Dale W.R. Rosenthal : Citation Profile

Are you Dale W.R. Rosenthal?

University of Notre Dame

2

H index

1

i10 index

30

Citations

RESEARCH PRODUCTION:

2

Articles

6

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 3
   Journals where Dale W.R. Rosenthal has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (3.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro359
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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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)

Dagher, Leila (2)

Moinas, Sophie (2)

Molnár, Peter (1)

LEHALLE, Charles-Albert (1)

Cipriani, Marco (1)

Le Fol, Gaelle (1)

Ji, Qiang (1)

Uthemann, Andreas (1)

Sosvilla-Rivero, Simon (1)

Cites to:

Hoerova, Marie (6)

Heider, Florian (6)

Duffie, Darrell (5)

Pesaran, Mohammad (3)

Brunnermeier, Markus (3)

Jarrow, Robert (3)

Pedersen, Lasse (3)

Vayanos, Dimitri (3)

Holthausen, Cornelia (3)

Copeland, Adam (2)

Martin, Antoine (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 (2024 and 2023)

YearTitle of citing document
2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

Full description at Econpapers || Download paper

2023Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Lien, Donald ; Chiu, Junmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725.

Full description at Econpapers || Download paper

2023Understand funding liquidity and market liquidity in a regime?switching model. (2023). Zhou, Zhiping ; Shen, Liya ; Chen, Louisa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:589-605.

Full description at Econpapers || Download paper

Works by Dale W.R. Rosenthal:

YearTitleTypeCited
2017Funding liquidity, market liquidity and TED spread: A two-regime model In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article22
2013Funding liquidity, market liquidity and TED spread : A two-regime model.(2013) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2012Modeling Trade Direction In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article5
2008Modeling Trade Direction.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2011Market structure, counterparty risk, and systemic risk In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2012Performance metrics for algorithmic traders In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2012Approximating correlated defaults In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Transact taxes in a price maker/taker market In: MPRA Paper.
[Full Text][Citation analysis]		paper1

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