Elvira Sojli : Citation Profile

Are you Elvira Sojli?

UNSW Sydney

8

H index

7

i10 index

307

Citations

RESEARCH PRODUCTION:

11

Articles

13

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 20
   Journals where Elvira Sojli has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 6 (1.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso411
   Updated: 2023-03-02    RAS profile: 2022-09-29    
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Relations with other researchers

Works with:

Putnins, Talis (2)

Hjalmarsson, Erik (2)

Sarno, Lucio (2)

Frijns, Bart (2)

Wong, Wing-Keung (2)

Patel, Vinay (2)

Wilhelmsson, Anders (2)

Wolff, Christian (2)

Bouri, Elie (2)

Rakowski, David (2)

Gehrig, Thomas (2)

Rinne, Kalle (2)

Schenk-Hoppé, Klaus (2)

Brownlees, Christian (2)

Lopez-Lira, Alejandro (2)

FERROUHI, EL MEHDI (2)

Chernov, Mikhail (2)

Johannesson, Magnus (2)

Lof, Matthijs (2)

Talavera, Oleksandr (2)

Palan, Stefan (2)

Deku, Solomon (2)

Chow, Nikolai Sheung-Chi (2)

Colliard, Jean-Edouard (2)

Smales, Lee (2)

Gorbenko, Arseny (2)

Ferrara, Gerardo (2)

Hurlin, Christophe (2)

Regis, Luca (2)

Vilkov, Grigory (2)

Kassner, Bernhard (2)

Mihet, Roxana (2)

Pasquariello, Paolo (2)

Schwarz, Marco (2)

Deev, Oleg (2)

Gerritsen, Dirk (2)

Caporin, Massimiliano (2)

Patton, Andrew (2)

van Kervel, Vincent (2)

Dimpfl, Thomas (2)

Ranaldo, Angelo (2)

Jalkh, Naji (2)

Adrian, Tobias (2)

Jurkatis, Simon (2)

Kearney, Fearghal (2)

Moinas, Sophie (2)

Hautsch, Nikolaus (2)

Reitz, Stefan (2)

Bohorquez Correa, Santiago (2)

Vogel, Sebastian (2)

Theissen, Erik (2)

Lajaunie, Quentin (2)

Dumitrescu, Ariadna (2)

PASCUAL, ROBERTO (2)

Pelizzon, Loriana (2)

Scaillet, Olivier (2)

Abudy, Menachem (2)

Tonks, Ian (2)

Roy, Saurabh (2)

Walther, Thomas (2)

Liew, Chee (2)

Jones, Charles (2)

Horenstein, Alex (2)

Zhou, Chen (2)

Alexeev, Vitali (2)

Verousis, Thanos (2)

CAPELLE-BLANCARD, Gunther (2)

Davies, Ryan (2)

Heath, Davidson (2)

Taylor, Nick (2)

Park, Andreas (2)

Bos, Charles (2)

Xia, Shuo (2)

Holzmeister, Felix (2)

Ait-Sahalia, Yacine (2)

Xiu, Dacheng (2)

Prokopczuk, Marcel (2)

He, Xuezhong (Tony) (2)

Stefanova, Denitsa (2)

Nielsson, Ulf (2)

Pastor, Lubos (2)

Menkveld, Albert (2)

Dreber, Anna (2)

Harris, Jeffrey (2)

LINTON, OLIVER (2)

Foucault, Thierry (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Elvira Sojli.

Is cited by:

Rime, Dagfinn (15)

Sarno, Lucio (14)

Kose, Ayhan (10)

Menkhoff, Lukas (10)

Claessens, Stijn (10)

Kano, Takashi (8)

Gyntelberg, Jacob (8)

MacDonald, Ronald (7)

Schmeling, Maik (7)

Beckmann, Joscha (7)

McAleer, Michael (7)

Cites to:

Sarno, Lucio (26)

Foucault, Thierry (13)

Amihud, Yakov (10)

Lyons, Richard (9)

Rime, Dagfinn (9)

Valente, Giorgio (8)

Subrahmanyam, Avanidhar (8)

Evans, Martin (8)

Bessembinder, Hendrik (7)

Reinhart, Carmen (6)

Trzcinka, Charles (6)

Main data

Where Elvira Sojli has published?

Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute4

Recent works citing Elvira Sojli (2022 and 2021)

YearTitle of citing document
2021Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita . In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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2021The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:331-353.

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2022Central bank securities and foreign exchange market intervention in a developing economy. (2022). Khemraj, Tarron ; Direye, Eli. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:1:p:280-297.

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2022Can Time-Varying Currency Risk Hedging Explain Exchange Rates?. (2022). Hau, Harald ; Brauer, Leonie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10065.

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2021Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach. (2021). Kammoun, Aida ; Karoui, Ali Trabelsi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-11.

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2021Liquidity externality in a market of buying adjustable agents. (2021). Koehler, M ; Salles, L. S. A. de Campos, ; Aal, P K. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007438.

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2022Political ties and raising capital in global markets: Evidence from Yankee bonds. (2022). HASAN, IFTEKHAR ; Ambrocio, Gene ; Gu, Xian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000669.

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2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749.

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2021Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function. (2021). Frömmel, Michael ; Midili, Murat ; Frommel, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:461-476.

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2021The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

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2022Realizing correlations across asset classes. (2022). Elst, Harry Vander ; Olesen, Kasper V ; Lunde, Asger ; Gronborg, Niels S. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000222.

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2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates. (2021). Kouwenberg, Roy ; Cumperayot, Phornchanok. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:167-176.

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2022Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000245.

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2022Political sentiment and syndicated loan borrowing costs of multinational enterprises. (2022). Kazakis, Pantelis ; Karavitis, Panagiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000282.

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2021Board political ties and firm internationalization. (2021). Peng, Mike W ; Markoczy, Livia ; Li, Sunny ; Lebedev, Sergey. In: Journal of International Management. RePEc:eee:intman:v:27:y:2021:i:3:s1075425321000405.

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2022Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x.

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2021Hello! Namaste? Within-country linguistic diversity and infrastructure projects in emerging markets. (2021). Bayraktar, Secil ; Jimenez, Alfredo. In: Journal of Business Research. RePEc:eee:jbrese:v:130:y:2021:i:c:p:86-97.

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2023Corporate political activity and bribery in Africa: Do internet penetration and foreign ownership matter?. (2023). Rajwani, Tazeeb ; Jimenez, Alfredo ; Aghanya, Daniel ; Liedong, Tahiru Azaaviele. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322007913.

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2021Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411.

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2022Price-setting in the foreign exchange swap market: Evidence from order flow. (2022). Viswanath-Natraj, Ganesh ; Syrstad, Olav . In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:119-142.

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2022Liquidity in the global currency market. (2022). Santucci de Magistris, Paolo ; Ranaldo, Angelo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:859-883.

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2022Exchange rates and information about future fundamentals. (2022). Gholampour, Vahid. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000833.

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2022Macroeconomic determinants of foreign exchange rate exposure. (2022). Fuchs, Fabian U. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:77-102.

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2022Financial Contagion of Russian Companies from the Oil Market under the Influence of Sanctions and Pandemic Shock. (2022). Ovcharov, Anton O ; Yu, Marina. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:220401:p:8-28.

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2021The currency that came in from the cold - Capital controls and the information content of order flow. (2021). Pétursson, Thórarinn ; Breedon, Francis ; Vitale, Paolo. In: Economics. RePEc:ice:wpaper:wp86.

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2021Optimal Market Asset Pricing. (2021). Rindi, Barbara ; Ricco, Roberto ; Seppi, Duane J. In: Working Papers. RePEc:igi:igierp:675.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2022The impact of make-take fees on market efficiency. (2022). Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01016-w.

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2021Government connections and credit access around the world: Evidence from discouraged borrowers. (2021). Nguyen, Duc Duy ; Qi, Shusen. In: Journal of International Business Studies. RePEc:pal:jintbs:v:52:y:2021:i:2:d:10.1057_s41267-020-00341-x.

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2021Institutional investment horizons and firm valuation around the world. (2021). Schroder, Henning ; Guedhami, Omrane ; el Ghoul, Sadok ; Drobetz, Wolfgang ; Doring, Simon. In: Journal of International Business Studies. RePEc:pal:jintbs:v:52:y:2021:i:2:d:10.1057_s41267-020-00351-9.

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2021Business groups and the study of international business: A Coasean synthesis and extension. (2021). Yeung, Bernard Yin ; Morck, Randall ; Dau, Luis Alfonso. In: Journal of International Business Studies. RePEc:pal:jintbs:v:52:y:2021:i:2:d:10.1057_s41267-020-00395-x.

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2021Navigating cross-border institutional complexity: A review and assessment of multinational nonmarket strategy research. (2021). Siegel, Donald ; Rajwani, Tazeeb ; Doh, Jonathan P ; Sun, Pei. In: Journal of International Business Studies. RePEc:pal:jintbs:v:52:y:2021:i:9:d:10.1057_s41267-021-00438-x.

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2022Foreignness research in international business: Major streams and future directions. (2022). Xie, Xuanli ; Ma, Hao ; Lu, Jane W. In: Journal of International Business Studies. RePEc:pal:jintbs:v:53:y:2022:i:3:d:10.1057_s41267-021-00465-8.

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2022Understanding the unwritten rules of the game: Government work experience and salary premiums in foreign MNC subsidiaries. (2022). Kaiser, Ulrich ; Grimpe, Christoph ; Sofka, Wolfgang. In: Journal of International Business Studies. RePEc:pal:jintbs:v:53:y:2022:i:6:d:10.1057_s41267-021-00408-3.

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2021Economic Evaluation of Cryptocurrency Investment. (2021). Sakemoto, Ryuta. In: MPRA Paper. RePEc:pra:mprapa:108283.

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2021Spillover effects from China and the US to global emerging markets: a dynamic analysis. (2021). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: MPRA Paper. RePEc:pra:mprapa:109349.

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2021Central bank securities and FX market intervention in a developing economy. (2021). Khemraj, Tarron ; Direye, Eli. In: MPRA Paper. RePEc:pra:mprapa:111533.

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2021Stock Market Liquidity: A Literature Review. (2021). Reddy, Y V ; Naik, Priyanka. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244020985529.

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2021An Investigation of Entrepreneurial SMEs’ Network Capability and Social Capital to Accomplish Innovativeness: A Dynamic Capability Perspective. (2021). Yang, Zhen ; Khan, Muhammad Asif ; Sarwar, Zahid ; Haseeb, Muhammad. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211036089.

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2022Social ties and the political participation of firms. (2022). , Benjamin ; Benjamin, ; Cruz, Cesi. In: The Review of International Organizations. RePEc:spr:revint:v:17:y:2022:i:1:d:10.1007_s11558-021-09420-6.

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2021The contagion phenomena of the Brexit process on main stock markets. (2021). Iiguez, Cristina ; Escribano, Ana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4462-4481.

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2021The reliability of geometric Brownian motion forecasts of S&P500 index values. (2021). Sinha, Amit K. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1444-1462.

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2022The information effect of order flows in foreign currency futures and spot markets. (2022). Gau, YinFeng ; Chen, Yulun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1549-1572.

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2021Exchange Rates and Fundamentals: A General Equilibrium Exploration. (2021). Kano, Takashi. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:95-117.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Elvira Sojli:

YearTitleTypeCited
2007Exchange rate forecasting, order flow and macroeconomic information In: Working Paper.
[Full Text][Citation analysis]		paper139
2009Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139		paper
2010Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139		article
2011Sunshine trading: Flashes of trading intent at the NASDAQ In: Working Paper.
[Full Text][Citation analysis]		paper3
2012Sunshine Trading: Flashes of Trading Intent at the NASDAQ.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2012Identifying cross-sided liquidity externalities In: Working Paper.
[Full Text][Citation analysis]		paper8
2013Identifying Cross-Sided Liquidity Externalities.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2016Flashes of Trading Intent at NASDAQ In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
2018Quotes, Trades and the Cost of Capital In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper0
2017Quotes, Trades and the Cost of Capital.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015Divided governments and futures prices In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2010Timing exchange rates using order flow: The case of the Loonie In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article38
2013Economic valuation of liquidity timing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2013Economic Valuation of Liquidity Timing.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2015Managing systemic risk in The Netherlands In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article11
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2018Cross-Sided Liquidity Externalities In: Management Science.
[Full Text][Citation analysis]		article0
2009The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? In: Journal of Money, Credit and Banking.
[Citation analysis]		article45
2009The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		article
2017Foreign political connections In: Journal of International Business Studies.
[Full Text][Citation analysis]		article32
2007Contagion in emerging markets: the Russian crisis In: Applied Financial Economics.
[Full Text][Citation analysis]		article10
2012Aggregate Stock Market Illiquidity and Bond Risk Premia In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2006Euroisation in Albania: From Spontaneous to Consensual In: wiiw Balkan Observatory Working Papers.
[Full Text][Citation analysis]		paper3

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