2
H index
1
i10 index
22
Citations
Dale W.R. Rosenthal : Citation Profile
University of Notre Dame | RESEARCH PRODUCTION: 2 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2008 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dale W.R. Rosenthal. | Is cited by:
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Main data
Where Dale W.R. Rosenthal has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 5 |
Recent works citing Dale W.R. Rosenthal (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | XVA Valuation under Market Illiquidity. (2020). Sturm, Stephan ; Pang, Weijie . In: Papers. RePEc:arx:papers:2011.03543. Full description at Econpapers || Download paper |
| 2020 | Trade signing in fast markets. (2020). Kolay, Madhuparna ; Carrion, Allen. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:385-404. Full description at Econpapers || Download paper |
| 2020 | Inferring trade directions in fast markets. (2020). Jurkatis, Simon . In: Bank of England working papers. RePEc:boe:boeewp:0896. Full description at Econpapers || Download paper |
| 2021 | Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic. (2021). Shannon, Darren ; Odonnell, Niall ; Sheehan, Barry. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000216. Full description at Econpapers || Download paper |
| 2020 | Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144. Full description at Econpapers || Download paper |
| 2020 | Seeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes. (2020). Gunay, Samet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306282. Full description at Econpapers || Download paper |
| 2022 | Sentiment?dependent impact of funding liquidity shocks on futures market liquidity. (2022). Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:61-76. Full description at Econpapers || Download paper |
Works by Dale W.R. Rosenthal:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Funding liquidity, market liquidity and TED spread: A two-regime model In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 15 |
| 2013 | Funding liquidity, market liquidity and TED spread : A two-regime model.(2013) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2012 | Modeling Trade Direction In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Modeling Trade Direction.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Market structure, counterparty risk, and systemic risk In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Performance metrics for algorithmic traders In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Approximating correlated defaults In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Transact taxes in a price maker/taker market In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team