Mark Salmon : Citation Profile

Are you Mark Salmon?

University of Warwick
University of Warwick

10

H index

12

i10 index

433

Citations

RESEARCH PRODUCTION:

14

Articles

18

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   29 years (1980 - 2009). See details.
   Cites by year: 14
   Journals where Mark Salmon has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 2 (0.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa111
   Updated: 2021-04-17    RAS profile: 2011-05-29    
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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 Mark Salmon.

Is cited by:

Ralf, Kirsten (12)

Chatelain, Jean-Bernard (12)

Durlauf, Steven (9)

Brock, William (9)

Nautz, Dieter (8)

GUPTA, RANGAN (7)

Wueger, Michael (7)

Calzolari, Giorgio (7)

Balcilar, Mehmet (6)

Veiga, Helena (6)

Demirer, Riza (5)

Cites to:

Shleifer, Andrei (5)

Engle, Robert (5)

Thaler, Richard (4)

Marinacci, Massimo (3)

Rustichini, Aldo (3)

Maccheroni, Fabio (3)

Schmeidler, David (3)

Phillips, Peter (3)

Summers, Lawrence (3)

Johansen, Soren (3)

Uppal, Raman (2)

Main data

Where Mark Salmon has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control5
Economic Journal2

Working Papers Series with more than one paper published# docs
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics7

Recent works citing Mark Salmon (2021 and 2020)

YearTitle of citing document
2021Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2021Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626.

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2020Investor herd behaviour in Africa’s emerging and frontier markets. (2020). Boamah, Nicholas Addai ; Aawaar, Godfred ; Akotey, Joseph Oscar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-23.

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2020Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-Rodríguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723.

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2020Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach. (2020). Li, Jianping ; Wang, Jun ; Liu, Chang ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919303904.

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2020Herd behaviour & investor sentiment: Evidence from UK mutual funds. (2020). Yan, Meilan ; Hudson, Yawen ; Zhang, Dalu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301381.

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2020Cryptocurrencies: Herding and the transfer currency. (2020). Stockl, Sebastian ; Kaiser, Lars. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302636.

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2020Analyzing herding behavior in commodities markets – an empirical approach. (2020). Palazzi, Rafael Baptista ; de Souza, Gerson ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305094.

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2020Uncertainty aversion, carry trades and agent heterogeneity in the FX market. (2020). Zhou, Chunyang ; Tong, Bin ; Li, Xiaoping. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930594x.

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2020Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?. (2020). McGowan, C B ; Matemilola, Bolaji Tunde ; Bany-Ariffin, A N ; Chong, Oiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119302495.

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2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

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2021Herding by corporates in the US and the Eurozone through different market conditions. (2021). Vioto, Davide ; Tunaru, Radu ; Duygun, Meryem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679.

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2020Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds. (2020). Leatham, David J ; Sukcharoen, Kunlapath ; Arunanondchai, Panit. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300777.

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2020Investor-herding and risk-profiles: A State-Space model-based assessment. (2020). Brooks, Robert D ; Nath, Harmindar B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030055x.

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2020Does herding behavior exist in the Mongolian stock market?. (2020). Wong, Wing-Keung ; Batmunkh, Munkh-Ulzii ; Vieito, Joo Paulo ; Choijil, Enkhbayar ; Espinosa-Mendez, Christian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301347.

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2021Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio. (2021). Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:779-810.

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2020Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115.

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2020Financing and Herd Behaviour in Financial Crises: Investment Decision. (2020). Simbolon, Ika Pratiwi ; Panjaitan, Raya. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:4:p:1089-1096.

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2020.

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2020Investor Sentiment and Herding Behavior in the Korean Stock Market. (2020). Yoon, Seong-Min ; Choi, Ki-Hong. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:34-:d:365887.

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2020Investor-herding and risk-profiles: A State-Space Model-based Assessment. (2020). Brooks, Robert D ; Nath, Harminder B. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-9.

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2020If worst comes to worst: Co-movement of global stock markets in the US-China trade war. (2020). Huynh, Toan ; Burggraf, Tobias. In: Economics and Business Letters. RePEc:ove:journl:aid:13958.

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2021Herding behaviour theory and oil price dispersion: a sectoral analysis of the Gulf Cooperation Council stock market. (2021). Chaffai, Mustapha ; Medhioub, Imed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00197-8.

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2020Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y.

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2020Omnibus test for normality based on the Edgeworth expansion. (2020). Burnecki, Krzysztof ; Iskander, Robert D ; Wyomaska, Agnieszka. In: PLOS ONE. RePEc:plo:pone00:0233901.

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2021Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UKs Regional Housing Markets. (2021). Gupta, Rangan ; Ngene, Geoffrey M. In: Working Papers. RePEc:pre:wpaper:202115.

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2020The COVID-19 Pandemic and Herding Behaviour: Evidence from India’s Stock Market. (2020). Singh, Bhanwar ; Dhall, Rosy. In: Millennial Asia. RePEc:sae:millen:v:11:y:2020:i:3:p:366-390.

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2020The Crowding-in/ out Debate in Investments in India: Fresh Evidence from NARDL Application. (2020). Gupta, Megha ; Akber, Nusrat ; Paltasingh, Kirtti Ranjan. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:9:y:2020:i:2:p:167-189.

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2021OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market. (2021). Awartani, Basel ; Gabbori, Dina ; Virk, Nader ; Maghyereh, Aktham. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:870-888.

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Mark Salmon has edited the books:

YearTitleTypeCited

Works by Mark Salmon:

YearTitleTypeCited
2007Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index In: Bank of England working papers.
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2005Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: CEPR Discussion Papers.
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2005Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: Computing in Economics and Finance 2005.
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1995On the Evolution of Credibility and Flexible Exchange Rate Target Zones In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1988Error Correction Models, Co-integration and the Internal Model Principle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
1988Error correction models, cointegration and the internal model principle.(1988) In: Journal of Economic Dynamics and Control.
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1988ERROR CORRECTION MODELS, CO-INTEGRATION AND THE INTERNAL MODEL PRINCIPLE.(1988) In: The Warwick Economics Research Paper Series (TWERPS).
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1984Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies In: CEPR Discussion Papers.
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1985Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies..(1985) In: Economic Journal.
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1983Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies.(1983) In: The Warwick Economics Research Paper Series (TWERPS).
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1989Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
1990Credibility and the value of information transmission in a model of monetary policy and inflation.(1990) In: Journal of Economic Dynamics and Control.
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1987Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation.(1987) In: The Warwick Economics Research Paper Series (TWERPS).
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1990When Does Coordination Pay? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1990When does coordination pay?.(1990) In: Journal of Economic Dynamics and Control.
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1989WHEN DOES COORDINATION PAY?..(1989) In: The Warwick Economics Research Paper Series (TWERPS).
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2004Market Stress and Herding In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper145
2004Market stress and herding.(2004) In: Journal of Empirical Finance.
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2005Performance Measurement with Loss Aversion In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
1985On Evaluating the Importance of Non-Linearity in Large Macroeconometric Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
1986On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models..(1986) In: International Economic Review.
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2002ROBUST DECISION THEORY AND THE LUCAS CRITIQUE In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article17
1982Error Correction Mechanisms. In: Economic Journal.
[Full Text][Citation analysis]		article53
1982Error Correction Mechanisms.(1982) In: The Warwick Economics Research Paper Series (TWERPS).
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1996On the Differential Geometry of the Wald Test with Nonlinear Restrictions. In: Econometrica.
[Full Text][Citation analysis]		article10
1986The principle of effective demand revisited In: Journal of Economic Dynamics and Control.
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2009Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation In: Journal of Economic Dynamics and Control.
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1983Testing normality in econometric models In: Economics Letters.
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1982Testing Normality in Econometric Models.(1982) In: The Warwick Economics Research Paper Series (TWERPS).
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1998Representations of I(2) cointegrated systems using the Smith-McMillan form In: Journal of Econometrics.
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1985Policy Coordination and Dynamic Games In: NBER Chapters.
[Full Text][Citation analysis]		chapter27
2009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article36
1980Model Validation and Forecast Comparisons : Theoretical and Practical Considerations In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]		paper2

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