13
H index
15
i10 index
685
Citations
Mark Salmon : Citation Profile
University of Cambridge | RESEARCH PRODUCTION: 17 Articles 26 Papers 1 Books 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
42 years (1979 - 2021). 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:
| Cites to:
|
Main data
Where Mark Salmon has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 5 |
| Economic Journal | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 9 |
| The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics | 7 |
| Economic Research Papers / University of Warwick - Department of Economics | 7 |
Recent works citing Mark Salmon (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502. Full description at Econpapers || Download paper |
| 2024 | Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803. Full description at Econpapers || Download paper |
| 2024 | Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x. Full description at Econpapers || Download paper |
| 2024 | Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets. (2024). Liu, Zhidong ; Zhang, YI ; Zhou, Long ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400144x. Full description at Econpapers || Download paper |
| 2024 | Herding towards carbon neutrality: The role of investor attention. (2024). Zhu, Zhaobo ; Shen, Dehua ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653. Full description at Econpapers || Download paper |
| 2024 | Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315. Full description at Econpapers || Download paper |
| 2024 | Complements or substitutes? The effect of ETFs on other managed funds. (2024). Tan, Kian ; Low, Rand ; Tang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003466. Full description at Econpapers || Download paper |
| 2024 | Exchange rate stability and expectation management under heterogeneous expectations. (2024). Li, Xiaoping ; Shi, Wenming ; Wang, Nan ; Duan, Jihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003855. Full description at Econpapers || Download paper |
| 2024 | Mutual fund herding and performance: Evidence from China. (2024). Song, Qinhao ; Fan, Yaoyao ; Ly, Kim Cuong ; Jiang, Yuxiang ; Guan, Rong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004356. Full description at Econpapers || Download paper |
| 2024 | Do investors herd under global crises? A comparative study between Chinese and the United States stock markets. (2024). Sun, Shuanglin ; Cheng, Tingting ; Xing, Shuo. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001508. Full description at Econpapers || Download paper |
| 2024 | Herd behavior in U.S. bank stocks. (2024). Payne, James ; Alkhazali, Osamah ; Kirimhan, Destan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009607. Full description at Econpapers || Download paper |
| 2024 | Did grain futures prices overreact to the Russia–Ukraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412. Full description at Econpapers || Download paper |
| 2024 | Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Zhang, Cheng ; Jiang, Lijun ; Hong, Hui ; Yue, Zhonggang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465. Full description at Econpapers || Download paper |
| 2024 | Herding states and stock market returns. (2024). Lobo, Julio ; Fortuna, Natercia ; Costa, Filipe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002891. Full description at Econpapers || Download paper |
| 2024 | Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Jalil, Faryal ; Saltik, Omur ; Ul, Wasim ; Degirmen, Suleyman. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | How herding led to a speculative bubble during a period of severely negative macro fundamentals: the case of Istanbul stock market. (2024). Dogan, Burak ; Erol, Umit. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00267-x. Full description at Econpapers || Download paper |
| 2025 | Economic freedom, economic sustainability, and herding behavior: Does the ubiquity of information communication technology matter?. (2025). Mallek, Ray Saadaoui ; Albaity, Mohamed ; Rahman, Mahfuzur. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00756-1. Full description at Econpapers || Download paper |
| 2024 | “All are investing in Crypto, I fear of being missed out”: examining the influence of herding, loss aversion, and overconfidence in the cryptocurrency market with the mediating effect of FOMO. (2024). Sood, Kirti ; Jain, Jinesh ; Kaur, Manpreet. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01739-z. Full description at Econpapers || Download paper |
| 2024 | Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Mo, Han ; Larson, Robert K. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110. Full description at Econpapers || Download paper |
Mark Salmon has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Mark Salmon:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1987 | Credibility and the value of information transmission in a model of monetary policy and inflation In: Economic Research Papers. [Full Text][Citation analysis] | paper | 15 |
| 1989 | Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation.(1989) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 1990 | Credibility and the value of information transmission in a model of monetary policy and inflation.(1990) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 1987 | Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation.(1987) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 1986 | Error correction modeler . co-integration and the internal model principle In: Economic Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 1989 | WHEN DOES COORDINATION PAY? In: Economic Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 1990 | When Does Coordination Pay?.(1990) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1990 | When does coordination pay?.(1990) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1989 | WHEN DOES COORDINATION PAY?..(1989) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1980 | MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 1980 | Model Validation and Forecast Comparisons : Theoretical and Practical Considerations.(1980) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1982 | ERROR CORRECTION MECHANISMS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 56 |
| 1982 | Error Correction Mechanisms..(1982) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
| 1982 | Error Correction Mechanisms.(1982) In: The Warwick Economics Research Paper Series (TWERPS). [Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
| 1982 | TESTING NORMALITY IN ECONOMETRIC MODELS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 50 |
| 1983 | Testing normality in econometric models.(1983) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
| 1982 | Testing Normality in Econometric Models.(1982) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 1983 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies In: Economic Research Papers. [Full Text][Citation analysis] | paper | 52 |
| 1984 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies.(1984) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 1985 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies..(1985) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 1983 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies.(1983) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2007 | Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index In: Bank of England working papers. [Full Text][Citation analysis] | paper | 13 |
| 2005 | Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2005 | Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: Computing in Economics and Finance 2005. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 1995 | On the Evolution of Credibility and Flexible Exchange Rate Target Zones In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Error Correction Models, Co-integration and the Internal Model Principle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 1988 | ERROR CORRECTION MODELS, CO-INTEGRATION AND THE INTERNAL MODEL PRINCIPLE.(1988) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | Market Stress and Herding In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 249 |
| 2004 | Market stress and herding.(2004) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 249 | article | |
| 2005 | Performance Measurement with Loss Aversion In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2006 | Performance measurement with loss aversion.(2006) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1985 | On Evaluating the Importance of Non-Linearity in Large Macroeconometric Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 1986 | On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models..(1986) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 1997 | Nonlinear Dynamics and Economics In: Cambridge Books. [Citation analysis] | book | 19 |
| 2002 | ROBUST DECISION THEORY AND THE LUCAS CRITIQUE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 17 |
| 1996 | On the Differential Geometry of the Wald Test with Nonlinear Restrictions. In: Econometrica. [Full Text][Citation analysis] | article | 12 |
| 1986 | The principle of effective demand revisited In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1988 | Error correction models, cointegration and the internal model principle In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2009 | Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 13 |
| 1998 | Representations of I(2) cointegrated systems using the Smith-McMillan form In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2012 | The information content of a limit order book: The case of an FX market In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 18 |
| 2021 | Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 18 |
| 2021 | Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 1985 | Policy Coordination and Dynamic Games In: NBER Chapters. [Full Text][Citation analysis] | chapter | 41 |
| 1979 | Control Methods and Quantitative Economic Policy In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2009 | Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 50 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team