Alexander Kurov : Citation Profile


Are you Alexander Kurov?

West Virginia University

10

H index

11

i10 index

413

Citations

RESEARCH PRODUCTION:

23

Articles

3

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 24
   Journals where Alexander Kurov has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 10 (2.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku378
   Updated: 2020-11-21    RAS profile: 2019-08-25    
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Relations with other researchers


Works with:

Wolfe, Marketa (4)

Strasser, Georg (3)

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:

Smales, Lee (15)

Kontonikas, Alexandros (13)

Sévi, Benoît (10)

Rousse, Olivier (10)

KOSTAKIS, ALEXANDROS (10)

Eijffinger, Sylvester (8)

Raes, Louis (7)

Kočenda, Evžen (7)

GUPTA, RANGAN (6)

Mahieu, Ronald (6)

Apergis, Nicholas (6)

Cites to:

Diebold, Francis (18)

Swanson, Eric (18)

Bollerslev, Tim (16)

Andersen, Torben (15)

Ehrmann, Michael (13)

Fratzscher, Marcel (13)

Gürkaynak, Refet (13)

Vega, Clara (12)

de Haan, Jakob (9)

Blinder, Alan (9)

Jansen, David-Jan (9)

Main data


Where Alexander Kurov has published?


Journals with more than one article published# docs
Journal of Futures Markets9
Journal of Banking & Finance3
Journal of Financial and Quantitative Analysis2
Review of Financial Economics2
Journal of Financial Research2

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 (2020 and 2019)


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.

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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.

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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.

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2019The Simple Economics of Global Fuel Consumption. (2019). Ellwanger, Reinhard ; Bilgin, Doga. In: Staff Working Papers. RePEc:bca:bocawp:19-35.

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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.

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2019Surprise and dispersion: informational impact of USDA announcements. (2019). Frijns, Bart ; TouraniRad, Alireza ; Indriawan, Ivan ; FernandezPerez, Adrian . In: Agricultural Economics. RePEc:bla:agecon:v:50:y:2019:i:1:p:113-126.

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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.

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2019Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place. (2019). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2019/5.

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2019The Response of European Energy Prices to ECB Monetary Policy. (2019). Torro, Hipolit. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-1.

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2019The effect of investor sentiment on market reactions to financial earnings restatements: Lessons from the United States. (2019). Bouteska, Ahmed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:24:y:2019:i:c:s2214635019300693.

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2019Liquidity pull-back and predictability of government security yield volatility. (2019). Sasidharan, Subash ; Chundakkadan, Radeef. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:124-132.

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2019The impact of liquidity constraints on the cash-futures basis dynamics: Evidence from the Chinese market. (2019). Zeng, Hongchao ; Wu, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:96-110.

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2019Investor trading behavior on agricultural future prices. (2019). Huang, Jialiang ; Zhang, Rixin ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:365-379.

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2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

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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.

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2019Structural changes, competition and bank stability in Malaysia’s dual banking system. (2019). Ibrahim, Mansor ; Abojeib, Moutaz ; Salim, Kinan ; Yeap, Lau Wee. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:111-129.

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2019Exchange rate effects of US government shutdowns: Evidence from both developed and emerging markets. (2019). Phan, Dinh ; Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:12.

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2019Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?. (2019). Banerjee, Ashok ; Nawn, Samarpan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:109-125.

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2019Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

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2019The effects of credit policy and financial constraints on tangible and research & development investment: Firm-level evidence from Chinas renewable energy industry. (2019). Wu, Xin ; Wang, Weihong ; Zeng, Yonghong ; Chang, Kai. In: Energy Policy. RePEc:eee:enepol:v:130:y:2019:i:c:p:438-447.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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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.

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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.

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2019The impact of tick-size reductions in foreign currency futures markets. (2019). Tse, Yiuman ; Martinez, Valeria. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:32-38.

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2019Investor behavior around monetary policy announcements: Evidence from the Korean stock market. (2019). Jimmy, Ji Yeol ; Hong, Dahae ; Park, Keun Woo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:355-362.

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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.

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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.

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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.

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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.

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2019The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets. (2019). lucey, brian ; Smales, L A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:19-38.

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2019Federal reserve private information and the stock market. (2019). Lakdawala, Aeimit ; Schaffer, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:34-49.

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2019Aggregate investor sentiment and stock return synchronicity. (2019). Mian, Mujtaba G ; Gul, Ferdinand A ; Chue, Timothy K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302031.

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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.

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2019The response of different investor types to macroeconomic news. (2019). Holmes, Phil ; Ikizlerli, Deniz ; Anderson, Keith. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:50:y:2019:i:c:p:13-28.

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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.

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2019Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market. (2019). Smales, L A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:234-252.

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2019Volatility information trading in the index options market: An intraday analysis. (2019). Ryu, Doojin ; Kutan, Ali M ; Yang, Heejin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:412-426.

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2019Feedback trading: Strategies during day and night with global interconnectedness. (2019). Rudolf, Markus ; Kusen, Alex. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:438-463.

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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.

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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.

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2019Mitigating post-acquisition risk: the interplay of cross-border uncertainties. (2019). Bozos, Konstantinos ; Lewis, Yimai. In: Journal of World Business. RePEc:eee:worbus:v:54:y:2019:i:5:4.

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2019Arab Geopolitics in Turmoil: Implications Of Qatar-Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:erg:wpaper:1337.

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2019Information in Yield Spread Trades. (2019). Park, Yang-Ho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-25.

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2019Economic News Releases and Financial Markets in South Africa. (2019). Tsagkanos, Athanasios ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:112-:d:285205.

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2019The Oil Market Reactions to OPEC’s Announcements. (2019). Failler, Pierre ; Dong, Hao ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3238-:d:259961.

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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.

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2019Market structure or traders behavior? A multi agent model to assess flash crash phenomena and their regulation. (2019). Oriol, Nathalie ; Veryzhenko, Iryna. In: Post-Print. RePEc:hal:journl:halshs-01984442.

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2019Information Sale and Competition. (2019). Tahbaz-Salehi, Alireza ; Crapis, Davide ; Bimpikis, Kostas. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:6:p:2646-2664.

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

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2020.

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2019Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes. (2019). Apergis, Nicholas ; Pragidis, Ioannis. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:1:d:10.1007_s11294-019-09721-y.

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2019Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market. (2019). Theobald, Michael ; Mandal, Anandadeep ; Taunson, Jude W ; Poshakwale, Sunil S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0777-7.

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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.

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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.

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2019Asymmetric Effects of Exchange Rates on Stock Prices in G7 Countries. (2019). Lee, Chin ; Habibi, Arash. In: Capital Markets Review. RePEc:mfa:journl:v:27:y:2019:i:1:p:19-33.

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

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2019Premium for Heightened Uncertainty: Solving the FOMC Puzzle. (2019). Zhu, Haoxiang ; Wang, Jiang ; Pan, Jun. In: NBER Working Papers. RePEc:nbr:nberwo:25817.

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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.

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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.

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2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201916.

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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.

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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.

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2019On Processing Central Bank Communications: Can We Account for Fed Watching?. (2019). Haslag, Joseph. In: 2019 Meeting Papers. RePEc:red:sed019:415.

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2019National culture effects on stock market volatility level. (2019). Liu, Wei-Han. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1502-z.

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2019The length of the trading day and trading volume. (2019). Aharon, David Y ; Qadan, Mahmoud. In: Eurasian Business Review. RePEc:spr:eurasi:v:9:y:2019:i:2:d:10.1007_s40821-019-00119-8.

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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.

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2019Investor reaction to simultaneous news releases: unemployment vs. earnings. (2019). White, Reilly ; Strohush, Vitaliy ; Gupta, Neeraj J. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:4:d:10.1007_s12197-018-9460-z.

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2019Monetary Policy Announcements and Stock Returns: Some Further Evidence from India. (2019). Hiremath, Gourishankar S ; Khuntia, Sashikanta. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00158-y.

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

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

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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.

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2019The impacts of public news announcements on intraday implied volatility dynamics. (2019). Ryu, Doojin ; Lee, Jieun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:6:p:656-685.

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2019The evolution of price discovery in us equity and derivatives markets. (2019). Lian, Guanhua ; Kalev, Petko S ; Wallace, Damien. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1122-1136.

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2020Intermediary asset pricing in commodity futures returns. (2020). Han, Liyan ; Nie, Jing ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1711-1730.

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2020The effect of oil price shocks on asset markets: Evidence from oil inventory news. (2020). Alquist, Ron ; Jin, Jianjian ; Ellwanger, Reinhard. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1212-1230.

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2020Trading and information in futures markets. (2020). Llorente, Guillermo ; Wang, Jiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1231-1263.

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2019ECB Announcements and Stock Market Volatility. (2019). Neugebauer, Frederik. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203554.

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2019Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes. (2019). Apergis, Nicholas ; Pragidis, Ioannis. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:1:d:10.1007_s11294-019-09721-y.

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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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article40
2008INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E‐MINI INDEX FUTURES In: Journal of Financial Research.
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article2
2019DO INVESTORS CARE ABOUT PRESIDENTIAL COMPANY‐SPECIFIC TWEETS? In: Journal of Financial Research.
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article2
2015What do Chinese Macro Announcements Tell Us About the World Economy? In: Boston College Working Papers in Economics.
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paper12
2015What do Chinese macro announcements tell us about the world economy?.(2015) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 12
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2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics.
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paper25
2019Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?.(2019) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 25
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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: 25
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2004Price Dynamics in the Regular and E-Mini Futures Markets In: Journal of Financial and Quantitative Analysis.
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article29
2010Estimating earnings trend using unobserved components framework In: Economics Letters.
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article0
2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty In: Journal of Empirical Finance.
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2008Macroeconomic cycles and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
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article82
2010Investor sentiment and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
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article98
2018Monetary policy uncertainty and the market reaction to macroeconomic news In: Journal of Banking & Finance.
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article10
2006Trading around macroeconomic announcements: Are all traders created equal? In: Journal of Financial Intermediation.
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article18
2012What determines the stock markets reaction to monetary policy statements? In: Review of Financial Economics.
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article20
2014Business cycle, storage, and energy prices In: Review of Financial Economics.
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article1
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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article7
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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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.
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article5
2012Trader Survival: Evidence from the Energy Futures Markets In: Journal of Futures Markets.
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article2
2014Noisy Inventory Announcements and Energy Prices In: Journal of Futures Markets.
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article20
2015The Impact of Monetary Policy Surprises on Energy Prices In: Journal of Futures Markets.
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article23
2016Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed? In: Journal of Futures Markets.
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2018What drives informed trading before public releases? Evidence from natural gas inventory announcements In: Journal of Futures Markets.
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