Lawrence C. Rose : Citation Profile


Are you Lawrence C. Rose?

California State University-San Bernardino

7

H index

4

i10 index

155

Citations

RESEARCH PRODUCTION:

24

Articles

2

Papers

RESEARCH ACTIVITY:

   16 years (1995 - 2011). See details.
   Cites by year: 9
   Journals where Lawrence C. Rose has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 1 (0.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro171
   Updated: 2019-04-13    RAS profile: 2019-04-06    
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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 Lawrence C. Rose.

Is cited by:

Rea, William (5)

León, Carlos (5)

Caporale, Guglielmo Maria (4)

Spagnolo, Nicola (4)

Beirne, John (4)

perez villalobos, jhonatan (3)

Fabling, Richard (2)

Lyócsa, Štefan (2)

Savvides, Andreas (2)

Berndsen, Ron (2)

Krištoufek, Ladislav (2)

Cites to:

Shleifer, Andrei (6)

La Porta, Rafael (6)

Lopez-de-Silanes, Florencio (6)

Vishny, Robert (5)

Bekaert, Geert (4)

Scholes, Myron (4)

von Maltzan Pacheco, Julia (3)

Packer, Frank (3)

Lo, Andrew (3)

Harvey, Campbell (3)

Cantor, Richard (3)

Main data


Where Lawrence C. Rose has published?


Journals with more than one article published# docs
Journal of Business Finance & Accounting3
Journal of Financial Transformation2
Global Finance Journal2
Applied Financial Economics2
Journal of Banking & Finance2

Recent works citing Lawrence C. Rose (2018 and 2017)


YearTitle of citing document
2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485.

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2019Correlation Patterns in Foreign Exchange Markets. (2019). Kocarev, Ljupco ; Utkovski, Zoran ; Stojkoski, Viktor ; Basnarkov, Lasko. In: Papers. RePEc:arx:papers:1902.06483.

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2017Corporate governance and private placement issuance in Australia. (2017). Xu, Suichen ; Smith, Tom ; Verhoeven, Peter ; How, Janice. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:907-933.

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2017Heavy tails and asymmetry of returns in the Russian stock market. (2017). Ankudinov, Andrei ; Ibragimov, Rustam ; Lebedev, Oleg . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:200-219.

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2018Disentangling the impacts of industrial and global diversification on firm risk. (2018). Escobari, Diego ; Ngo, Thanh ; Jafarinejad, Mohammad. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:39-56.

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2018A network approach to unravel asset price comovement using minimal dependence structure. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:119-132.

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2018Equity issuances and agency costs: The telling story of shareholder approval around the world. (2018). Holderness, Clifford G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:415-439.

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2017Why do firms underwrite private placement shares of other firms? Case of Japanese firms. (2017). Otsubo, Minoru . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:75-92.

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2018Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted. (2018). Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu ; Cheng, Yirung. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:188-204.

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2017An overview of renewable energy companies in stock exchange: Evidence from minimal spanning tree approach. (2017). Mardani, Abbas ; Kazemilari, Mansooreh ; Zavadskas, Edmundas Kazimieras ; Streimikiene, Dalia. In: Renewable Energy. RePEc:eee:renene:v:102:y:2017:i:pa:p:107-117.

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2017Sanctions and the Russian stock market. (2017). Ankudinov, Andrei ; Lebedev, Oleg ; Ibragimov, Rustam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:150-162.

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2018International capital flows at the security level – evidence from the ECB’s asset purchase programme. (2018). Vanpee, Rosanne ; Van Pee, Rosanne ; Luitel, Prabesh. In: ECMI Papers. RePEc:eps:ecmiwp:13956.

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2018Topological Network Analysis Based on Dissimilarity Measure of Multivariate Time Series Evolution in the Subprime Crisis. (2018). Kazemilari, Mansooreh ; Mohamadi, Ali. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:47-:d:144756.

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2018Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models. (2018). Dury, Marie-Eliette ; Xiao, Bing. In: Working Papers. RePEc:hal:wpaper:hal-01709321.

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2017Sovereign Credit Rating Changes and Its Impact on Financial Markets of Europe during Debt Crisis Period in Greece and Ireland. (2017). Bashir, Fahad ; Sahi, Abdullah Imran ; Masood, Omar . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:4:p:146-159.

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2017Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven. In: Working Papers. RePEc:pre:wpaper:201719.

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2017Investing strategies as continuous rising (falling) share prices released. (2017). Wu, Manhwa ; Ni, Yensen ; Huang, Paoyu. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9377-3.

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2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis. (2017). Wang, Gang-Jin ; Chen, Shou ; Xie, Chi. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0176-x.

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2017Further evidence on international Islamic and conventional portfolios diversification under regime switching. (2017). Bahloul, Slah ; Naifar, Nader ; Mroua, Mourad . In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:39:p:3959-3978.

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2017Divergence of opinion and long-run performance of private placements: evidence from the auction market. (2017). Han, Jianlei ; Zhang, Guangli ; Pan, Zheyao. In: Working Papers. RePEc:tas:wpaper:23637.

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2018Price discovery in short‐term interest rate markets: Futures versus swaps. (2018). Frino, Alex ; Garcia, Michael. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1179-1188.

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Works by Lawrence C. Rose:


YearTitleTypeCited
2006Topology of Foreign Exchange Markets using Hierarchical Structure Methods In: Papers.
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paper41
2007Topology of foreign exchange markets using hierarchical structure methods.(2007) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 41
article
1999Comparing the Effectiveness of Traditional and Time Varying Hedge Ratios Using New Zealand and Australian Debt Futures Contracts. In: The Financial Review.
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article3
2000Derivatives Usage and Financial Risk Management in Large and Small Economies: A Comparative Analysis In: Journal of Business Finance & Accounting.
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article14
2001Stock Dividend Announcement Effects in an Imputation Tax Environment In: Journal of Business Finance & Accounting.
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article5
2004Odd-lot Costs and Taxation Influences on Stock Dividend Ex-dates In: Journal of Business Finance & Accounting.
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article2
2007ASYMMETRIC INFORMATION IMPACTS: EVIDENCE FROM THE AUSTRALIAN TREASURY-BOND FUTURES MARKET In: Pacific Economic Review.
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article1
2009The tail risk of emerging stock markets In: Emerging Markets Review.
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article7
2006Intra-night trading behaviour of Australian treasury-bond futures overnight options In: International Review of Financial Analysis.
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article1
2003The persistence of international diversification benefits before and during the Asian crisis In: Global Finance Journal.
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article6
2007Equity and debt market responses to sovereign credit ratings announcement In: Global Finance Journal.
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article19
1995A market evaluation of FDIC assisted transactions In: Journal of Banking & Finance.
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article9
2006Candlestick technical trading strategies: Can they create value for investors? In: Journal of Banking & Finance.
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article23
1998Pricing efficiency on the New Zealand Futures and Options Exchange In: Journal of Multinational Financial Management.
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article1
2006Differential shareholder wealth and volume effects surrounding private equity placements in New Zealand In: Pacific-Basin Finance Journal.
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article8
2011Predicting foreign exchange movements using historic deviations from PPP In: International Review of Economics & Finance.
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article6
2007Privatisation in New Zealand and Australia: an empirical analysis In: Managerial Finance.
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article2
2010Lead bank quality and adverse rating announcements In: Studies in Economics and Finance.
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article0
2005Regulatory Oversight or Lack of Foresight? Implications for Product Recall Policies and Procedures In: Journal of Consumer Policy.
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article0
2006Financial survival analysis of defaulted debtors In: Journal of the Operational Research Society.
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article1
2007Market timing with candlestick technical analysis In: Journal of Financial Transformation.
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article0
2006Pricing effects of private seasoned equity issues in New Zealands laissez-faire regulatory environment. In: Journal of Financial Transformation.
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article0
2007Market integration and extreme co-movements in APEC emerging equity markets In: Applied Financial Economics.
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article6
2010Size does matter! The intra-industry effect of bank loan ratings In: Applied Financial Economics.
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article0
2005Capital...taxed away In: Competition & Regulation Times.
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paper0
2006THE IMPACT OF EVOLVING MARKET INTEGRATION ON APEC EMERGING STOCK MARKETS WORLD BETAS In: Annals of Financial Economics (AFE).
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article0

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