Dale W.R. Rosenthal : Citation Profile


Are you Dale W.R. Rosenthal?

University of Notre Dame

2

H index

1

i10 index

22

Citations

RESEARCH PRODUCTION:

2

Articles

6

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 2
   Journals where Dale W.R. Rosenthal has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro359
   Updated: 2022-05-14    RAS profile: 2018-02-17    
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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 Dale W.R. Rosenthal.

Is cited by:

Haug, Alfred (3)

Basher, Syed (3)

Moinas, Sophie (2)

Jurkatis, Simon (1)

LEHALLE, Charles-Albert (1)

Guarino, Antonio (1)

Zhang, Dayong (1)

Brooks, Chris (1)

Kutan, Ali (1)

Uthemann, Andreas (1)

Cipriani, Marco (1)

Cites to:

Duffie, Darrell (5)

Vayanos, Dimitri (3)

Pedersen, Lasse (3)

Brunnermeier, Markus (3)

Gromb, Denis (3)

Jarrow, Robert (3)

Hansen, Bruce (2)

Williams, John (2)

Martin, Antoine (2)

Pellizzari, Paolo (2)

Amihud, Yakov (2)

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, Germany5

Recent works citing Dale W.R. Rosenthal (2021 and 2020)


YearTitle of citing document
2020XVA Valuation under Market Illiquidity. (2020). Sturm, Stephan ; Pang, Weijie . In: Papers. RePEc:arx:papers:2011.03543.

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2020Trade 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.

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2020Inferring trade directions in fast markets. (2020). Jurkatis, Simon . In: Bank of England working papers. RePEc:boe:boeewp:0896.

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2021Immune 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.

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2020Understanding 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.

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2020Seeking 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.

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2022Sentiment?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.

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Works by Dale W.R. Rosenthal:


YearTitleTypeCited
2017Funding liquidity, market liquidity and TED spread: A two-regime model In: Journal of Empirical Finance.
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article15
2013Funding liquidity, market liquidity and TED spread : A two-regime model.(2013) In: Working Paper Research.
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This paper has another version. Agregated cites: 15
paper
2012Modeling Trade Direction In: Journal of Financial Econometrics.
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article4
2008Modeling Trade Direction.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2011Market structure, counterparty risk, and systemic risk In: MPRA Paper.
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paper1
2012Performance metrics for algorithmic traders In: MPRA Paper.
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paper1
2012Approximating correlated defaults In: MPRA Paper.
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paper0
2012Transact taxes in a price maker/taker market In: MPRA Paper.
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paper1

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