Kuldeep Shastri : Citation Profile


Deceased: 2010-04-19

9

H index

8

i10 index

319

Citations

RESEARCH PRODUCTION:

32

Articles

1

Papers

RESEARCH ACTIVITY:

   27 years (1983 - 2010). See details.
   Cites by year: 11
   Journals where Kuldeep Shastri has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 1 (0.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh4
   Updated: 2019-12-07    RAS profile:    
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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 Kuldeep Shastri.

Is cited by:

Scholes, Myron (10)

merton, robert (10)

Lo, Andrew (10)

Camilleri, Silvio (5)

Brooks, Robert (5)

Szilagyi, Peter (4)

Green, Christopher (4)

Ulibarri, Carlos (4)

faff, robert (4)

Li, Zhiyong (3)

Balachandran, Balasingham (3)

Cites to:

merton, robert (3)

Amihud, Yakov (3)

michaely, roni (3)

Miller, Merton (2)

John, Kose (2)

Poterba, James (2)

Harvey, Campbell (2)

Summers, Lawrence (2)

Scholes, Myron (2)

Stoll, Hans (1)

Chetty, Raj (1)

Main data


Where Kuldeep Shastri has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis8
Journal of Banking & Finance5
Pacific-Basin Finance Journal4
Journal of Futures Markets3
Journal of Finance3
Journal of International Money and Finance2

Recent works citing Kuldeep Shastri (2018 and 2017)


YearTitle of citing document
2017Effect of Price Expectations and Market Volatility on Sale Rates at Superior Livestock Video Auctions. (2017). Tonsor, Glynn ; Mitchell, James L. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258425.

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2018Do Traditional Accounting and Economic Value Added Mediate The Relationship Between Corporate Governance and Firm Value of Indonesian State-Owned Enterprises ?. (2018). Taufik, Taufik ; Adam, Mohamad ; Mu, Mu'Izzuddin ; Raneo, Agung Putra ; Wahyudi, Tertiarto. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-15.

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2018Numerical solution of generalized Black–Scholes model. (2018). Sekhara, Chandra S ; Manisha, . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:321:y:2018:i:c:p:401-421.

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2018The role of taxes and the interdependence among corporate financial policies: Evidence from a natural experiment. (2018). Colombo, Jéfferson ; Caldeira, Joo F. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:402-423.

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2017The effect of corporate governance on firm value and profitability: Time-series evidence from Turkey. (2017). Yurtoglu, Burcin ; Black, Bernard ; Ararat, Melsa . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:113-132.

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2018New bid-ask spread estimators from daily high and low prices. (2018). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan . In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:69-86.

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2019The effect of family control on value and risk-taking in Mexico: A socioemotional wealth approach. (2019). Williams, Jonathan ; Poletti-Hughes, Jannine. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:369-381.

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2017Flexible firm-level dividends in Latin America. (2017). Goyal, Abhinav ; von Eije, Henk ; Muckley, Cal B. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:133-136.

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2018Bid- and ask-side liquidity in the NYSE limit order book. (2018). Cenesizoglu, Tolga ; Grass, Gunnar . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:14-38.

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2017Corporate governance practices, ownership structure, and corporate performance in the GCC countries. (2017). Ismail, Ahmad ; Abdallah, Abed Al-Nasser. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:98-115.

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2019De-Leverage and illiquidity contagion. (2019). Zhu, Ning ; Liu, Yu-Jane. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:1-18.

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2018Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets. (2018). Lin, Chu-Bin ; Chou, Robin K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:17-31.

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2017Pricing real estate index options under stochastic interest rates. (2017). Gong, PU ; Dai, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:309-323.

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2019Asymptotic comparison of three spread estimators based on Roll’s model. (2019). Li, Yunhai ; Gao, Yang ; Liu, Chao ; Wang, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:420-432.

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2018Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Ghadhab, Imen ; Mrad, Mouna . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204.

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2019Bandwagon effect: Special dividend payments. (2019). Tuilautala, Mataiasi ; Hu, May ; Kang, Yuni. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:339-363.

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2017Does Brazilian allowance for corporate equity reduce the debt bias? Evidences of rebound effect and ownership-induced ACE clientele. (2017). Laureano, Luis ; Portal, Marcio Telles . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:480-495.

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2019Information Disclosure Ranking, Industry Production Market Competition, and Mispricing: An Empirical Analysis. (2019). Wang, Bing ; Huang, Hung-Yi ; Jiang, I-Ming ; I-Ming Jiang, ; Ho, Kung-Cheng ; Xu, SI. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:1:p:262-:d:195493.

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2018Do Boards Of Directors Affect CEO Behavior? Evidence From Payout Decisions. (2018). Ivashkovskaya, Irina V ; Anilov, Artem E. In: HSE Working papers. RePEc:hig:wpaper:69/fe/2018.

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2018Pricing Dynamics between Single Stock Futures and the Underlying Spot Security. (2018). Giannikos, Christos ; Boney, Vaneesha ; Guirguis, Author-Name Hany. In: International Journal of Business and Economics. RePEc:ijb:journl:v:17:y:2018:i:2:p:179-191.

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2017Bid-Ask Spread Decomposition and Information Asymmetry of Firms Cross-Listed in the London and New York Exchanges. (2017). Luo, Robin Hang. In: International Finance and Banking. RePEc:mth:ifb888:v:4:y:2017:i:1:p:16-32.

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2017Portfolio Risk Control by Using Derivative Instruments. (2017). Olteanu, Alexandru ; Rdoi, Mdlina Antoaneta . In: Global Economic Observer. RePEc:ntu:ntugeo:vol5-iss2-17-090.

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2018Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model. (2018). Derbali, Abdelkader ; Hellara, Slaheddine ; Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-018-0075-x.

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2017New Bid-Ask Spread Estimators from Daily High and Low Prices. (2017). Li, Zhiyong ; Lambe, Brendan ; Adegbite, Emmanuel. In: MPRA Paper. RePEc:pra:mprapa:79102.

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2018Dividend payout, abnormal returns, and earnings growth of cross-listed firms. The situation in the Four Tigers.. (2018). Koshoev, Askar ; Chen, Yi-Pei . In: The Review of Finance and Banking. RePEc:rfb:journl:v:10:y:2018:i:2:p:065-076.

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2019The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis. (2016). Dionne, Georges ; Zhou, Xiaozhou. In: Working Papers. RePEc:ris:crcrmw:2016_004.

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2018Individual Investors Look at Price Tags*. (2018). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Rodrigo, Bruno Giovannetti. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2018wpecon17.

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2018Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra. (2018). Stöckl, Sebastian ; Menichetti, Marco ; Bank, Matthias ; Wachter, Thomas ; Stoeckl, Sebastian ; Peter, Georg ; Angerer, Martin. In: Schmalenbach Business Review. RePEc:spr:schmbr:v:70:y:2018:i:3:d:10.1007_s41464-018-0049-z.

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2017Comprehensive market microstructure model: considering the inventory holding costs. (2017). Ryu, Doojin. In: Journal of Business Economics and Management. RePEc:taf:jbemgt:v:18:y:2017:i:2:p:183-201.

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2019When stock futures dominate price discovery. (2019). Aggarwal, Nidhi ; Thomas, Susan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:263-278.

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Works by Kuldeep Shastri:


YearTitleTypeCited
2011Corporate Governance, Valuation, and Performance: Evidence from a Voluntary Market Reform in Brazil In: Financial Management.
[Citation analysis]
article12
1999Symposium on Market Microstructure: A Review of Empirical Research. In: The Financial Review.
[Citation analysis]
article9
1983 Over-the-Counter Option Market Dividend Protection and Biases in the Black-Scholes Model: A Note. In: Journal of Finance.
[Full Text][Citation analysis]
article5
1992 The Behavior of Option Price around Large Block Transactions in the Underlying Security. In: Journal of Finance.
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article8
1995 The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements. In: Journal of Finance.
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article33
1987THE VALUATION OF CURRENCY OPTIONS FOR ALTERNATE STOCHASTIC PROCESSES In: Journal of Financial Research.
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article8
1986An Explanation of Seemingly Anomalous Time Premium Behavior for American Put Options In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
1985Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques In: Journal of Financial and Quantitative Analysis.
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article38
1986Valuation of Foreign Currency Options: Some Empirical Tests In: Journal of Financial and Quantitative Analysis.
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article17
1986An Empirical Test of a Valuation Model for American Options on Futures Contracts In: Journal of Financial and Quantitative Analysis.
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article11
1988On the Estimation of Bid-Ask Spreads: Theory and Evidence In: Journal of Financial and Quantitative Analysis.
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article50
1988The Valuation Impacts of Specially Designated Dividends In: Journal of Financial and Quantitative Analysis.
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article19
1993Changes in Organizational Structure and Shareholder Wealth: The Case of Limited Partnerships In: Journal of Financial and Quantitative Analysis.
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article3
2004Executive Loans In: Journal of Financial and Quantitative Analysis.
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article4
2005Firm Performance, Capital Structure, and the Tax Benefits of Employee Stock Options In: Journal of Financial and Quantitative Analysis.
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article5
2012Payout policy in Brazil: Dividends versus interest on equity In: Journal of Corporate Finance.
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article6
1987Valuation of American options on foreign currency In: Journal of Banking & Finance.
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article4
1989Bid-ask spreads and volatility estimates : The implications for option pricing In: Journal of Banking & Finance.
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article4
1993The impact of international cross listings on risk and return : The evidence from American depository receipts In: Journal of Banking & Finance.
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article44
1994The impact of calls of preferred stock on common shareholders wealth In: Journal of Banking & Finance.
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article2
1985The early exercise of American puts In: Journal of Banking & Finance.
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article4
1996The impact of the listing of options in the foreign exchange market In: Journal of International Money and Finance.
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article6
1985Arbitrage tests of the efficiency of the foreign currency options market In: Journal of International Money and Finance.
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article4
1994The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange In: Pacific-Basin Finance Journal.
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article2
1995The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange.(1995) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
1995Trading mechanisms and return volatility: An empirical analysis of the stock exchange of Thailand In: Pacific-Basin Finance Journal.
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article5
1995An empirical test of the BS and CSR valuation models for warrants listed in Thailand In: Pacific-Basin Finance Journal.
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article5
2005Acknowledgement In: Review of Financial Economics.
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article0
2011The Smith Company: a case on capital budgeting and real options In: Managerial Finance.
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article0
1994Product Regulation and Stock Prices: The Case of the US Food and Drug Administration In: International Journal of the Economics of Business.
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article0
2008Information revelation in the futures market: Evidence from single stock futures In: Journal of Futures Markets.
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article4
1986On the use of European models to price American options on foreign currency In: Journal of Futures Markets.
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article6
1986Options on futures contracts: A comparison of European and American pricing models In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1

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