Yusaku Nishimura : Citation Profile


Are you Yusaku Nishimura?

University of International Business and Economics (UIBE)

5

H index

2

i10 index

70

Citations

RESEARCH PRODUCTION:

13

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 7
   Journals where Yusaku Nishimura has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 11 (13.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pni230
   Updated: 2021-02-20    RAS profile: 2020-06-21    
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Relations with other researchers


Works with:

Tsutsui, Yoshiro (4)

Hirayama, Kenjiro (3)

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

Is cited by:

Thorbecke, Willem (10)

Balcilar, Mehmet (2)

Salisu, Afees (2)

Zhang, Zhaoyong (2)

Krištoufek, Ladislav (2)

Bekun, Festus (2)

Chan, Tze-Haw (1)

Tiba, Sofien (1)

Hou, Yang (1)

Narayan, Seema (1)

Hasanov, Akram (1)

Cites to:

Bollerslev, Tim (33)

Diebold, Francis (23)

Engle, Robert (22)

Andersen, Torben (19)

Yilmaz, Kamil (12)

Krištoufek, Ladislav (11)

Wang, Yudong (9)

Pesaran, M (9)

Wang, Yudong (9)

Karolyi, G. (9)

Hirayama, Kenjiro (8)

Main data


Where Yusaku Nishimura has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2
Emerging Markets Finance and Trade2

Working Papers Series with more than one paper published# docs
Discussion Papers in Economics and Business / Osaka University, Graduate School of Economics5

Recent works citing Yusaku Nishimura (2021 and 2020)


YearTitle of citing document
2020How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487.

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2020Institutional investors attention to environmental information, trading strategies, and market impacts: Evidence from China. (2020). Mao, Xiaodan ; Wei, Ping ; Chen, Xiaohong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:566-591.

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2020Volatility spillovers across European stock markets under the uncertainty of Brexit. (2020). Li, Hong. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:1-12.

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2021The nonlinear connection between 52-week high and announcement effect of insider trading — Evidence from mainland China and Taiwan. (2021). Zhou, Rui Jie ; Yi, Chiao ; Chu, Chien Chi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1043-1057.

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2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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2020Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x.

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2020Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks. (2020). Zhang, Weiping ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300826.

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2020The economic importance of rare earth elements volatility forecasts. (2020). Schweizer, Denis ; Proelss, Juliane ; Seiler, Volker. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306148.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2020Identification of short-term and long-term time scales in stock markets and effect of structural break. (2020). Bal, Debi Prasad ; Mahata, Ajit ; Nurujjaman, MD. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s037843711932014x.

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2020The (in)efficiency of NYMEX energy futures: A multifractal analysis. (2020). , Igor ; Fernando, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303952.

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2020International investors and the multifractality property: Evidence from accessible and inaccessible market. (2020). Hui, Xiaofeng ; Xu, Nan ; Li, Songsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305367.

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2020Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

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2021Intraday Volatility Spillovers among European Financial Markets during COVID-19. (2021). Bashir, Beenish ; Mughal, Khurrum Shahzad ; Ferreira, Paulo ; Aslam, Faheem. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:1:p:5-:d:475123.

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2020Exchange Rate Volatility and its Impact on Chinas Trade with the United States. (2020). , Franklin ; Lin, Frank ; Bhandari, Rabindra ; Upadhyaya, Kamal. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0876.

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2020Special Issue: Population and economic development in East Asia 2. (2020). Kinugasa, Tomoko. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:14:y:2020:i:2:d:10.1007_s42495-020-00048-9.

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2020Spillover dynamics across price inflation and selected agricultural commodity prices. (2020). Bekun, Festus Victor ; Balcilar, Mehmet. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-0180-0.

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Works by Yusaku Nishimura:


YearTitleTypeCited
2016The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects In: The Japanese Economic Review.
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2016The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects.(2016) In: The Japanese Economic Review.
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article
2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets In: Economic Modelling.
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article6
2016Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX In: Energy Economics.
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article4
2018The intraday volatility spillover index approach and an application in the Brexit vote In: Journal of International Financial Markets, Institutions and Money.
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article6
2013Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China In: Japan and the World Economy.
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article23
2015Intraday return and volatility spillover mechanism from Chinese to Japanese stock market In: Journal of the Japanese and International Economies.
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article18
2014Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market.(2014) In: Discussion Papers in Economics and Business.
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This paper has another version. Agregated cites: 18
paper
2014Fractal markets: Liquidity and investors on different time horizons In: Physica A: Statistical Mechanics and its Applications.
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article5
2016The long memory and the transaction cost in financial markets In: Physica A: Statistical Mechanics and its Applications.
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article1
2010The paradox of Chinas international stock market co-movement: Evidence from volatility spillover effects between China and G5 stock markets In: Journal of Chinese Economic and Foreign Trade Studies.
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article3
2018China’s Exchange-Rate Regime Reform and Trade Between China and the Eurozone In: Emerging Markets Finance and Trade.
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article0
2019Private Information, Investor Sentiment, and IPO Pricing: Which Institutional Investors Are Better Informed? In: Emerging Markets Finance and Trade.
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article1
2010The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets In: Discussion Papers in Economics and Business.
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paper1
2011The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets.(2011) In: Discussion Papers in Economics and Business.
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This paper has another version. Agregated cites: 1
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2012Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data In: Discussion Papers in Economics and Business.
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paper1
2017Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets In: Discussion Papers in Economics and Business.
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paper0
New normal and new economy: a new growth engine for China In: International Journal of Economic Policy Studies.
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article1

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