3
H index
1
i10 index
29
Citations
Vinay Patel : Citation Profile
University of Technology Sydney | RESEARCH PRODUCTION: 6 Articles 1 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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5 years (2015 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Vinay Patel. | Is cited by:
| Cites to:
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Main data
Where Vinay Patel has published?
| Journals with more than one article published | # docs |
|---|---|
| Pacific-Basin Finance Journal | 2 |
Recent works citing Vinay Patel (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2021 | Pitching 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. Full description at Econpapers || Download paper |
| 2020 | Option 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. Full description at Econpapers || Download paper |
| 2021 | Price 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. Full description at Econpapers || Download paper |
| 2021 | Nothing 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. Full description at Econpapers || Download paper |
| 2021 | Information 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2021 | Is 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. Full description at Econpapers || Download paper |
| 2020 | Benchmarks 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. Full description at Econpapers || Download paper |
| 2020 | Trading 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. Full description at Econpapers || Download paper |
| 2020 | Show 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. Full description at Econpapers || Download paper |
| 2021 | Informed 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. Full description at Econpapers || Download paper |
| 2021 | Who 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | How 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. Full description at Econpapers || Download paper |
Works by Vinay Patel:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Return predictability following different drivers of large price changes In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2020 | Price discovery in stock and options markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 16 |
| 2019 | Liquidity and earnings in event studies: Does data granularity matter? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2019 | Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2015 | The microstructure of Australian takeover announcements In: Australian Journal of Management. [Full Text][Citation analysis] | article | 5 |
| 2015 | Price Discovery in US and Australian Stock and Options Markets In: PhD Thesis. [Full Text][Citation analysis] | book | 0 |
| 2020 | Information Leakage in Energy Derivatives around News Announcements In: Published Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Price discovery in commodity derivatives: Speculation or hedging? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team