Alexander Kurov : Citation Profile


Are you Alexander Kurov?

West Virginia University

11

H index

11

i10 index

528

Citations

RESEARCH PRODUCTION:

26

Articles

3

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 27
   Journals where Alexander Kurov has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 13 (2.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku378
   Updated: 2022-01-23    RAS profile: 2021-12-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Wolfe, Marketa (5)

Strasser, Georg (2)

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

Is cited by:

Smales, Lee (23)

GUPTA, RANGAN (14)

Kontonikas, Alexandros (13)

KOSTAKIS, ALEXANDROS (10)

Sévi, Benoît (10)

Rousse, Olivier (10)

Mahieu, Ronald (8)

Eijffinger, Sylvester (8)

Kočenda, Evžen (7)

Raes, Louis (7)

Lakdawala, Aeimit (6)

Cites to:

Diebold, Francis (18)

Swanson, Eric (18)

Bollerslev, Tim (16)

Andersen, Torben (15)

Gürkaynak, Refet (13)

Fratzscher, Marcel (12)

Ehrmann, Michael (12)

Vega, Clara (12)

White, Halbert (10)

Kilian, Lutz (10)

French, Kenneth (8)

Main data


Where Alexander Kurov has published?


Journals with more than one article published# docs
Journal of Futures Markets10
Journal of Banking & Finance4
Journal of Financial Research2
Journal of Financial and Quantitative Analysis2
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 (2022 and 2021)


YearTitle of citing document
2020Time-Varying Storage Announcement Effect in Natural Gas Market. (2020). Etienne, Xiaoli L ; Farhangdoost, Sara. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304476.

Full description at Econpapers || Download paper

2021Risk & returns around FOMC press conferences: a novel perspective from computer vision. (2020). Marchal, Alexis. In: Papers. RePEc:arx:papers:2012.06573.

Full description at Econpapers || Download paper

2020If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?. (2020). Zhu, Tingting ; Ausloos, Marcel ; Shi, Jing. In: Papers. RePEc:arx:papers:2012.12951.

Full description at Econpapers || Download paper

2021Conditional Estimates of Diffusion Processes for Evaluating the Positive Feedback Trading. (2021). Li, Aihua. In: Papers. RePEc:arx:papers:2111.12564.

Full description at Econpapers || Download paper

2020The Impact of Economic Events on Stock Market Returns: Evidence from India. (2020). Naik, Ramashanti ; Parab, Narayan ; Reddy, Y V. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1232-1247.

Full description at Econpapers || Download paper

2020Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index. (2020). Romelli, Davide ; masciandaro, donato ; Rubera, Gaia. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20134.

Full description at Econpapers || Download paper

2020Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146.

Full description at Econpapers || Download paper

2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20160.

Full description at Econpapers || Download paper

2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News. (2020). Jin, Jianjian ; Ellwanger, Reinhard ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:20-8.

Full description at Econpapers || Download paper

2021Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434.

Full description at Econpapers || Download paper

2021The effect of treasury auctions on 10?year Treasury note futures. (2021). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555.

Full description at Econpapers || Download paper

2021Does policy uncertainty of the blockchain dampen ICO markets?. (2021). Aerts, Walter ; Zheng, Jianming ; Zhang, Dunli. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1625-1637.

Full description at Econpapers || Download paper

2020Surveying the survey: What can we learn about the effects of monetary policy on inflation expectations?. (2020). Pedersen, Michael. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:889.

Full description at Econpapers || Download paper

2020Composite Survey Sentiment as a Predictor of Future Market Returns: Evidence for German Equity Indices. (2020). Rakovská, Zuzana. In: Working Papers. RePEc:cnb:wpaper:2020/13.

Full description at Econpapers || Download paper

2021Trump’s Effect on the Chinese Stock Market. (2021). Xu, Zhiwei ; Jiao, Yang ; Guo, Shijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:72:y:2021:i:c:s1049007820301470.

Full description at Econpapers || Download paper

2021The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423.

Full description at Econpapers || Download paper

2021What determines Manager and Investor Sentiment?. (2021). Gregory, Richard Paul . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000435.

Full description at Econpapers || Download paper

2021Online social networks and corporate investment similarity. (2021). Zhang, Xueyong ; Jing, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000420.

Full description at Econpapers || Download paper

2021Monetary dynamics in a network economy. (2021). Veetil, Vipin P ; Mandel, Antoine. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000191.

Full description at Econpapers || Download paper

2021Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183.

Full description at Econpapers || Download paper

2020Swiss National Bank communication and investors’ uncertainty. (2020). Huning, Hendrik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301366.

Full description at Econpapers || Download paper

2020The momentum and reversal effects of investor sentiment on stock prices. (2020). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301601.

Full description at Econpapers || Download paper

2020Excess co-movement of agricultural futures prices: Perspective from contagious investor sentiment. (2020). Huang, Jialiang ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301649.

Full description at Econpapers || Download paper

2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

Full description at Econpapers || Download paper

2021What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

Full description at Econpapers || Download paper

2021President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries. (2021). Sun, Bianxia ; Nishimura, Yusaku. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100125x.

Full description at Econpapers || Download paper

2021The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns. (2021). Li, Jinfang ; Wang, Ruina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001388.

Full description at Econpapers || Download paper

2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment. (2021). GUPTA, RANGAN ; Cepni, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001601.

Full description at Econpapers || Download paper

2020Later bedtimes predict President Trump’s performance. (2020). Du, Xinming ; Almond, Douglas. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303554.

Full description at Econpapers || Download paper

2021Presidential candidates linguistic tone: The impact on the financial markets. (2021). Massoud, Nadia ; Marin, Matej ; Valentini, Aljoa ; Ichev, Riste. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001531.

Full description at Econpapers || Download paper

2020Do credit squeezes influence firm survival? An empirical investigation of China. (2020). Zhang, Dongyang. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362518304588.

Full description at Econpapers || Download paper

2021Trader positions in VIX futures. (2021). Yang, Jimmy J ; Chen, Yu-Lun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:1-17.

Full description at Econpapers || Download paper

2021Does vega-neutral options trading contain information?. (2021). Yang, Heejin ; Ryu, Doojin ; Lee, Jaeram. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:294-314.

Full description at Econpapers || Download paper

2021How good are analyst forecasts of oil prices?. (2021). Valencia, Consuelo ; Ortega, Hector ; Cortazar, Gonzalo. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003856.

Full description at Econpapers || Download paper

2021The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

Full description at Econpapers || Download paper

2020Liquidity commonality and high frequency trading: Evidence from the French stock market. (2020). Fontaine, Patrice ; Anagnostidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919305320.

Full description at Econpapers || Download paper

2020Pricing inefficiencies and feedback trading: Evidence from country ETFs. (2020). Shao, Jia ; Pantelous, Athanasios A ; Liu, Fei ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301423.

Full description at Econpapers || Download paper

2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

Full description at Econpapers || Download paper

2020Monetary policy rate expectation and energy prices during the FOMC announcement period. (2020). Ki, Byoung ; Jang, Hyeonung. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305725.

Full description at Econpapers || Download paper

2020Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects. (2020). Gokmenoglu, Korhan ; al Al, Abobaker. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318307323.

Full description at Econpapers || Download paper

2020Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter. (2020). Behrendt, Simon ; Ballinari, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311821.

Full description at Econpapers || Download paper

2020Frequency volatility connectedness across different industries in China. (2020). Tiwari, Aviral ; Aijo, Janne ; Piljak, Vanja ; Jiang, Junhua. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319302910.

Full description at Econpapers || Download paper

2020US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices. (2020). Al-Yahyaee, Khamis ; ben Omrane, Walid ; Hussain, Syed Mujahid. In: Global Finance Journal. RePEc:eee:glofin:v:46:y:2020:i:c:s1044028319300109.

Full description at Econpapers || Download paper

2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

Full description at Econpapers || Download paper

2020Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business. (2020). Selmi, Refk ; bouoiyour, jamal. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:100-119.

Full description at Econpapers || Download paper

2021The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880.

Full description at Econpapers || Download paper

2021Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. (2021). Lo, Ingrid ; Lin, Hai ; Qiao, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002119.

Full description at Econpapers || Download paper

2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

Full description at Econpapers || Download paper

2020Central bank communication in the media and investor sentiment. (2020). Bennani, Hamza. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:431-444.

Full description at Econpapers || Download paper

2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

Full description at Econpapers || Download paper

2021Eye in the sky: Private satellites and government macro data. (2021). Panayotov, George ; Mukherjee, Abhiroop ; Shon, Janghoon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:234-254.

Full description at Econpapers || Download paper

2021The impact of the change in USDA announcement release procedures on agricultural commodity futures. (2021). Tse, Yiuman ; Martinez, Valeria ; Indriawan, Ivan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s240585132030026x.

Full description at Econpapers || Download paper

2021Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility?New evidence. (2021). Yang, MO ; Wei, YU ; Tuo, Siwei ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309739.

Full description at Econpapers || Download paper

2021Economic uncertainty shocks and Chinas commodity futures returns: A time-varying perspective. (2021). Yang, MO ; Hu, Yingyi ; Yi, Heling ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310072.

Full description at Econpapers || Download paper

2020Does herding behavior exist in the Mongolian stock market?. (2020). Wong, Wing-Keung ; Batmunkh, Munkh-Ulzii ; Vieito, Joo Paulo ; Choijil, Enkhbayar ; Espinosa-Mendez, Christian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301347.

Full description at Econpapers || Download paper

2021The power of investor sentiment in explaining bank stock performance: Listed conventional vs. Islamic banks. (2021). Hasanov, Akram Shavkatovich ; Shaiban, Mohammed Sharaf ; Di, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000160.

Full description at Econpapers || Download paper

2021The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach. (2021). Huang, Yirong ; Yu, Xiaoling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121000662.

Full description at Econpapers || Download paper

2020Natural gas price, market fundamentals and hedging effectiveness. (2020). Zhu, Zhen ; Chen, Sheng-Hung ; Chiou-Wei, Song-Zan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:321-337.

Full description at Econpapers || Download paper

2021Dynamic impact of the U.S. monetary policy on oil market returns and volatility. (2021). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:159-169.

Full description at Econpapers || Download paper

2021Monetary policy surprises, stock returns, and financial and liquidity constraints, in an exchange rate monetary policy system. (2021). Sequeira, John M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:226-236.

Full description at Econpapers || Download paper

2020Intraday sentiment and market returns. (2020). Liu, Xihua ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:48-62.

Full description at Econpapers || Download paper

2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

Full description at Econpapers || Download paper

2021Composite survey sentiment as a predictor of future market returns: Evidence for German equity indices. (2021). Rakovská, Zuzana ; Rakovska, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:473-495.

Full description at Econpapers || Download paper

2021Investor sentiment and limits of arbitrage: Evidence from Chinese stock market. (2021). Wang, Chengxiang ; Zhao, Xuejun ; Zhang, Zili ; Tan, Xiaoyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:577-595.

Full description at Econpapers || Download paper

2021The cross-border impacts of China’s official rate shocks on stock returns of Chinese concepts shares listed on U.S. market. (2021). Tan, Chaosheng ; Lv, Xin ; Xin Lv, ; Lien, Donald ; Dong, Weijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1305-1322.

Full description at Econpapers || Download paper

2020Commodity financialization and sector ETFs: Evidence from crude oil futures. (2020). Liu, Pan ; Power, Gabriel J ; Vedenov, Dmitry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930323x.

Full description at Econpapers || Download paper

2020Feedback trading and the ramadan effect in frontier markets. (2020). Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Gad, Samar ; Cui, Yueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306294.

Full description at Econpapers || Download paper

2020Intermeeting Rate Cuts as a Response to Rare Disasters. (2020). Miller, David. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-76.

Full description at Econpapers || Download paper

2020The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models. (2020). Azoury, Nehme ; Bouri, Elie ; El Alaoui, Marwane . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:38-:d:379094.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2020Macro news and long-run volatility expectations. (2020). Wilhelmsson, Anders ; Vilhelmsson, Anders. In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2020_001.

Full description at Econpapers || Download paper

2021The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778.

Full description at Econpapers || Download paper

2020Committee Decision-Making under the Threat of Leaks. (2020). Hahn, Volker ; Fehrler, Sebastian. In: IZA Discussion Papers. RePEc:iza:izadps:dp13746.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2021The US financial crisis, market volatility, credit risk and stock returns in the Americas. (2021). Mollick, Andre V ; Rodriguez-Nieto, Juan Andres. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:2:d:10.1007_s11408-020-00369-x.

Full description at Econpapers || Download paper

2020Valuation ratio style investing and economic sentiment: evidence from major Eurozone markets. (2020). Spyrou, Spyros I. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00861-0.

Full description at Econpapers || Download paper

2020Social media, political uncertainty, and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-020-00870-4.

Full description at Econpapers || Download paper

2021Time-varying information share and autoregressive loading factors: evidence from S&P 500 cash and E-mini futures markets. (2021). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00940-7.

Full description at Econpapers || Download paper

2020The US, Economic News, and the Global Financial Cycle. (2020). Kroner, T. Niklas ; Boehm, Christoph. In: Working Papers. RePEc:mie:wpaper:677.

Full description at Econpapers || Download paper

2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

Full description at Econpapers || Download paper

2020High-frequency trading: Order-based innovation or manipulation?. (2020). Wang, Michael H ; Dalko, Viktoria. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00115-y.

Full description at Econpapers || Download paper

2020Under his thumb the effect of president Donald Trump’s Twitter messages on the US stock market. (2020). Scholtens, Bert ; Brans, Heleen. In: PLOS ONE. RePEc:plo:pone00:0229931.

Full description at Econpapers || Download paper

2020Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad. In: MPRA Paper. RePEc:pra:mprapa:103501.

Full description at Econpapers || Download paper

2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202022.

Full description at Econpapers || Download paper

2020Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties. (2020). GUPTA, RANGAN ; Andre, Christophe ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202061.

Full description at Econpapers || Download paper

2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Balcilar, Mehmet ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202113.

Full description at Econpapers || Download paper

2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; Gupta, Rangan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202126.

Full description at Econpapers || Download paper

2021The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange. (2021). Wojtowicz, Tomasz ; Mitterer, Christoph ; Gurgul, Henryk. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:3:p:287-329.

Full description at Econpapers || Download paper

2021Consumer Confidence and Consumer Spending in Brazil: A Nonlinear Autoregressive Distributed Lag Model Analysis. (2021). Ghosh, Sudeshna. In: Arthaniti: Journal of Economic Theory and Practice. RePEc:sae:artjou:v:20:y:2021:i:1:p:53-85.

Full description at Econpapers || Download paper

2021How Does Google Search Affect the Stock Market? Evidence from Indian Companies. (2021). Ansari, Valeed Ahmad ; Aziz, Tariq. In: Vision. RePEc:sae:vision:v:25:y:2021:i:2:p:224-232.

Full description at Econpapers || Download paper

2020Greek sovereign crisis and European exchange rates: effects of news releases and their providers. (2020). Garefalakis, Alexandros ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos ; Sariannidis, Nikolaos. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-019-03199-x.

Full description at Econpapers || Download paper

2021Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains. (2021). GUPTA, RANGAN ; Hkiri, Besma ; Balcilar, Mehmet ; Cunado, Juncal. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02004-0.

Full description at Econpapers || Download paper

2020Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY. (2020). Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00190-5.

Full description at Econpapers || Download paper

2021What Can explain catering of dividend? Environment information and investor sentiment. (2021). Mondher, Kouki ; Bilel, Hadfi. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09540-0.

Full description at Econpapers || Download paper

2020Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market. (2020). Pradhan, H K ; Banerjee, Ameet Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:4:d:10.1007_s40953-020-00198-9.

Full description at Econpapers || Download paper

2020Essays in Empirical Asset Pricing and International Finance. (2020). Niu, Zilong. In: Other publications TiSEM. RePEc:tiu:tiutis:986cefd5-4d2b-4d5f-be7a-2feea364f87a.

Full description at Econpapers || Download paper

2020ECB Announcements and Stock Market Volatility. (2020). Neugebauer, Frederik. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:20-02.

Full description at Econpapers || Download paper

2020Supply Fundamentals and Grain Futures Price Movements. (2020). Karali, Berna ; Massa, Olga Isengildina ; IsengildinaMassa, Olga ; Irwin, Scott H. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:548-568.

Full description at Econpapers || Download paper

2021Sentiment, Loss Firms, and Investor Expectations of Future Earnings. (2021). Wang, Guannan ; Sun, Estelle Y ; Riedl, Edward J. In: Contemporary Accounting Research. RePEc:wly:coacre:v:38:y:2021:i:1:p:518-544.

Full description at Econpapers || Download paper

2020THE EFFECTS OF NEWS WHEN LIQUIDITY MATTERS. (2020). Wright, Randall ; Han, Han ; Gu, Chao. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:4:p:1411-1435.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Alexander Kurov:


YearTitleTypeCited
2008Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets In: The Financial Review.
[Full Text][Citation analysis]
article56
2008INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E?MINI INDEX FUTURES In: Journal of Financial Research.
[Full Text][Citation analysis]
article2
2019DO INVESTORS CARE ABOUT PRESIDENTIAL COMPANY?SPECIFIC TWEETS? In: Journal of Financial Research.
[Full Text][Citation analysis]
article7
2015What do Chinese Macro Announcements Tell Us About the World Economy? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper17
2015What 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 another version. Agregated cites: 17
article
2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper30
2019Price 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 another version. Agregated cites: 30
article
2016Price drift before U.S. macroeconomic news: private information about public announcements?.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2004Price Dynamics in the Regular and E-Mini Futures Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article33
2010Estimating earnings trend using unobserved components framework In: Economics Letters.
[Full Text][Citation analysis]
article0
2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article6
2021The disappearing pre-FOMC announcement drift In: Finance Research Letters.
[Full Text][Citation analysis]
article4
2020Informational role of social media: Evidence from Twitter sentiment In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2008Macroeconomic cycles and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article95
2010Investor sentiment and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article121
2018Monetary policy uncertainty and the market reaction to macroeconomic news In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article27
2006Trading around macroeconomic announcements: Are all traders created equal? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article20
2012What determines the stock markets reaction to monetary policy statements? In: Review of Financial Economics.
[Full Text][Citation analysis]
article24
2014Business cycle, storage, and energy prices In: Review of Financial Economics.
[Full Text][Citation analysis]
article2
2002The effect of the introduction of Cubes on the Nasdaq‐100 index spot‐futures pricing relationship In: Journal of Futures Markets.
[Full Text][Citation analysis]
article7
2005Execution quality in open‐outcry futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]
article2
2005Is it time to reduce the minimum tick sizes of the E‐mini futures? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article9
2008Tick 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]
article5
2012Trader Survival: Evidence from the Energy Futures Markets In: Journal of Futures Markets.
[Citation analysis]
article2
2014Noisy Inventory Announcements and Energy Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]
article22
2015The Impact of Monetary Policy Surprises on Energy Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]
article29
2016Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article5
2018What drives informed trading before public releases? Evidence from natural gas inventory announcements In: Journal of Futures Markets.
[Full Text][Citation analysis]
article2
2022Market inefficiencies surrounding energy announcements In: Journal of Futures Markets.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team