Arun J. Prakash : Citation Profile


Are you Arun J. Prakash?

Florida International University

5

H index

2

i10 index

144

Citations

RESEARCH PRODUCTION:

20

Articles

RESEARCH ACTIVITY:

   30 years (1986 - 2016). See details.
   Cites by year: 4
   Journals where Arun J. Prakash has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 1 (0.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr92
   Updated: 2018-06-16    RAS profile: 2017-11-08    
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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 Arun J. Prakash.

Is cited by:

Kerstens, Kristiaan (14)

Godinho, Pedro (4)

Sebastião, Helder (4)

Colapinto, Cinzia (3)

Roca, Eduardo (3)

Ruiz-Porras, Antonio (3)

Nagakura, Daisuke (2)

Fujiwara, Ippei (2)

Potì, Valerio (2)

Jondeau, Eric (2)

Brooks, Chris (2)

Cites to:

Campbell, John (10)

Calvet, Laurent (7)

Sodini, Paolo (6)

Bernheim, B. Douglas (3)

Markowitz, Harry (3)

Christiansen, Charlotte (2)

Cochrane, John (2)

French, Kenneth (2)

LI, Lode (2)

Vives, Xavier (2)

Bernasek, Alexandra (2)

Main data


Where Arun J. Prakash has published?


Journals with more than one article published# docs
Applied Financial Economics5
Journal of Financial Research3
The Financial Review2
Journal of Banking & Finance2

Recent works citing Arun J. Prakash (2018 and 2017)


YearTitle of citing document
2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

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2017How does gender really affect investment behavior?. (2017). Palmucci, Fabrizio ; Marinelli, Nicoletta ; Mazzoli, Camilla . In: Economics Letters. RePEc:eee:ecolet:v:151:y:2017:i:c:p:58-61.

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2017Mean-VaR portfolio optimization: A nonparametric approach. (2017). Lwin, Khin T ; MacCarthy, Bart L ; Qu, Rong . In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:2:p:751-766.

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2018Disentangling the relationship between liquidity and returns in Latin America. (2018). Taborda, Rodrigo ; French, Joseph J. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:23-40.

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2017Improvement in clinical trial disclosures and analysts’ forecast accuracy: evidence from the pharmaceutical industry. (2017). Hao, Maggie ; Zhang, Hongxian ; Guo, Liang ; Forgione, Dana A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0608-7.

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2017Local Thinking and Skewness Preferences. (2017). Dertwinkel-Kalt, Markus ; Koster, Mats. In: Working Paper Series in Economics. RePEc:kls:series:0097.

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2018Baryonic Beta Dynamics: An Econophysical Model of Systematic Risk/Dinámica de la Beta Bariónica: Un modelo Econofísico de Riesgo Sistemático. (2018). Chen, James Ming. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_1_18.

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2017Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review. (2017). Marsiglio, Simone ; Colapinto, Cinzia ; Jayaraman, Raja . In: Annals of Operations Research. RePEc:spr:annopr:v:251:y:2017:i:1:d:10.1007_s10479-015-1829-1.

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2018Multi objective mean–variance–skewness model with Burg’s entropy and fuzzy return for portfolio optimization. (2018). Ray, Amritansu ; Majumder, Sanat Kumar . In: OPSEARCH. RePEc:spr:opsear:v:55:y:2018:i:1:d:10.1007_s12597-017-0311-z.

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2017Portfolio choice with high frequency data: CRRA preferences and the liquidity effect. (2017). Sebastião, Helder ; Godinho, Pedro ; Sebastio, H ; Brito, R P. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:2:d:10.1007_s10258-017-0131-3.

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2017Local thinking and skewness preferences. (2017). Dertwinkel-Kalt, Markus ; Koster, Mats. In: DICE Discussion Papers. RePEc:zbw:dicedp:248.

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2017Local Thinking and Skewness Preferences. (2017). Dertwinkel-Kalt, Markus ; Koster, Mats. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168303.

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Works by Arun J. Prakash:


YearTitleTypeCited
1986A Simplifying Performance Measure Recognizing Skewness. In: The Financial Review.
[Citation analysis]
article5
2016The Tax Exemption to Subchapter S Banks: Who Gets the Benefit? In: The Financial Review.
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article0
2009An Empirical Investigation of the Campbell-Cochrane Habit Utility Model In: Journal of Business Finance & Accounting.
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article0
2001Strategic Rules on Speculation in the Foreign Exchange Market In: Journal of Financial Research.
[Citation analysis]
article1
2007LIQUIDITY AND ASSET PRICING UNDER THE THREE-MOMENT CAPM PARADIGM In: Journal of Financial Research.
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article9
2015EFFECT OF BANK MONITORING ON EARNINGS MANAGEMENT OF THE BORROWING FIRM: AN EMPIRICAL INVESTIGATION In: Journal of Financial Research.
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article0
2009Spread behavior around board meetings for firms with concentrated insider ownership In: Journal of Financial Markets.
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article1
2013Does knowledge of finance mitigate the gender difference in financial risk-aversion? In: Global Finance Journal.
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article3
2008Voluntary disclosure and its impact on share prices: Evidence from the UK biotechnology sector In: Journal of Accounting and Public Policy.
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article5
1997Portfolio selection and skewness: Evidence from international stock markets In: Journal of Banking & Finance.
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article91
2003Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets In: Journal of Banking & Finance.
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article19
2004Sale of monopoly information and behavior of rivaling clients: A theoretical perspective In: Review of Financial Economics.
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article0
2005Bank mergers and components of risk: An evaluation In: Journal of Economics and Finance.
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article2
2007Asset pricing models: a comparison In: Applied Financial Economics.
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article3
2008Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns In: Applied Financial Economics.
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article1
2008Effect of intervalling and skewness on portfolio selection in developed and developing markets In: Applied Financial Economics.
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article3
2008Skewness preference, value and size effects In: Applied Financial Economics.
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article0
2011Effect of regulation FD on disclosures of information by firms In: Applied Financial Economics.
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article0
2007Skewness preference and the measurement of abnormal returns In: Applied Economics.
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article1
2001Estimation of global systematic risk for securities listed in multiple markets In: The European Journal of Finance.
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article0

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