 21
paper
2012Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework In: Papers.
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paper8
2012Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2012Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2012Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2013Dynamics of credit spread moments of European corporate bond indexes In: Journal of Banking & Finance.
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article2
2016(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets In: Financial Markets and Portfolio Management.
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article2
2016(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets.(2016) In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2012The bank lending channel and lunar phases: Evidence from a panel of European banks In: Journal of Finance and Investment Analysis.
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article0
2012Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues In: Journal of Finance and Investment Analysis.
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article0

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