Thomas Marta : Citation Profile

Are you Thomas Marta?

Wilfrid Laurier University

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H index

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i10 index

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Citations

RESEARCH PRODUCTION:

2

Papers

RESEARCH ACTIVITY:

   2 years (2020 - 2022). See details.
   Cites by year: 0
   Journals where Thomas Marta has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma3401
   Updated: 2024-04-18    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

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

Is cited by:

Cites to:

Cespa, Giovanni (2)

Hurlin, Christophe (2)

Lee, Charles (2)

thesmar, david (2)

Ben-David, Itzhak (2)

Foucault, Thierry (2)

Polk, Christopher (1)

Putnins, Talis (1)

van Dijk, Mathijs (1)

Amihud, Yakov (1)

Harford, Jarrad (1)

Main data

Where Thomas Marta has published?

Working Papers Series with more than one paper published# docs
Post-Print / HAL2

Recent works citing Thomas Marta (2024 and 2023)

YearTitle of citing document
2023A New Entropic Measure for the Causality of the Financial Time Series. (2023). Lerner, Peter B. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:338-:d:1195827.

Full description at Econpapers || Download paper

Works by Thomas Marta:

YearTitleTypeCited
2022Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique In: Post-Print.
[Full Text][Citation analysis]		paper1
2022Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper

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