Hardik A Marfatia : Citation Profile


Are you Hardik A Marfatia?

Northeastern Illinois University

6

H index

2

i10 index

87

Citations

RESEARCH PRODUCTION:

16

Articles

16

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 12
   Journals where Hardik A Marfatia has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 11 (11.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2152
   Updated: 2020-10-24    RAS profile: 2020-04-02    
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Relations with other researchers


Works with:

GUPTA, RANGAN (18)

Cakan, Esin (5)

Demirer, Riza (4)

Kishor, N (4)

Miller, Stephen (3)

Gabauer, David (2)

Bouri, Elie (2)

Ji, Qiang (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hardik A Marfatia.

Is cited by:

GUPTA, RANGAN (31)

Asongu, Simplice (8)

Alola, Andrew (5)

Soytas, Ugur (3)

André, Christophe (3)

Gözgör, Giray (3)

Demir, Ender (3)

Wong, Wing-Keung (3)

Wohar, Mark (2)

Song, Reo (2)

Salisu, Afees (2)

Cites to:

GUPTA, RANGAN (56)

Balcilar, Mehmet (27)

Swanson, Eric (18)

Diebold, Francis (16)

Gürkaynak, Refet (16)

Kuttner, Kenneth (15)

Bollerslev, Tim (15)

Piazzesi, Monika (14)

Wohar, Mark (13)

Cochrane, John (12)

Bernanke, Ben (12)

Main data


Where Hardik A Marfatia has published?


Journals with more than one article published# docs
The North American Journal of Economics and Finance3
Journal of Economics and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics11

Recent works citing Hardik A Marfatia (2020 and 2019)


YearTitle of citing document
2019Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). GUPTA, RANGAN ; Demirer, Riza ; Uwilingiye, Josine ; Cakan, Esin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113.

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2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Uju V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/067.

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2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Andrew. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/067.

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2019Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach. (2019). Bai, LU ; Li, Yi-Na. In: Review of Economics & Finance. RePEc:bap:journl:190303.

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2020Oil Rent, Geopolitical Risk and Banking Sector Performance. (2020). van Hemmen, Stefan F ; Alsagr, Naif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-36.

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2019The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis. (2019). Kong, Xianli ; Liu, Xi-Hua ; Si, Deng-Kui. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:17-30.

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2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2019Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

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2019The effects of herding and word of mouth in a two-period advertising signaling model. (2019). Jang, Sungha ; Song, Reo ; Cai, Gangshu ; Zhen, Xueping. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:1:p:361-373.

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2020Anchoring inflation expectations in the face of oil shocks & in the proximity of ZLB: A tale of two targeters. (2020). Huynh, Toan ; Balsalobre-Lorente, Daniel ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300013.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126.

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2020Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective. (2020). Li, Jianping ; Yao, Yanzhen ; Wang, Jun ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304599.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis. (2020). Kumar, Surya Bhushan ; Das, Debojyoti ; Bhatia, Vaneet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320242.

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2019Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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2020Investors’ risk perceptions in the US and global stock market integration. (2020). Marfatia, Hardik A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301266.

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2020Uncovering the global network of economic policy uncertainty. (2020). Ji, Qiang ; Zhao, Wan-Li ; Marfatia, Hardik. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311845.

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2020The Functioning of the Real Estate Market: Dynamics of Price Formation and the Sale of Apartments. (2020). Wolniak, Radoslaw ; Olkiewicz, Anna ; Szymczewska, Marta. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:2:p:281-307.

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2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Andrew. In: Working Papers. RePEc:exs:wpaper:19/067.

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2019Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. (2019). Živkov, Dejan ; Manic, Slavica ; Urakovic, Jasmina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:2:p:211-235.

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2020Trade Balance Effects on Economic Growth: Evidence from European Union Countries. (2020). Matuzeviciute, Kristina ; Garsviene, Lina ; Blavasciunaite, Deimante. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:3:p:54-:d:378799.

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2020Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets. (2020). Vo, Duc ; Nguyen, Minh ; McAleer, Michael. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:38-:d:348054.

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2019Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2019). Wong, Wing-Keung ; Lv, Zhihui ; Gupta, Rangan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2776-:d:231284.

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2020The Nexus between Entrepreneurship and Economic Growth: A Comparative Analysis on Groups of Countries. (2020). ROMAN, Angela ; Rusu, Valentina Diana ; Stoica, Ovidiu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:3:p:1186-:d:317512.

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2019The Nexus between Political & Institutional Corruption Events with the Stock Market: A Study of Pakistan. (2019). Shamrez, Sundus Waqar. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:4:y:2019:i:1:p:59-71.

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2020Macroeconomic determinants of apartment prices in Swedish and German cities. (2020). Engerstam, Sviatlana. In: Working Paper Series. RePEc:hhs:kthrec:2020_002.

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2020US non-linear causal effects on global equity indices in Normal times versus unconventional eras. (2020). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00457-y.

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2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Uju. In: MPRA Paper. RePEc:pra:mprapa:101795.

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2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201917.

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2019How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch. (2019). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201946.

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2019Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201954.

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2020The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202001.

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2020Dynamic Impact of Unconventional Monetary Policy on International REITs. (2020). GUPTA, RANGAN ; Marfatia, Hardik A ; Lesame, Keagile. In: Working Papers. RePEc:pre:wpaper:202020.

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2020Is there a National Housing Market Bubble Brewing in the United States?. (2020). GUPTA, RANGAN ; Ma, Jun ; Wohar, Mark E ; Theodoridis, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202023.

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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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2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077.

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2020High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Subramaniam, Sowmya ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202085.

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2019The Dynamics of Tourism—Refugeeism on House Prices in Cyprus and Malta. (2019). Alola, Andrew. In: Journal of International Migration and Integration. RePEc:spr:joimai:v:20:y:2019:i:2:d:10.1007_s12134-018-0621-x.

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2019Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies. (2019). Huang, Yuting ; Li, Qiang ; Zhou, Xiaoxia ; Liow, Kim Hiang. In: Journal of Property Research. RePEc:taf:jpropr:v:36:y:2019:i:1:p:27-58.

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2019The effects of herding and word of mouth in a two-period advertising signaling model. (2019). Jang, Sungha ; Song, Reo ; Cai, Gangshu ; Zhen, Xueping. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:1:p:361-373.

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2019Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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Works by Hardik A Marfatia:


YearTitleTypeCited
2018Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market In: The B.E. Journal of Macroeconomics.
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article1
2016The Role of Push and Pull Factors in Driving Global Capital Flows In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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article1
2015Monetary policys time-varying impact on the US bond markets: Role of financial stress and risks In: The North American Journal of Economics and Finance.
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article7
2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises In: The North American Journal of Economics and Finance.
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article13
2017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis In: The North American Journal of Economics and Finance.
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article6
2018Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2013The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market In: Journal of International Financial Markets, Institutions and Money.
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article9
2014Impact of uncertainty on high frequency response of the U.S. stock markets to the Feds policy surprises In: The Quarterly Review of Economics and Finance.
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article7
2017A fresh look at integration of risks in the international stock markets: A wavelet approach In: Review of Financial Economics.
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article5
2018Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market In: Working Papers.
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paper0
2017The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries In: The Journal of Real Estate Finance and Economics.
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article10
2020Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market In: Working Papers in Economics & Finance.
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2017Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument In: MPRA Paper.
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paper0
2017Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings In: Working Papers.
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paper2
2019Price jumps in developed stock markets: the role of monetary policy committee meetings.(2019) In: Journal of Economics and Finance.
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article
2017A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach In: Working Papers.
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paper0
2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
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paper6
2019Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics.
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This paper has another version. Agregated cites: 6
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2017Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers.
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paper4
2019Oil speculation and herding behavior in emerging stock markets.(2019) In: Journal of Economics and Finance.
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This paper has another version. Agregated cites: 4
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2018High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach In: Working Papers.
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paper4
2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility In: Working Papers.
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2019Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers.
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paper2
2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment In: Working Papers.
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paper2
2019125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets In: Working Papers.
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2020125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets.(2020) In: Working papers.
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2019Monetary policy co-movement and spillover of shocks among BRICS economies In: Applied Economics Letters.
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article2
2013Does federal funds futures rate contain information about the treasury bill rate? In: Applied Financial Economics.
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article0
2019The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market In: The European Journal of Finance.
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2020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models In: Working papers.
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2018Forecasting house prices in OECD economies In: Journal of Forecasting.
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article6

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