Hardik A Marfatia : Citation Profile


Are you Hardik A Marfatia?

Northeastern Illinois University

3

H index

0

i10 index

28

Citations

RESEARCH PRODUCTION:

13

Articles

10

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 4
   Journals where Hardik A Marfatia has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 10 (26.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2152
   Updated: 2019-10-15    RAS profile: 2019-05-12    
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Relations with other researchers


Works with:

GUPTA, RANGAN (12)

Cakan, Esin (5)

Kishor, N (4)

Demirer, Riza (3)

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 (13)

Wong, Wing-Keung (3)

Demir, Ender (2)

Gözgör, Giray (2)

Wang, Shixuan (1)

Salisu, Afees (1)

Anderson, Hamish (1)

Calin, Adrian Cantemir (1)

Bouri, Elie (1)

Balli, Faruk (1)

Brana, Sophie (1)

Cites to:

GUPTA, RANGAN (28)

Swanson, Eric (18)

Gürkaynak, Refet (16)

Kuttner, Kenneth (15)

Piazzesi, Monika (14)

Bollerslev, Tim (13)

Bernanke, Ben (12)

Balcilar, Mehmet (12)

Cochrane, John (12)

Demirer, Riza (11)

Diebold, Francis (11)

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 Economics8

Recent works citing Hardik A Marfatia (2019 and 2018)


YearTitle of citing document
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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2017HOUSE PRICES AND THE MACROECONOMIC ENVIRONMENT IN TURKEY: THE EXAMINATION OF A DYNAMIC RELATIONSHIP. (2017). Yildirim, Mustafa Ozan ; Vrendi, Mehmet. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:215:p:81-110.

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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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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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2018Stock return predictability and model instability: Evidence from mainland China and Hong Kong. (2018). Hong, Hui ; Ryan, James ; Obrien, Fergal ; Chen, Naiwei. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:132-142.

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2018The effect of macroeconomic announcements at a sectoral level in the US and European Union. (2018). Balli, Faruk ; Godber, Cara ; Anderson, Hamish D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:256-272.

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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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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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2018How do Housing Prices and Business Cycles Interact in Spain? An Empirical Analysis/¿Cómo interactúan los precios de la vivienda y el ciclo económico en España? Un análisis empírico. (2018). Sala-Rios, Merce ; Torres-Sole, Teresa ; Farre-Perdiguer, Mariona. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_3_12.

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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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2018Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model. (2018). GUPTA, RANGAN ; Gözgör, Giray ; Demir, Ender ; Kaya, Huseyin ; Gozgor, Giray . In: Working Papers. RePEc:pre:wpaper:201835.

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2018Monetary Policy and Bubbles in US REITs. (2018). GUPTA, RANGAN ; Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Working Papers. RePEc:pre:wpaper:201845.

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2018Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Lv, Zhihui. In: Working Papers. RePEc:pre:wpaper:201849.

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2018Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?. (2018). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201859.

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2018Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201870.

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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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2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment. (2019). Marfatia, Hardik A ; Marco, Chi Keung ; Gupta, Rangan ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:201953.

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

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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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2017LONG MEMORY IN TURKISH STOCK MARKET AND EFFECTS OF CENTRAL BANKS’ ANNOUNCEMENTS. (2017). Erer, Elif. In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:21:y:2017:i:3:p:6-18.

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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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2016The Role of Push and Pull Factors in Driving Global Capital Flows In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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article0
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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article3
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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article6
2017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises.(2017) In: Working Papers.
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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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2018Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis.(2018) In: Working Papers.
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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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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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article3
2017A fresh look at integration of risks in the international stock markets: A wavelet approach In: Review of Financial Economics.
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article2
2018Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market In: Working Papers.
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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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2017Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument In: MPRA Paper.
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2017Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings In: Working Papers.
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2019Price jumps in developed stock markets: the role of monetary policy committee meetings.(2019) In: Journal of Economics and Finance.
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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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2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
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2017Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers.
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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: 1
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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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2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility In: Working Papers.
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2013Does federal funds futures rate contain information about the treasury bill rate? In: Applied Financial Economics.
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2018Forecasting house prices in OECD economies In: Journal of Forecasting.
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