12
H index
13
i10 index
733
Citations
West Virginia University | 12 H index 13 i10 index 733 Citations RESEARCH PRODUCTION: 30 Articles 4 Papers RESEARCH ACTIVITY: 20 years (2002 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pku378 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Kurov. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 11 |
Journal of Banking & Finance | 5 |
Review of Financial Economics | 2 |
Journal of Financial and Quantitative Analysis | 2 |
Review of Financial Economics | 2 |
Journal of Financial Research | 2 |
Working Papers Series with more than one paper published | # docs |
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Boston College Working Papers in Economics / Boston College Department of Economics | 2 |
Year | Title of citing document |
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2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper |
2023 | Short interest and the stock market relation with news sentiment from traditional and social media sources. (2023). Smales, Lee ; Liu, Zhangxin ; Chamberlain, Ben. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:321-334. Full description at Econpapers || Download paper |
2023 | “I just like the stock”: The role of Reddit sentiment in the GameStop share rally. (2023). Yarovaya, Larisa ; Xie, Ying ; Lucey, Brian ; Long, Suwan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:19-37. Full description at Econpapers || Download paper |
2023 | The informativeness of investor communication with corporate insiders: Evidence from China. (2023). Wang, Song ; Huang, Qinghua ; Ju, Congyi ; Meng, Qingbin. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:189-207. Full description at Econpapers || Download paper |
2023 | Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94. Full description at Econpapers || Download paper |
2023 | Differences between NZ and U.S. individual investor sentiment: More noise or more information?. (2023). Wei, Xiaopeng ; Wagner, Moritz ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:23/11. Full description at Econpapers || Download paper |
2023 | Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Hoerova, Marie ; Xu, Nancy R. In: Working Paper Series. RePEc:ecb:ecbwps:20232879. Full description at Econpapers || Download paper |
2023 | Stock liquidity and societal trust. (2023). Zadeh, Mohammad Hendijani. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000612. Full description at Econpapers || Download paper |
2023 | The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400. Full description at Econpapers || Download paper |
2023 | Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x. Full description at Econpapers || Download paper |
2023 | Expectation dispersion, uncertainty, and the reaction to news. (2023). Enders, Zeno ; Dovern, Jonas ; Born, Benjamin. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000697. Full description at Econpapers || Download paper |
2023 | From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933. Full description at Econpapers || Download paper |
2023 | Does broadband infrastructure affect corporate mergers and acquisitions? Quasi-natural experimental evidence from China. (2023). Tao, Yunqing ; Kong, Dongmin ; Sun, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004112. Full description at Econpapers || Download paper |
2023 | The European Central Bank and green finance: How would the green quantitative easing affect the investors behavior during times of crisis?. (2023). Vigne, Samuel ; Guesmi, Khaled ; Benkraiem, Ramzi ; Aloui, Donia. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004148. Full description at Econpapers || Download paper |
2023 | Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321. Full description at Econpapers || Download paper |
2023 | Bank affiliation and mutual funds’ trading strategy distinctiveness. (2023). Wang, Xiaoxiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001564. Full description at Econpapers || Download paper |
2023 | Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442. Full description at Econpapers || Download paper |
2023 | Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995. Full description at Econpapers || Download paper |
2023 | Do investors and managers of active ETFs react to social media activities?. (2023). Liu, Sha. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006286. Full description at Econpapers || Download paper |
2023 | Financial stabilization policy, market sentiment, and stock market returns. (2023). Yang, Jianlei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005566. Full description at Econpapers || Download paper |
2023 | Monetary policy uncertainty, market structure and bank risk-taking: Evidence from China. (2023). Zhuang, Jiali ; Liu, Yan ; Ge, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007759. Full description at Econpapers || Download paper |
2023 | Retail attention and the FOMC equity premium. (2023). Murgia, Lucia Milena ; Monaco, Eleonora. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007735. Full description at Econpapers || Download paper |
2023 | Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384. Full description at Econpapers || Download paper |
2023 | Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x. Full description at Econpapers || Download paper |
2023 | Information shares for markets with partially overlapping trading hours. (2023). Schweikert, Karsten ; Dimpfl, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001681. Full description at Econpapers || Download paper |
2023 | Monetary policy uncertainty, monetary policy surprises and stock returns. (2023). Bask, Mikael ; Sekandary, Ghezal. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619522000625. Full description at Econpapers || Download paper |
2023 | Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265. Full description at Econpapers || Download paper |
2023 | Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289. Full description at Econpapers || Download paper |
2023 | The governance role of corporate party organization on innovation. (2023). Yuan, Jiayue ; Ke, Jinjun ; Li, AO ; Lin, Nan ; Chen, Han. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:657-670. Full description at Econpapers || Download paper |
2023 | Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948. Full description at Econpapers || Download paper |
2023 | How Elon Musks Twitter activity moves cryptocurrency markets. (2023). Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006333. Full description at Econpapers || Download paper |
2023 | The US, Economic News, and the Global Financial Cycle. (2023). Kroner, Niklas ; Boehm, Christoph E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1371. Full description at Econpapers || Download paper |
2023 | Asymmetric Effects of Prices and Storage on Rig Counts: Evidence from the US Natural Gas and Crude Oil Markets. (2023). Chen, Wei-Hung ; Chiou-Wei, Song-Zan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:15:p:5752-:d:1208620. Full description at Econpapers || Download paper |
2023 | Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891. Full description at Econpapers || Download paper |
2023 | Information Sources for Investment Decisions: Evidence from Japanese Investors. (2023). Kadoya, Yoshihiko ; Rahim, Mostafa Saidur ; Thi, Trinh Xuan ; Sulemana, Abdul-Salam ; Lal, Sumeet. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:4:p:117-:d:1252778. Full description at Econpapers || Download paper |
2023 | Value and Contrarian Investment Strategies: Evidence from Indian Stock Market. (2023). Gupta, Pradeep Kumar ; Jagirdar, Sharneet Singh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:113-:d:1065063. Full description at Econpapers || Download paper |
2023 | A Bibliometric Analysis of Enterprise Social Media in Digital Economy: Research Hotspots and Trends. (2023). Liang, Huigang ; Yang, Yuting ; Zhang, Wen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:16:p:12545-:d:1219923. Full description at Econpapers || Download paper |
2023 | Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains. (2023). Cao, Yan ; Jiang, Qisheng ; Liu, Wei ; Cheng, Sheng. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10254-6. Full description at Econpapers || Download paper |
2023 | X Bots and Earnings Announcements. (2023). Hanousek, Jan ; Sokolov, Konstantin. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:92_2023. Full description at Econpapers || Download paper |
2023 | Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China*. (2023). Jia, Dun ; Sun, XI ; Guo, Rui. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:1077-1118.. Full description at Econpapers || Download paper |
2023 | Attention-Grabbing ESG. (2023). Managi, Shunsuke ; Tanaka, Yoshitaka. In: MPRA Paper. RePEc:pra:mprapa:116786. Full description at Econpapers || Download paper |
2023 | Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses. (2023). Wang, Jikai ; Feng, Kai ; Hong, Yanran ; Hu, Yang. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:264-286. Full description at Econpapers || Download paper |
2023 | Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic: Evidence from the time and frequency domains. (2023). Yang, Cai ; Gao, Wang ; Zhang, Hongwei ; Wang, Ying. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:460-487. Full description at Econpapers || Download paper |
2023 | The Comparison and Analysis of Exchange Traded Funds (ETFs) Return Rates. (2023). Zeng, Shihong ; Yuan, Luqi. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:2:f:13_2_4. Full description at Econpapers || Download paper |
2023 | Essays on incentive contracts, M&As, and firm risk. (2023). An, Suwei. In: Other publications TiSEM. RePEc:tiu:tiutis:dd97d2f5-1c9d-47c5-ba62-f44489df1523. Full description at Econpapers || Download paper |
2023 | The order flow cost of index rolling in commodity futures markets. (2023). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:45:y:2023:i:2:p:1025-1050. Full description at Econpapers || Download paper |
2023 | Sentiment indices and stock returns: Evidence from China. (2023). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1063-1080. Full description at Econpapers || Download paper |
2023 | Asymmetric responses to Purchasing Managers Index announcements in Chinas stock returns. (2023). Zhang, Qingpeng ; Yang, Xiaoguang ; Lu, Chang ; Wang, Yingli. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2937-2955. Full description at Econpapers || Download paper |
2023 | The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers || Download paper |
2023 | Temperature, storage, and natural gas futures prices. (2023). Hartley, Peter ; Lan, Yihui ; Chen, Yanting. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:549-575. Full description at Econpapers || Download paper |
2023 | The impact of Sino–US trade war on price discovery of soybean: A double?edged sword?. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:858-879. Full description at Econpapers || Download paper |
2023 | A Longer-Term evaluation of Information releases by Influential market Agents and the Semi-strong market Efficiency. (2023). Agarwal, Rajat ; Agrrawal, Pankaj. In: EconStor Preprints. RePEc:zbw:esprep:273555. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets In: The Financial Review. [Full Text][Citation analysis] | article | 72 |
2008 | INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E?MINI INDEX FUTURES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
2019 | DO INVESTORS CARE ABOUT PRESIDENTIAL COMPANY?SPECIFIC TWEETS? In: Journal of Financial Research. [Full Text][Citation analysis] | article | 12 |
2015 | What do Chinese Macro Announcements Tell Us About the World Economy? In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 22 |
2015 | What do Chinese macro announcements tell us about the world economy?.(2015) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2015 | Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 52 |
2019 | Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?.(2019) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2016 | Price drift before U.S. macroeconomic news: private information about public announcements?.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2004 | Price Dynamics in the Regular and E-Mini Futures Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 36 |
2010 | Estimating earnings trend using unobserved components framework In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2018 | Relief Rallies after FOMC Announcements as a Resolution of Uncertainty In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
2021 | The disappearing pre-FOMC announcement drift In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2020 | Informational role of social media: Evidence from Twitter sentiment In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 29 |
2022 | When does the fed care about stock prices? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2008 | Macroeconomic cycles and the stock markets reaction to monetary policy In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 129 |
2010 | Investor sentiment and the stock markets reaction to monetary policy In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 157 |
2018 | Monetary policy uncertainty and the market reaction to macroeconomic news In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
2006 | Trading around macroeconomic announcements: Are all traders created equal? In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 21 |
2012 | What determines the stock markets reaction to monetary policy statements? In: Review of Financial Economics. [Full Text][Citation analysis] | article | 25 |
2012 | What determines the stock markets reaction to monetary policy statements?.(2012) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2014 | Business cycle, storage, and energy prices In: Review of Financial Economics. [Full Text][Citation analysis] | article | 6 |
2014 | Business cycle, storage, and energy prices.(2014) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2019 | Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2002 | The effect of the introduction of Cubes on the Nasdaq?100 index spot?futures pricing relationship In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
2005 | Execution quality in open?outcry futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
2005 | Is it time to reduce the minimum tick sizes of the E?mini futures? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
2008 | Tick size reduction, execution costs, and informational efficiency in the regular and E?mini Nasdaq?100 index futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
2012 | Trader Survival: Evidence from the Energy Futures Markets In: Journal of Futures Markets. [Citation analysis] | article | 3 |
2014 | Noisy Inventory Announcements and Energy Prices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 25 |
2015 | The Impact of Monetary Policy Surprises on Energy Prices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 38 |
2016 | Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
2018 | What drives informed trading before public releases? Evidence from natural gas inventory announcements In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
2022 | Market inefficiencies surrounding energy announcements In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2022 | The information content of the volatility index options trading volume In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
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