Sait R. Ozturk : Citation Profile


Are you Sait R. Ozturk?

Erasmus Universiteit Rotterdam (83% share)
Tinbergen Instituut (17% share)

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H index

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i10 index

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Citations

RESEARCH PRODUCTION:

1

Articles

3

Papers

1

Chapters

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 3
   Journals where Sait R. Ozturk has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/poz82
   Updated: 2020-01-18    RAS profile: 2017-09-28    
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Relations with other researchers


Works with:

van der Wel, Michel (4)

van Dijk, Dick (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sait R. Ozturk.

Is cited by:

Fernandes, Marcelo (2)

Thomas, Susan (1)

Aggarwal, Nidhi (1)

Cites to:

Härdle, Wolfgang (5)

Madhavan, Ananth (4)

Fengler, Matthias (4)

de Jong, Frank (3)

Mizrach, Bruce (3)

Guidolin, Massimo (3)

Geweke, John (2)

Admati, Anat (2)

Bernales, Alejandro (2)

Mammen, Enno (2)

Zhou, Guofu (2)

Main data


Where Sait R. Ozturk has published?


Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Sait R. Ozturk (2018 and 2017)


YearTitle of citing document
2018Multi-scale analysis of lead-lag relationships in high-frequency financial markets. (2018). Koike, Yuta ; Hayashi, Takaki. In: Papers. RePEc:arx:papers:1708.03992.

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2019Multiscale Features of Cross Correlation of Price and Trading Volume. (2019). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:1903.01744.

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2019Information or noise: What does algorithmic trading incorporate into the stock prices?. (2019). Elliott, Robert J ; Zhou, Hao ; Kalev, Petko S. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:27-39.

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2018The effect of pit closure on futures trading. (2018). Onur, Esen ; Gousgounis, Eleni . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:69-90.

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2017Improving on daily measures of price discovery. (2017). Fernandes, Marcelo ; Scherrer, Cristina Mabel ; Dias, Gustavo Fruet. In: Textos para discussão. RePEc:fgv:eesptd:444.

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2019Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios . In: MAGKS Papers on Economics. RePEc:mar:magkse:201932.

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2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

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2019When stock futures dominate price discovery. (2019). Aggarwal, Nidhi ; Thomas, Susan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:263-278.

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Works by Sait R. Ozturk:


YearTitleTypeCited
2015Dynamic Factor Models for the Volatility Surface In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2016Dynamic Factor Models for the Volatility Surface.(2016) In: Advances in Econometrics.
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This paper has another version. Agregated cites: 0
chapter
2017Intraday price discovery in fragmented markets In: Journal of Financial Markets.
[Full Text][Citation analysis]
article9
2014Intraday Price Discovery in Fragmented Markets.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2015Why do Pit-Hours outlive the Pit? In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper1

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