13
H index
15
i10 index
474
Citations
Stuart Hyde : Citation Profile
University of Manchester | RESEARCH PRODUCTION: 33 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2002 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stuart Hyde. | Is cited by:
| Cites to:
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Main data
Where Stuart Hyde has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Federal Reserve Bank of St. Louis | 5 |
| MPRA Paper / University Library of Munich, Germany | 2 |
| Research Technical Papers / Central Bank of Ireland | 2 |
Recent works citing Stuart Hyde (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Systemic risk monitoring model from the perspective of public information arrival. (2024). Zhu, Xingting ; Liu, Bin ; Yan, Han ; Wu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664. Full description at Econpapers || Download paper |
| 2024 | Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116. Full description at Econpapers || Download paper |
| 2024 | Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787. Full description at Econpapers || Download paper |
| 2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper |
| 2024 | Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199. Full description at Econpapers || Download paper |
| 2024 | Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Lu, Shanglin ; Wei, Ran ; He, YU ; Wang, Shixuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643. Full description at Econpapers || Download paper |
| 2024 | Skewness risk and the cross-section of cryptocurrency returns. (2024). Chen, Yan ; Liu, Yakun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005581. Full description at Econpapers || Download paper |
| 2024 | ESG performance and corporate fraud. (2024). Yang, Jinglan ; Ma, Chaoqun ; Li, Dengjia. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002423. Full description at Econpapers || Download paper |
| 2024 | Fair value estimates for illiquid cryptocurrency. (2024). Afzal, Muhammad Talha ; Zhang, Guangyue ; Brennan, Gerard ; Sannella, Alexander. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:54:y:2024:i:c:s1467089524000332. Full description at Econpapers || Download paper |
| 2024 | Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579. Full description at Econpapers || Download paper |
| 2024 | Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kocenda, Evzen ; Kukacka, Jiri ; Kristoufek, Ladislav. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288. Full description at Econpapers || Download paper |
| 2024 | Impact of Black Swan Events on Ethereum blockchain ERC20 token transaction networks. (2024). Pradhan, Priodyuti ; Jalan, Sarika ; Reddy, Uday Kumar ; Pradeep, Moturi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006381. Full description at Econpapers || Download paper |
| 2024 | Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334. Full description at Econpapers || Download paper |
| 2024 | Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096. Full description at Econpapers || Download paper |
| 2024 | Financial markets anomalies: a research review from the perspective of rational and irrational arguments. (2024). Benslimane, Ismail ; Benjelloun, Sanae ; Oubal, Khadija ; Sifouh, Nabil ; Hniche, Omar ; Elotmani, Yassire. In: Post-Print. RePEc:hal:journl:hal-04936820. Full description at Econpapers || Download paper |
| 2024 | Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y. Full description at Econpapers || Download paper |
| 2024 | ESG Tendencies from News - Investigated by AI Trained by Human Intelligence. (2024). Keeley, Alexander Ryota ; Li, Chao ; Managi, Shunsuke ; Seki, Daikichi ; Takeda, Shutaro. In: MPRA Paper. RePEc:pra:mprapa:122757. Full description at Econpapers || Download paper |
| 2024 | Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data. (2024). Saef, Danial ; Hrdle, Wolfgang Karl ; Sizov, Sergej ; Nagy, Odett. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00116-1. Full description at Econpapers || Download paper |
| 2024 | The Bitcoin price and Bitcoin price uncertainty: Evidence of Bitcoin price volatility. (2024). Lin, Boqiang ; Yildirim, Hakan ; Kose, Nezir ; Unal, Emre. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:673-695. Full description at Econpapers || Download paper |
Works by Stuart Hyde:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Habit Formation, Surplus Consumption and Return Predictability: International Evidence In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 14 |
| 2010 | Habit formation, surplus consumption and return predictability: International evidence.(2010) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2008 | Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies In: European Financial Management. [Full Text][Citation analysis] | article | 13 |
| 2023 | Financial development and the effect of cross‐border bank flows on house prices In: The Financial Review. [Full Text][Citation analysis] | article | 0 |
| 2004 | FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 4 |
| 2002 | Forex Risk: Measurement and Evaluation using Value-at-Risk.(2002) In: Research Technical Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | UK Stock Returns and the Impact of Domestic Monetary Policy Shocks In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 56 |
| 2007 | MONETARY POLICY AND BEHAVIOURAL FINANCE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 4 |
| 2005 | CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK* In: Manchester School. [Full Text][Citation analysis] | article | 11 |
| 2014 | Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2010 | Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2005 | European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response In: Research Technical Papers. [Citation analysis] | paper | 46 |
| 2009 | European monetary policy surprises: the aggregate and sectoral stock market response.(2009) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2013 | Determinants of corporate exchange rate exposure in Chilean firms In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 2 |
| 2012 | Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2002 | Excess volatility and efficiency in French and German stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
| 2013 | Duration, trading volume and the price impact of trades in an emerging futures market In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
| 2014 | A microstructure analysis of the carbon finance market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 34 |
| 2015 | Time-varying regional and global integration and contagion: Evidence from style portfolios In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 14 |
| 2020 | News sentiment in the cryptocurrency market: An empirical comparison with Forex In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 49 |
| 2023 | Time-varying bond market integration and the impact of financial crises In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2022 | The yen–dollar risk premium: A story of regime shifts in bond markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 2022 | Measuring market integration during crisis periods In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2009 | Non-linear predictability in stock and bond returns: When and where is it exploitable? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 50 |
| 2009 | Non-linear predictability in stock and bond returns: when and where is it exploitable?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2011 | Investigating sources of unanticipated exposure in industry stock returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
| 2010 | Investigating Sources of Unanticipated Exposure in Industry Stock Returns.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2012 | Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 29 |
| 2010 | Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2011 | Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2010 | Monetary policy surprises and international bond markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 26 |
| 2018 | The reality of stock market jumps diversification In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2024 | Revisiting the pricing impact of commodity market spillovers on equity markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
| 2008 | Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 5 |
| 2010 | Consumption asset pricing and the term structure In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
| 2007 | What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2008 | Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Resuscitating the C-CAPM: empirical evidence from France and Germany In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 7 |
| 2010 | Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
| 2004 | Dont break the habit: structural stability tests of consumption models in the UK In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The response of industry stock returns to market, exchange rate and interest rate risks In: MPRA Paper. [Full Text][Citation analysis] | paper | 20 |
| 2007 | Correlation dynamics between Asia-Pacific, EU and US stock returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 20 |
| 2005 | Dont break the habit: structural stability tests of consumption asset pricing models in the UK In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2024 | A reality check on the GARCH-MIDAS volatility models In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
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