Alexander Kurov : Citation Profile


Are you Alexander Kurov?

West Virginia University

8

H index

6

i10 index

206

Citations

RESEARCH PRODUCTION:

18

Articles

3

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 14
   Journals where Alexander Kurov has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 6 (2.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku378
   Updated: 2017-10-14    RAS profile: 2017-03-07    
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Relations with other researchers


Works with:

Wolfe, Marketa (5)

Strasser, Georg (2)

Baum, Christopher (2)

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

Is cited by:

Kontonikas, Alexandros (13)

KOSTAKIS, ALEXANDROS (10)

Mahieu, Ronald (6)

Sévi, Benoît (6)

Eijffinger, Sylvester (6)

Hanousek, Jan (5)

Raes, Louis (5)

Bahloul, Walid (4)

Kočenda, Evžen (4)

MacDonald, Ronald (4)

Saggu, Aman (4)

Cites to:

Swanson, Eric (13)

Gürkaynak, Refet (12)

Diebold, Francis (11)

Bollerslev, Tim (9)

Andersen, Torben (9)

Campbell, John (8)

Ehrmann, Michael (8)

Fratzscher, Marcel (8)

Vega, Clara (8)

Pearce, Douglas (7)

Fleming, Michael (5)

Main data


Where Alexander Kurov has published?


Journals with more than one article published# docs
Journal of Futures Markets8
Journal of Banking & Finance2
Review of Financial Economics2

Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics2

Recent works citing Alexander Kurov (2017 and 2016)


YearTitle of citing document
2016Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:249788.

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2016Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Shu, Chang ; Wang, Honglin . In: BIS Working Papers. RePEc:bis:biswps:579.

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2017The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059.

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2016Is the intrinsic value of macroeconomic news announcements related to their asset price impact?. (2016). Strasser, Georg ; Scotti, Chiara ; Vega, Clara . In: Working Paper Series. RePEc:ecb:ecbwps:20161882.

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2016Does It Matter If Statistical Agencies Frame the Months CPI Report on a 1-Month or 12-Month Basis?. (2016). Saiki, Ayako ; Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:16-011.

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2016The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model. (2016). Brana, Sophie ; Prat, Stephanie . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:26-34.

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2017Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions. (2017). Eksi, Ozan ; Onur, Bedri Kamil . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:136-147.

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2017Asset market response to monetary policy news from SNB press releases. (2017). Huning, Hendrik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:160-177.

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2017Inventory shocks and the oil–ethanol–grain price nexus. (2017). Plante, Michael ; Dhaliwal, Navi . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:58-60.

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2016The price impact of futures trades and their intraday seasonality. (2016). Webb, Robert I ; Han, Joongho ; Ryu, Doowon . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:80-98.

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2017When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Frijns, Bart ; Tourani-Rad, Alireza ; Fernandez-Perez, Adrian . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

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2017Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). Li, Wei-Xuan ; Chen, Clara Chia-Sheng ; French, Joseph J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2016Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach. (2016). Ergen, Ibrahim ; Rizvanoghlu, Islam . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:64-74.

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2016The informational content of inventory announcements: Intraday evidence from crude oil futures market. (2016). Karali, Berna ; Ye, Shiyu . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:349-364.

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2016Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach. (2016). Misund, BÃ¥rd ; Oglend, Atle . In: Energy. RePEc:eee:energy:v:111:y:2016:i:c:p:178-189.

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2016The channels of monetary policy triggered by central bank actions and statements in the Australian equity market. (2016). Uylangco, Katherine . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:46-61.

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2016Dynamic efficiency of stock markets and exchange rates. (2016). Tabak, Benjamin ; Sensoy, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:353-371.

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2016Does investor sentiment really matter?. (2016). Koutmos, Dimitrios ; Deesomsak, Rataporn ; Chau, Frankie . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:221-232.

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2017Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112.

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2017Federal reserves policy, global equity markets, and the local monetary policy stance. (2017). Chortareas, Georgios ; Noikokyris, Emmanouil . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:317-327.

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2017Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Apergis, Nicholas ; Smales, L A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2016Endogenous information acquisition and countercyclical uncertainty. (2016). Wang, Pengfei ; Benhabib, Jess ; Liu, Xuewen . In: Journal of Economic Theory. RePEc:eee:jetheo:v:165:y:2016:i:c:p:601-642.

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2017European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77.

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2017Stale economic news, media and the stock market. (2017). Birz, Gene . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:61:y:2017:i:c:p:87-102.

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2016The impact of investor sentiment on returns and conditional volatility in U.S. futures markets. (2016). Bahloul, Walid ; Bouri, Abdelfettah . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:36:y:2016:i:c:p:89-102.

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2016Investor sentiment, order submission, and investment performance on the Taiwan Stock Exchange. (2016). Hung, Pi-Hsia . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:124-140.

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2016Order aggressiveness of different broker-types in response to monetary policy news. (2016). Smales, Lee. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:367-383.

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2017Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies. (2017). Chan, Kam Fong ; Marsden, Alastair ; Chhagan, Mahesh . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:37-54.

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2017Cross-correlations between the US monetary policy, US dollar index and crude oil market. (2017). Li, Jianfeng ; Sun, Xinxin ; Yue, Gongzheng ; Lu, Xinsheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:326-344.

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2016Momentum profits, market cycles, and rebounds: Evidence from Germany. (2016). Kaufmann, Philipp ; Bohl, Martin T ; Czaja, Marc-Gregor . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:139-159.

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2016Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. (2016). Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39.

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2016Price discovery in the S&P 500 index derivatives markets. (2016). Chung, Huimin ; Chen, Wei-Peng ; Lien, Donald . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:438-452.

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2017Forecasting stock index futures returns with mixed-frequency sentiment. (2017). Gao, Bin ; Yang, Chunpeng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:69-83.

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2016Conditional interest rate risk and the cross-section of excess stock returns. (2016). Atanasov, Victoria . In: Review of Financial Economics. RePEc:eee:revfin:v:30:y:2016:i:c:p:23-32.

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2016Profitability of return and sentiment-based investment strategies in US futures markets. (2016). Bahloul, Walid ; Bouri, Abdelfettah . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:254-270.

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2016GOSTERGE FAIZ ORANI DALGALANMALARI VE BIST ENDEKSLERI ARASINDAKI ILISKININ ESANLI KANTIL REGRESYON ILE ANALIZI. (2016). Gokce, Altan ; Uyar, Sinem Kangalli . In: Ege Academic Review. RePEc:ege:journl:v:16:y:2016:i:4:p:587-598.

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2016Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: Working Papers. RePEc:fem:femwpa:2016.70.

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2016Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O. In: Working Papers. RePEc:gbl:wpaper:2016-07.

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2016Asymmetric Reactions of China¡¯s Stock Market to Short-term Interest Rates. (2016). Fang, Fang ; Lv, Xin ; Xin Lv, ; Dong, Weijia . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:5:p:260-270.

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2017Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?. (2017). Saiki, Ayako ; Frankel, Jeffrey. In: NBER Working Papers. RePEc:nbr:nberwo:23754.

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2016The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach. (2016). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70379.

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2017Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:76542.

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2017The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures. (2017). GUPTA, RANGAN ; Bahloul, Walid. In: Working Papers. RePEc:pre:wpaper:201715.

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2016Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market. (2016). Heinig, Steffen ; Tsolacos, Sotiris ; Nanda, Anupam. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-04.

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2016Investor Sentiment and ETF Liquidity - Evidence from Asia Markets. (2016). Lee, Wo-Chiang ; Tseng, Yung-Ching . In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:6:y:2016:i:1:f:6_1_5.

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2016The Effects of Monetary Policy and Other Announcements. (2016). Gu, Chao ; Han, Han ; Wright, Randall . In: Working Papers. RePEc:umc:wpaper:1621.

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2016The Roles of Investor Sentiment in Malaysian Stock Market. (2016). Matahir, Hylmee ; Tuyon, Jasman ; Ahmad, Zamri . In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). RePEc:usm:journl:aamjaf012s1_43-75.

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2016Asset market response to monetary policy news from SNB press releases. (2016). Huning, Hendrik . In: HWWI Research Papers. RePEc:zbw:hwwirp:177.

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2016Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression. (2016). Zhu, Huiming ; Yang, Yan ; Peng, Cheng ; Huang, Hui . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201646.

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Works by Alexander Kurov:


YearTitleTypeCited
2008Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets In: The Financial Review.
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article21
2008INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E-MINI INDEX FUTURES In: Journal of Financial Research.
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article0
2015What do Chinese Macro Announcements Tell Us About the World Economy? In: Boston College Working Papers in Economics.
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paper5
2015What do Chinese macro announcements tell us about the world economy?.(2015) In: Journal of International Money and Finance.
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article
2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics.
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paper2
2016Price drift before U.S. macroeconomic news: private information about public announcements?.(2016) In: Working Paper Series.
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This paper has another version. Agregated cites: 2
paper
2004Price Dynamics in the Regular and E-Mini Futures Markets In: Journal of Financial and Quantitative Analysis.
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article17
2010Estimating earnings trend using unobserved components framework In: Economics Letters.
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article0
2008Macroeconomic cycles and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
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article56
2010Investor sentiment and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
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article56
2006Trading around macroeconomic announcements: Are all traders created equal? In: Journal of Financial Intermediation.
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article10
2012What determines the stock markets reaction to monetary policy statements? In: Review of Financial Economics.
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article9
2014Business cycle, storage, and energy prices In: Review of Financial Economics.
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article0
2002The effect of the introduction of Cubes on the Nasdaq‐100 index spot‐futures pricing relationship In: Journal of Futures Markets.
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article4
2005Execution quality in open‐outcry futures markets In: Journal of Futures Markets.
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article2
2005Is it time to reduce the minimum tick sizes of the E‐mini futures? In: Journal of Futures Markets.
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article3
2008Tick size reduction, execution costs, and informational efficiency in the regular and E‐mini Nasdaq‐100 index futures markets In: Journal of Futures Markets.
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article1
2012Trader Survival: Evidence from the Energy Futures Markets In: Journal of Futures Markets.
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article0
2014Noisy Inventory Announcements and Energy Prices In: Journal of Futures Markets.
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article10
2015The Impact of Monetary Policy Surprises on Energy Prices In: Journal of Futures Markets.
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article9
2016Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed? In: Journal of Futures Markets.
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article1

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