Gary Lee Shoesmith : Citation Profile


Wake Forest University

4

H index

2

i10 index

207

Citations

RESEARCH PRODUCTION:

9

Articles

RESEARCH ACTIVITY:

   21 years (1992 - 2013). See details.
   Cites by year: 9
   Journals where Gary Lee Shoesmith has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh680
   Updated: 2025-01-10    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 Gary Lee Shoesmith.

Is cited by:

Girardi, Alessandro (10)

McInish, Thomas (7)

Caporale, Guglielmo Maria (7)

Shephard, Neil (7)

Hansen, Peter (6)

Gooijer, Jan G. (4)

Hyndman, Rob (4)

Lunde, Asger (4)

Okhrin, Ostap (3)

Laurent, Sébastien (3)

Frijns, Bart (3)

Cites to:

Johansen, Soren (8)

Campbell, John (7)

Shiller, Robert (5)

juselius, katarina (5)

Litterman, Robert (4)

Engle, Robert (4)

Levitt, Steven (4)

Dickey, David (4)

Karolyi, G. (3)

Stulz, René (3)

Hodrick, Robert (2)

Main data


Production by document typearticle19921993199419951996199719981999200020012002200320042005200620072008200920102011201220130123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199219931994199519961997199819992000200120022003200420052006200720082009201020112012201302.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202401020Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19921993199419951996199719981999200020012002200320042005200620072008200920102011201220130100200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents1234560100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Gary Lee Shoesmith has published?


Journals with more than one article published# docs
International Journal of Forecasting3

Recent works citing Gary Lee Shoesmith (2024 and 2023)


Year  ↓Title of citing document  ↓
2023Price discovery in carbon exchange traded fund markets. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003307.

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2023Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134.

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2023Spot–Futures Price Adjustments in the Nikkei 225: Linear or Smooth Transition? Financial Centre Leadership or Home Bias?. (2023). Sirichand, Kavita ; Green, Christopher J ; Qin, Jieye. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:117-:d:1066252.

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2023Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data. (2023). Tomanova, Petra ; Hol, Vladimir. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-021-10210-w.

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2023When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach. (2023). Jackson, Dave ; Tokic, Damir. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00306-3.

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2023A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03.

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Works by Gary Lee Shoesmith:


Year  ↓Title  ↓Type  ↓Cited  ↓
2007Friedmans Hypothesis and Cross-Regional Inflation Dispersion In: Review of Applied Economics.
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article0
2004MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD In: Journal of Financial Research.
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article4
2005Probit model forecasts of national and state manufacturing and construction employment downturns* In: Papers in Regional Science.
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article0
1995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets In: Journal of Financial and Quantitative Analysis.
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article166
1995Multiple cointegrating vectors, error correction, and forecasting with Littermans model In: International Journal of Forecasting.
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article18
2013Space–time autoregressive models and forecasting national, regional and state crime rates In: International Journal of Forecasting.
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article3
1992Non-cointegration and causality: Implications for VAR modeling In: International Journal of Forecasting.
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article7
2004Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components In: Journal of Banking & Finance.
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article0
2010Four factors that explain both the rise and fall of US crime, 1970-2003 In: Applied Economics.
[Full Text][Citation analysis]
article9

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team