2
H index
1
i10 index
36
Citations
Dale W.R. Rosenthal : Citation Profile
| 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:
| Cites to:
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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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619. Full description at Econpapers || Download paper |
| 2023 | State 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 |
| 2024 | Stock price synchronicity and market liquidity: The role of funding liquidity. (2024). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000813. Full description at Econpapers || Download paper |
| 2023 | Global 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 |
| 2024 | Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Ma, Feng ; Liu, Jing ; Xu, Yanyan ; Chu, Jielei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:543-560. Full description at Econpapers || Download paper |
| 2024 | Understand 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 |
| 2023 | 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 | 27 |
| 2013 | Funding 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: 27 | paper | |
| 2012 | Modeling Trade Direction In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2008 | Modeling Trade Direction.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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. Last updated November, 3 2024. Contact: CitEc Team