Vinay Patel : Citation Profile


Are you Vinay Patel?

University of Technology Sydney

3

H index

1

i10 index

29

Citations

RESEARCH PRODUCTION:

6

Articles

1

Papers

1

Books

RESEARCH ACTIVITY:

   5 years (2015 - 2020). See details.
   Cites by year: 5
   Journals where Vinay Patel has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 5 (14.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1131
   Updated: 2021-10-09    RAS profile: 2021-08-19    
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Relations with other researchers


Works with:

Michayluk, David (5)

Walsh, Kathleen (2)

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

Is cited by:

faff, robert (3)

Papavassiliou, Vassilios (1)

Ftiti, Zied (1)

Dimpfl, Thomas (1)

Walsh, Kathleen (1)

Cites to:

Putnins, Talis (10)

Lee, Charles (9)

Michayluk, David (9)

Subrahmanyam, Avanidhar (7)

Ready, Mark (7)

Lin, Tse-Chun (6)

Walter, Terry (5)

Fama, Eugene (5)

Roll, Richard (5)

Stambaugh, Robert (4)

Robinson, David (4)

Main data


Where Vinay Patel has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal2

Recent works citing Vinay Patel (2021 and 2020)


YearTitle of citing document
2021Pitching research for engagement and impact: a simple tool and illustrative examples. (2021). Walsh, Kathleen ; Kastelle, Tim ; Faff, Robert ; Michalak, Rebecca ; Brosnan, Mark ; Axelsen, Micheal. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3329-3383.

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2020Option trading after the opening bell and intraday stock return predictability. (2020). Fodor, Andy ; Bergsma, Kelley ; Tayal, Jitendra ; Singal, Vijay. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:769-804.

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2021Price discovery and its determinants for the Chinese soybean options and futures markets. (2021). Li, Zihe ; Liu-Chen, Baiao ; Hao, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320305444.

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2021Nothing but noise? Price discovery across cryptocurrency exchanges. (2021). Peter, Franziska J ; Dimpfl, Thomas. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300537.

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2021Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536.

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2020The price leadership share: a new measure of price discovery in financial markets. (2020). de Blasis, Riccardo. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00371-3.

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2021Is this time really different? Flight-to-safety and the COVID-19 crisis. (2021). Lehnert, Thorsten ; Kchouri, Bilal ; Lowen, Celina. In: PLOS ONE. RePEc:plo:pone00:0251752.

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2020Benchmarks in the spotlight: The impact on exchange traded markets. (2020). O'Neill, Peter ; Foley, Sean ; Aspris, Angelo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1691-1710.

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2020Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures. (2020). Mollica, Vito ; Hunt, Jack ; Curran, Edward. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1793-1806.

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2020Show me the money: Option moneyness concentration and future stock returns. (2020). Csapi, Vivien ; Bergsma, Kelley ; Fodor, Andy ; Diavatopoulos, Dean. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:761-775.

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2021Informed options trading around holidays. (2021). Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:658-685.

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2021Who leads in intraday gold price discovery and volatility connectedness: Spot, futures, or exchange?traded fund?. (2021). Diesting, Florent ; Sobti, Neharika ; Sehgal, Sanjay. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1092-1123.

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2021The pricing mechanism between ETF option and spot markets in China. (2021). Ying, Zhiliang ; Tao, Pingping ; Liu, Qingfu ; Dong, DA. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1286-1300.

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2021How trading in commodity futures option markets impacts commodity futures prices. (2021). He, Feng ; Yu, Xiaoli ; Lin, Yu Ting ; Luo, Xingguo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1333-1347.

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Works by Vinay Patel:


YearTitleTypeCited
2016Return predictability following different drivers of large price changes In: International Review of Financial Analysis.
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article1
2020Price discovery in stock and options markets In: Journal of Financial Markets.
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article16
2019Liquidity and earnings in event studies: Does data granularity matter? In: Pacific-Basin Finance Journal.
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article2
2019Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework In: Pacific-Basin Finance Journal.
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article0
2015The microstructure of Australian takeover announcements In: Australian Journal of Management.
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article5
2015Price Discovery in US and Australian Stock and Options Markets In: PhD Thesis.
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book0
2020Information Leakage in Energy Derivatives around News Announcements In: Published Paper Series.
[Full Text][Citation analysis]
paper0
2019Price discovery in commodity derivatives: Speculation or hedging? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article5

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