Alexander Kurov : Citation Profile


Are you Alexander Kurov?

West Virginia University

8

H index

8

i10 index

243

Citations

RESEARCH PRODUCTION:

18

Articles

3

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 17
   Journals where Alexander Kurov has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 7 (2.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku378
   Updated: 2018-04-14    RAS profile: 2017-03-07    
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Relations with other researchers


Works with:

Wolfe, Marketa (5)

Baum, Christopher (2)

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:

Kontonikas, Alexandros (13)

Sévi, Benoît (10)

KOSTAKIS, ALEXANDROS (10)

Eijffinger, Sylvester (6)

Mahieu, Ronald (6)

Raes, Louis (5)

Hanousek, Jan (5)

MacDonald, Ronald (4)

Giannitsarou, Chryssi (4)

Saggu, Aman (4)

Bahloul, Walid (4)

Cites to:

Swanson, Eric (13)

Gürkaynak, Refet (12)

Diebold, Francis (11)

Andersen, Torben (9)

Bollerslev, Tim (9)

Vega, Clara (8)

Fratzscher, Marcel (8)

Campbell, John (8)

Ehrmann, Michael (8)

Pearce, Douglas (7)

French, Kenneth (6)

Main data


Where Alexander Kurov has published?


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

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 (2018 and 2017)


YearTitle of citing document
2017The Reaction of the Australian Stock Market to Monetary Policy Announcements from the Reserve Bank of Australia. (2017). Brown, Alexandra ; Karpaviius, Sigitas. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:20-41.

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2018Implications of High-Frequency Trading for Security Markets. (2018). Linton, O ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802.

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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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2017How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?. (2017). al Samman, Ahmed ; Otaify, Mahmoud Moustafa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-39.

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2017Global Macroeconomic Announcements and Foreign Exchange Implied Volatility. (2017). Ishfaq, Muhammad ; Raza, Syed Mehmood ; Bi, Zhang. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-14.

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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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2017Diversification discount and investor sentiment. (2017). Nejadmalayeri, Ali ; Iyer, Subramanian Rama ; Harper, Joel T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:218-236.

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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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2017The time varying effect of monetary policy on stock returns. (2017). Jansen, Dennis W ; Zervou, Anastasia . In: Economics Letters. RePEc:eee:ecolet:v:160:y:2017:i:c:p:54-58.

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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). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Chevallier, Julien ; Guesmi, Khaled ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239.

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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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2017Does more complex language in FOMC decisions impact financial markets?. (2017). Apergis, Nicholas ; Smales, L A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

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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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2017Human vs. high-frequency traders, penny jumping, and tick size. (2017). Mahmoodzadeh, Soheil ; Genay, Ramazan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:69-82.

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2018The impact of conventional and unconventional monetary policy on expectations and sentiment. (2018). Spyrou, Spyros ; Galariotis, Emilios ; Makrichoriti, Panagiota. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:1-20.

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2018Monetary policy uncertainty and the market reaction to macroeconomic news. (2018). Stan, Raluca ; Kurov, Alexander . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:127-142.

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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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2017Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?. (2017). Strasser, Georg ; Vega, Clara ; Scotti, Chiara ; Gilbert, Thomas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:78-95.

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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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2017An empirical analysis of algorithmic trading around earnings announcements. (2017). Zheng, Hui ; Prodromou, Tina ; Westerholm, Joakim P ; Frino, Alex. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:34-51.

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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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2017The impact of monetary policy on BRIC markets asset prices during global financial crises. (2017). Paimanova, Viktoriia ; Galloppo, Giuseppe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:21-49.

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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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2017Feedback trading in stock index futures: Evidence from South Africa. (2017). Charteris, Ailie ; Musadziruma, Arnold. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1289-1297.

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2017Does central bank independence affect stock market volatility?. (2017). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:855-864.

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2017Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186.

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2017Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market. (2017). Chung, Chune Young ; Ryu, Doojin ; Lee, Yunjae. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:4:d:10.1007_s10690-017-9235-0.

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2018One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations. (2018). Verousis, Thanos ; Sermpinis, Georgios ; Perotti, Pietro. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0632-2.

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2017Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1709.

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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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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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2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets. (2017). Hou, Yang ; Li, Steven. In: MPRA Paper. RePEc:pra:mprapa:81999.

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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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2017Essays in empirical finance and monetary policy. (2017). van Holle, Frederiek. In: Other publications TiSEM. RePEc:tiu:tiutis:30d11a4b-7bc9-4c81-ad24-5ca36f83e31f.

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2017MONETARY SHOCKS AND STOCK MARKET FLUCTUATIONS: WITH AN APPLICATION TO THE CHINESE STOCK MARKET. (2017). Jiang, Mingming ; Guo, Feng ; Hu, Jinyan ; Zhang, BO. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:04:n:s0217590817400318.

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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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article22
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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paper6
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: 6
article
2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics.
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paper3
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: 3
paper
2004Price Dynamics in the Regular and E-Mini Futures Markets In: Journal of Financial and Quantitative Analysis.
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article21
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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article61
2010Investor sentiment and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
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article65
2006Trading around macroeconomic announcements: Are all traders created equal? In: Journal of Financial Intermediation.
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article13
2012What determines the stock markets reaction to monetary policy statements? In: Review of Financial Economics.
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article12
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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article3
2005Is it time to reduce the minimum tick sizes of the E‐mini futures? In: Journal of Futures Markets.
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article6
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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article12
2015The Impact of Monetary Policy Surprises on Energy Prices In: Journal of Futures Markets.
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article12
2016Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed? In: Journal of Futures Markets.
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article2

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