12
H index
14
i10 index
454
Citations
University of Technology Sydney | 12 H index 14 i10 index 454 Citations RESEARCH PRODUCTION: 18 Articles 7 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tālis Putniņš. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 4 |
Baltic Journal of Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney | 6 |
Year | Title of citing document |
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2020 | Effects of MiFID II on stock price formation. (2020). De Vilder, Robin ; Kleijn, Bas ; Derksen, Mike. In: Papers. RePEc:arx:papers:2003.10353. Full description at Econpapers || Download paper |
2020 | Editorial: Understanding Cryptocurrencies. (2020). Reule, Raphael ; Raphael, ; Harvey, Campbell R ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2007.14702. Full description at Econpapers || Download paper |
2020 | Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2020). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0690. Full description at Econpapers || Download paper |
2020 | Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143. Full description at Econpapers || Download paper |
2020 | CAUSALITY OF RISKS, COST OF EQUITY AND SHADING OF THE ENTERPRISE INCOME. (2020). Babiak, Nataliia ; Tereshchenko, Oleh. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2020:6:2:10. Full description at Econpapers || Download paper |
2020 | On the global retreat of correspondent banks. (2020). von Peter, Goetz ; Boar, Codruta ; Rice, Tara. In: BIS Quarterly Review. RePEc:bis:bisqtr:2003g. Full description at Econpapers || Download paper |
2020 | Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets. (2020). Mallory, Mindy ; Hu, Zhepeng ; Garcia, Philip ; Serra, Teresa. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:6:p:825-840. Full description at Econpapers || Download paper |
2020 | The Identity, Fungibility and Anonymity of Money. (2020). Berg, Alastair. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:104-117. 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 |
2020 | Commonality in liquidity and multilateral trading facilities. (2020). Mekhaimer, Mohamed ; Jain, Pankaj K ; Mortal, Sandra. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:481-502. Full description at Econpapers || Download paper |
2020 | TAXATION OF ECONOMIC RENTS. (2020). Schwerhoff, Gregor ; Edenhofer, Ottmar ; Fleurbaey, Marc. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:2:p:398-423. Full description at Econpapers || Download paper |
2020 | Is Bitcoin Really Untethered?. (2020). Shams, Amin ; Griffin, John M. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1913-1964. Full description at Econpapers || Download paper |
2020 | Measuring the size of the shadow economy in 30 provinces of China over 1995ââ¬â2016: The MIMIC approach. (2020). schneider, friedrich ; Sun, Qunli ; Chen, Hailin. In: Pacific Economic Review. RePEc:bla:pacecr:v:25:y:2020:i:3:p:427-453. Full description at Econpapers || Download paper |
2020 | Subdeclaración de ventas en la Argentina: ÿqué tamaño y determinantes tiene el fenómeno desde la percepción de los profesionales en ciencias económicas?. (2020). Monsueto, Sandro ; Briozzo, Anahi ; Pesce, Gabriela ; Pedroni, Florencia Veronica. In: Revista Desarrollo y Sociedad. RePEc:col:000090:018221. Full description at Econpapers || Download paper |
2020 | Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605. Full description at Econpapers || Download paper |
2020 | The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Pham, Manh Cuong ; Lajbcygier, Paul ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301603. Full description at Econpapers || Download paper |
2020 | What predicts the legal status of cryptocurrencies?. (2020). Shchepeleva, Maria ; Stolbov, Mikhail. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:273-291. Full description at Econpapers || Download paper |
2020 | Market transparency and closing price behavior on month-end days: Evidence from Taiwan. (2020). Lin, Sheng-Min ; Huang, Yu Chuan ; Yu Chuan Huang, ; Chan, Shu Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301116. Full description at Econpapers || Download paper |
2020 | Industry risk transmission channels and the spillover effects of specific determinants in Chinaââ¬â¢s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986. Full description at Econpapers || Download paper |
2020 | Improving the realized GARCHââ¬â¢s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620. Full description at Econpapers || Download paper |
2020 | Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x. Full description at Econpapers || Download paper |
2020 | Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?. (2020). McGee, Richard J ; Conlon, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303659. Full description at Econpapers || Download paper |
2020 | The destabilising effects of cryptocurrency cybercriminality. (2020). lucey, brian ; Cumming, Douglas ; Corbet, Shaen ; Vigne, Samuel A ; Peat, Maurice. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303714. Full description at Econpapers || Download paper |
2020 | Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang ; Larkin, Charles. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s016517652030238x. Full description at Econpapers || Download paper |
2020 | Estimating permanent price impact via machine learning. (2020). Philip, R. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:414-449. Full description at Econpapers || Download paper |
2020 | Liquidity commonality and high frequency trading: Evidence from the French stock market. (2020). Fontaine, Patrice ; Anagnostidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919305320. Full description at Econpapers || Download paper |
2020 | The financial market effects of international aviation disasters. (2020). Sensoy, Ahmet ; Corbet, Shaen ; O'Connell, John F ; Guiomard, Cathal ; Efthymiou, Marina ; Akyildirim, Erdinc. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301125. Full description at Econpapers || Download paper |
2020 | Information-based trading and information propagation: Evidence from the exchange traded fund market. (2020). Zhao, Yang ; Xu, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301393. Full description at Econpapers || Download paper |
2020 | Price discovery and microstructure in ether spot and derivative markets. (2020). Choi, Jaehyuk ; Alexander, Carol ; Sohn, Sungbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301502. Full description at Econpapers || Download paper |
2020 | What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131. Full description at Econpapers || Download paper |
2020 | The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Akyildirim, Erdinc ; Kellard, Neil ; Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304714. Full description at Econpapers || Download paper |
2020 | Profitability of technical trading rules among cryptocurrencies with privacy function. (2020). Grobys, Klaus ; Ahmed, Shaker ; Sapkota, Niranjan. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320300829. Full description at Econpapers || Download paper |
2020 | Price discovery in Bitcoin: The impact of unregulated markets. (2020). Heck, Daniel F ; Alexander, Carol. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300759. Full description at Econpapers || Download paper |
2020 | Internet and tax reform in developing countries. (2020). Gnangnon, Sena Kimm. In: Information Economics and Policy. RePEc:eee:iepoli:v:51:y:2020:i:c:s0167624519300757. Full description at Econpapers || Download paper |
2020 | Stock extreme illiquidity and the cost of capital. (2020). Samet, Anis ; Saad, Mohsen ; Belkhir, Mohamed. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300128. Full description at Econpapers || Download paper |
2020 | I am a blockchain too: How does the market respond to companiesââ¬â¢ interest in blockchain?. (2020). Yang, Joey W ; Liu, Zhangxin ; Baur, Dirk G ; Cahill, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300078. Full description at Econpapers || Download paper |
2020 | Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications. (2020). Ruenzi, Stefan ; Weigert, Florian ; Ungeheuer, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300765. Full description at Econpapers || Download paper |
2020 | Local demand shocks, excess comovement and return predictability. (2020). Broman, Markus S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s037842662030176x. Full description at Econpapers || Download paper |
2020 | Market manipulation and innovation. (2020). Tarsalewska, Monika ; Peter, Rejo ; Ji, Shan ; Cumming, Douglas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302193. Full description at Econpapers || Download paper |
2020 | Fintech and banking: What do we know?. (2020). Thakor, Anjan V. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:41:y:2020:i:c:s104295731930049x. Full description at Econpapers || Download paper |
2020 | Does bank FinTech reduce credit risk? Evidence from China. (2020). Qu, Yang ; Cheng, Maoyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x19307607. Full description at Econpapers || Download paper |
2020 | Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50. Full description at Econpapers || Download paper |
2020 | Did Chinaââ¬â¢s ICO ban alter the Bitcoin market?. (2020). Lin, Boqiang ; Okorie, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:977-993. Full description at Econpapers || Download paper |
2020 | Taming the blockchain beast? Regulatory implications for the cryptocurrency Market. (2020). Shanaev, Savva ; Shuraeva, Arina ; Ghimire, Binam ; Sharma, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919305963. Full description at Econpapers || Download paper |
2020 | Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628. Full description at Econpapers || Download paper |
2020 | A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037. Full description at Econpapers || Download paper |
2020 | Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Lucey, Brian ; Cumming, Douglas ; Akyildirim, Erdin . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310179. Full description at Econpapers || Download paper |
2020 | Cryptocurrency Perception Within Countries: A Comparative Analysis. (2020). MacIejasz-Swiatkiewicz, Marta ; Poskart, Robert. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:2:p:186-203. Full description at Econpapers || Download paper |
2020 | Blockchain-Enabled Corporate Governance and Regulation. (2020). Sims, Alexandra ; Daluwathumullagamage, Dulani Jayasuriya. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:36-:d:373180. Full description at Econpapers || Download paper |
2020 | Lead Behaviour in Bitcoin Markets. (2020). Trimborn, Simon ; Misheva, Branka Hadji ; Giudici, Paolo ; Chen, Ying. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:4-:d:305277. Full description at Econpapers || Download paper |
2020 | Financial Literacy and Attitudes to Cryptocurrencies. (2020). Panos, Georgios ; Atkinson, Adele ; Karkkainen, Tatja. In: Working Papers. RePEc:gla:glaewp:2020_26. Full description at Econpapers || Download paper |
2020 | Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis. (2020). Goutte, St̮̩phane ; Goodell, John. In: Working Papers. RePEc:hal:wpaper:halshs-02613277. Full description at Econpapers || Download paper |
2020 | Diversifying with cryptocurrencies during COVID-19. (2020). Goutte, Stephane ; Goodell, John. In: Working Papers. RePEc:hal:wpaper:halshs-02876529. Full description at Econpapers || Download paper |
2020 | Is Downside Risk Priced In Cryptocurrency Market?. (2020). Dobrynskaya, Victoria. In: HSE Working papers. RePEc:hig:wpaper:79/fe/2020. Full description at Econpapers || Download paper |
2020 | An econometric analysis of the underground economy and tax evasion in Kuwait. (2020). Viswanathan, Kuperan K ; Dahalan, Jauhari ; Mohammed, Awadh Ahmed. In: International Journal of Business and Globalisation. RePEc:ids:ijbglo:v:25:y:2020:i:3:p:307-331. Full description at Econpapers || Download paper |
2020 | Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2020). Soegner, Leopold ; Reynolds, Julia ; Wagner, Martin. In: IHS Working Paper Series. RePEc:ihs:ihswps:17. Full description at Econpapers || Download paper |
2020 | Stress Tests of the Household Sector Using Microdata from Survey and Administrative Sources. (2020). Merikull, Jaanika ; Rm, Tairi . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:1:a:6. Full description at Econpapers || Download paper |
2020 | Price Improvement and Execution Risk in Lit and Dark Markets. (2020). Brolley, Michael. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:863-886. 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 |
2020 | A simultaneous equation model of economic growth and shadow economy: Is there a difference between the developed and developing countries?. (2020). Boujelbene, Younes ; Baklouti, Nedra. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-018-9235-8. Full description at Econpapers || Download paper |
2020 | Has stock exchange demutualization improved market quality? International evidence. (2020). Otchere, Isaac ; Abukari, Kobana. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00863-y. Full description at Econpapers || Download paper |
2020 | Does Gold Serve as a Hedge for the Stock Market in China? Evidence from a Time-Frequency Analysis. (2020). Zhu, Hong ; Yang, Shenggang ; Shen, Yao ; Ming, Lei. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:56:y:2020:i:3:p:659-672. Full description at Econpapers || Download paper |
2020 | The Microeconomics of Cryptocurrencies. (2020). Halaburda, Hanna ; Haeringer, Guillaume ; Gandal, Neil ; Gans, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:27477. Full description at Econpapers || Download paper |
2020 | Uniswap and the rise of the decentralized exchange. (2020). Medda, Francesca ; Lo, Yuen. In: MPRA Paper. RePEc:pra:mprapa:103925. Full description at Econpapers || Download paper |
2020 | Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets. (2020). Dragot, Victor ; Ilic, Elena Valentina ; Anghel, Dan Gabriel. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:2:p:92-114. Full description at Econpapers || Download paper |
2020 | àð÷òøÃâøõ Ãâ¬Ãâ¹Ã½ÃºÃ° úÃâ¬Ã¸Ã¿ÃâþòðûÎÃâ: üõÃâþô Ã¥õÃâ¬ÃÂÃâð // Cryptocurrency Market Development: Hurst Method. (2020). ÃÂ. ÃÅøÃâ¦Ã°Ã¹Ã»Ã¾Ã² î., ; Yu, Mikhailov A. In: äøýðýÃÂÃâ¹: ÃâõþÃâ¬Ã¸Ã Ã¸ ÿÃâ¬Ã°ÃºÃâøúð/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2020:i:3:p:81-91. Full description at Econpapers || Download paper |
2020 | Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging. (2020). Dybka, Piotr ; Torj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: Working Papers. RePEc:sgh:kaewps:2020046. Full description at Econpapers || Download paper |
2020 | The tokenââ¬â¢s secret: the two-faced financial incentive of the token economy. (2020). Nolting, Fenja M ; Manner-Romberg, Tobias ; Fridgen, Gilbert ; Drasch, Benedict J ; Radszuwill, Sven. In: Electronic Markets. RePEc:spr:elmark:v:30:y:2020:i:3:d:10.1007_s12525-020-00412-9. Full description at Econpapers || Download paper |
2020 | Cryptocurrencies: market analysis and perspectives. (2020). Vinogradov, Dmitri ; Milne, Alistair ; Giudici, Giancarlo. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00138-6. Full description at Econpapers || Download paper |
2020 | Sustainable development and cryptocurrencies as private money. (2020). Brown, Kym ; Vaz, John. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00139-5. Full description at Econpapers || Download paper |
2020 | How economic freedom reflects on the Bitcoin transaction network. (2020). Ricci, Piergiorgio. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00143-9. Full description at Econpapers || Download paper |
2020 | Market fragmentation and post-earnings announcement drift. (2020). Cox, Justin. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-020-09506-8. Full description at Econpapers || Download paper |
2020 | Cryptocurrency valuation and ethics: a text analytic approach. (2020). Xu, Pei ; Herath, Tejaswini C ; Barth, James R. In: Journal of Management Analytics. RePEc:taf:tjmaxx:v:7:y:2020:i:3:p:367-388. Full description at Econpapers || Download paper |
2020 | Essays on Modern Market Structure. (2020). Khomyn, Marta. In: PhD Thesis. RePEc:uts:finphd:2-2020. Full description at Econpapers || Download paper |
2020 | Reliability and Reputation of the Board Member in Latvia. (2020). Helmuts, Lejnieks ; Ilona, Lejniece ; Inara, Brante. In: Economics and Culture. RePEc:vrs:ecocul:v:17:y:2020:i:1:p:140-149:n:13. Full description at Econpapers || Download paper |
2020 | Tradeââ¬Âsize clustering and informed trading in global markets. (2020). Chen, Tao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:579-597. Full description at Econpapers || Download paper |
2020 | Cryptocurrency volatility forecasting: A Markov regime?switching MIDAS approach. (2020). M. I. M. Wahab, ; Ma, Yuanhui ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1277-1290. Full description at Econpapers || Download paper |
2020 | Night trading and market quality: Evidence from Chinese and US precious metal futures markets. (2020). Liu, Xiaoquan ; Kellard, Neil ; Jiang, Ying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1486-1507. 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 | BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness. (2020). Sohn, Sungbin ; Park, Heungju ; Choi, Jaehyuk ; Alexander, Carol. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:23-43. Full description at Econpapers || Download paper |
2020 | Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives. (2020). Garcia, Michael ; Frino, Alex ; Zhou, Zeyang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:749-760. 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 |
2020 | The determinants of price discovery on bitcoin markets. (2020). Frijns, Bart ; Entrop, Oliver ; Seruset, Marco. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:816-837. Full description at Econpapers || Download paper |
2020 | Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics. (2020). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2020rwp-167. Full description at Econpapers || Download paper |
2020 | Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications. (2020). Ungeheuer, Michael ; Ruenzi, Stefan ; Weigert, Florian. In: CFR Working Papers. RePEc:zbw:cfrwps:2001. Full description at Econpapers || Download paper |
2020 | Who are the Bitcoin investors? Evidence from indirect cryptocurrency investments. (2020). Hackethal, Andreas ; Hanspal, Tobin ; Lammer, Dominique Marcel. In: SAFE Working Paper Series. RePEc:zbw:safewp:277. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Size and determinants of shadow economies in the Baltic States In: Baltic Journal of Economics. [Full Text][Citation analysis] | article | 13 |
2013 | Exporting by Latvian companies: vitality, drivers of success, and challenges In: Baltic Journal of Economics. [Full Text][Citation analysis] | article | 5 |
2012 | The Effects of Market Makers and Stock Analysts in Emerging Markets In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
2012 | MARKET MANIPULATION: A SURVEY In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 19 |
2011 | Why Do Traders Choose to Trade Anonymously? In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 12 |
2020 | Price discovery in stock and options markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 10 |
2015 | Measuring the shadow economy using company managers In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 40 |
2015 | Dark trading and price discovery In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 51 |
2016 | Shorting at close range: A tale of two types In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 12 |
2016 | Should we be afraid of the dark? Dark trading and market quality In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 27 |
2019 | High frequency trading and comovement in financial markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 6 |
2011 | Measuring closing price manipulation In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 39 |
2017 | Asset Pricing with Downside Liquidity Risks In: Management Science. [Full Text][Citation analysis] | article | 15 |
2017 | Asset Pricing with Downside Liquidity Risks.(2017) In: Published Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2011 | Pricing accuracy, liquidity and trader behavior with closing price manipulation In: Experimental Economics. [Full Text][Citation analysis] | article | 2 |
2014 | Stock Price Manipulation: Prevalence and Determinants In: Review of Finance. [Full Text][Citation analysis] | article | 17 |
2019 | Sex, Drugs, and Bitcoin: How Much Illegal Activity Is Financed through Cryptocurrencies? In: Review of Financial Studies. [Full Text][Citation analysis] | article | 75 |
2013 | Automated Authorship Attribution Using Advanced Signal Classification Techniques In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2013 | Automated Authorship Attribution Using Advanced Signal Classification Techniques.(2013) In: Published Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2010 | Naked short sales and fails-to-deliver: An overview of clearing and settlement procedures for stock trades in the USA In: Published Paper Series. [Citation analysis] | paper | 6 |
2013 | What do price discovery metrics really measure? In: Published Paper Series. [Full Text][Citation analysis] | paper | 50 |
2015 | Economics of State-Owned Enterprises In: Published Paper Series. [Full Text][Citation analysis] | paper | 5 |
2019 | Shadow Economy Index for Moldova and Romania In: Published Paper Series. [Full Text][Citation analysis] | paper | 3 |
2016 | Who Sets the Price of Gold? London or New York In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 42 |
2019 | Quasi-dark trading: The effects of banning dark pools in a world of many alternatives In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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