23
H index
31
i10 index
4146
Citations
| 23 H index 31 i10 index 4146 Citations RESEARCH PRODUCTION: 42 Articles 16 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hans R. Stoll. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2021 | . Full description at Econpapers || Download paper | |
2021 | Liquidity in Competitive Dealer Markets. (2018). Muhle-Karbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Papers. RePEc:arx:papers:1807.08278. Full description at Econpapers || Download paper | |
2022 | New closed-form approximations in multi-asset market making. (2018). Vieira, Douglas ; Evangelista, David. In: Papers. RePEc:arx:papers:1810.04383. Full description at Econpapers || Download paper | |
2021 | Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140. Full description at Econpapers || Download paper | |
2021 | Optimal Bookmaking. (2019). Zou, Bin ; Zhou, Zhou ; Lorig, Matthew. In: Papers. RePEc:arx:papers:1907.01056. Full description at Econpapers || Download paper | |
2022 | Size matters for OTC market makers: viscosity approach and dimensionality reduction technique. (2019). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:1907.01225. Full description at Econpapers || Download paper | |
2021 | Optimal make take fees in a multi market maker environment. (2019). Rosenbaum, Mathieu ; Possamai, Dylan ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:1907.11053. Full description at Econpapers || Download paper | |
2021 | Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts. (2021). Yu, Chuyi ; Jos'e E. Figueroa-L'opez, ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2101.03086. Full description at Econpapers || Download paper | |
2022 | Algorithmic market making in foreign exchange cash markets: a new model for active market makers. (2021). Gu, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2106.06974. Full description at Econpapers || Download paper | |
2021 | Liquidity Provision with Adverse Selection and Inventory Costs. (2021). Stebegg, Florian ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2107.12094. Full description at Econpapers || Download paper | |
2021 | Deep Hawkes Process for High-Frequency Market Making. (2021). Kumar, Pankaj. In: Papers. RePEc:arx:papers:2109.15110. Full description at Econpapers || Download paper | |
2022 | Optimal order execution under price impact: A hybrid model. (2021). Wang, Tai-Ho ; Tebaldi, Claudio ; di Giacinto, Marina . In: Papers. RePEc:arx:papers:2112.02228. Full description at Econpapers || Download paper | |
2022 | Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control. (2021). Gu, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2112.02269. Full description at Econpapers || Download paper | |
2022 | Option Volume Imbalance as a predictor for equity market returns. (2022). Howison, Sam ; Cucuringu, Mihai ; Michael, Nikolas. In: Papers. RePEc:arx:papers:2201.09319. Full description at Econpapers || Download paper | |
2022 | Price formation in financial markets: a game-theoretic perspective. (2022). Evangelista, David ; Thamsten, Yuri ; Saporito, Yuri. In: Papers. RePEc:arx:papers:2202.11416. Full description at Econpapers || Download paper | |
2022 | A mean-field game of market-making against strategic traders. (2022). Possamai, Dylan ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2203.13053. Full description at Econpapers || Download paper | |
2022 | Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules. (2022). Cornet, Bernard ; Chateauneuf, Alain ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:2203.16292. Full description at Econpapers || Download paper | |
2022 | Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO. (2022). Zhang, Xinwen ; Xiang, YI ; Weng, Jiacheng ; Fang, Jin. In: Papers. RePEc:arx:papers:2206.10736. Full description at Econpapers || Download paper | |
2022 | Market Making with Scaled Beta Policies. (2022). Savani, Rahul ; Palmer, Gregory ; Jerome, Joseph. In: Papers. RePEc:arx:papers:2207.03352. Full description at Econpapers || Download paper | |
2022 | Dealing with multi-currency inventory risk in FX cash markets. (2022). Gu, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2207.04100. Full description at Econpapers || Download paper | |
2022 | Model-based gym environments for limit order book trading. (2022). Herdegen, Martin ; Savani, Rahul ; Sanchez-Betancourt, Leandro ; Jerome, Joseph. In: Papers. RePEc:arx:papers:2209.07823. Full description at Econpapers || Download paper | |
2022 | Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations. (2022). Balch, Tucker ; Zheng, Zeyu ; Xu, Mengda ; Vann, Jared ; Amrouni, Selim ; Spooner, Thomas ; Ganesh, Sumitra ; Ardon, Leo ; Vadori, Nelson ; Veloso, Manuela. In: Papers. RePEc:arx:papers:2210.07184. Full description at Econpapers || Download paper | |
2022 | Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695. Full description at Econpapers || Download paper | |
2022 | Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions. (2022). Gu, Olivier ; Bouba, David ; Bertucci, Louis ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2212.00336. Full description at Econpapers || Download paper | |
2022 | Order routing and market quality: Who benefits from internalisation?. (2022). Danilova, Alaina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:2212.07827. Full description at Econpapers || Download paper | |
2021 | Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48. Full description at Econpapers || Download paper | |
2021 | A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21. Full description at Econpapers || Download paper | |
2021 | Los determinantes de la liquidez en Colombia: un análisis del mercado de divisas de contado. (2021). Gamboa-Estrada, Fredy ; Castaeda-Arevalo, David. In: Borradores de Economia. RePEc:bdr:borrec:1185. Full description at Econpapers || Download paper | |
2021 | Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841. Full description at Econpapers || Download paper | |
2021 | Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82. Full description at Econpapers || Download paper | |
2021 | Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836. Full description at Econpapers || Download paper | |
2021 | Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets. (2021). Mallory, Mindy ; Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:4:p:679-699. Full description at Econpapers || Download paper | |
2021 | Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455. Full description at Econpapers || Download paper | |
2022 | A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683. Full description at Econpapers || Download paper | |
2021 | A nonrandom walk down Hollywood boulevard: Celebrity deaths and investor sentiment. (2021). Lepori, Gabriele M. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:591-613. Full description at Econpapers || Download paper | |
2021 | The effects of exchange listing on market quality: Evidence from over?the?counter uplistings. (2021). Roseman, Brian ; Griffith, Todd ; Davis, Ryan ; Yildiz, Serhat. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:645-669. Full description at Econpapers || Download paper | |
2021 | The impact of trading behavioral biases on market liquidity under different volatility levels: Evidence from the Chinese commodity futures market. (2021). Zheng, Kaixin ; Tse, Yiuman ; Liu, Qingfu. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:671-692. Full description at Econpapers || Download paper | |
2021 | Quote dynamics of cross?listed stocks. (2021). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:497-522. Full description at Econpapers || Download paper | |
2021 | The GameStop Episode: What Happened and What Does It Mean?. (2021). Malz, Allan M. In: Journal of Applied Corporate Finance. RePEc:bla:jacrfn:v:33:y:2021:i:4:p:87-97. Full description at Econpapers || Download paper | |
2021 | Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets. (2021). Foucault, Thierry ; Colliard, Jean-Edouard ; Hoffmann, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247. Full description at Econpapers || Download paper | |
2021 | Asset Pricing and Sports Betting. (2021). Moskowitz, Tobias J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3153-3209. Full description at Econpapers || Download paper | |
2021 | ISO order imbalances and individual stock returns. (2021). Cox, Justin. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:1:p:5-23. Full description at Econpapers || Download paper | |
2021 | From Implicit to Explicit: The Impact of Disclosure Requirements on Hidden Transaction Costs. (2021). Watts, Edward M ; Eventov, Omri ; Cuny, Christine . In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:1:p:215-242. Full description at Econpapers || Download paper | |
2022 | How is Earnings News Transmitted to Stock Prices?. (2022). Martineau, Charles ; Gregoire, Vincent. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:261-297. Full description at Econpapers || Download paper | |
2021 | Size matters for OTC market makers: General results and dimensionality reduction techniques. (2021). Gueant, Olivier ; Bergault, Philippe. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:279-322. Full description at Econpapers || Download paper | |
2021 | Optimal investment, derivative demand, and arbitrage under price impact. (2021). Spiliopoulos, Konstantinos ; Robertson, Scott ; Anthropelos, Michail. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:3-35. Full description at Econpapers || Download paper | |
2021 | Liquidity in competitive dealer markets. (2021). Muhlekarbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:3:p:827-856. Full description at Econpapers || Download paper | |
2021 | Option Trading and REIT Returns. (2021). Sheng, Hainan ; Harrison, David M ; Cashman, George D. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:332-389. Full description at Econpapers || Download paper | |
2022 | Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970. Full description at Econpapers || Download paper | |
2021 | Robust Estimation of Integrated Volatility. (2021). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2115. Full description at Econpapers || Download paper | |
2022 | THE LAW OF ONE PRICE, BORDERS AND PURCHASING POWER PARITY. (2022). Pippenger, John. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt5b17d1dr. Full description at Econpapers || Download paper | |
2021 | Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322. Full description at Econpapers || Download paper | |
2021 | Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529. Full description at Econpapers || Download paper | |
2021 | The Influence of Oil Price Fluctuations on Stock Market of Developing Economies: A Focus on Nigeria. (2021). Iyoha, Francis O ; Agbo, Elias Igwebuike ; Eluyela, Damilola Felix ; Nwude, Chuke. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-13. Full description at Econpapers || Download paper | |
2021 | Nexus between Crude Oil, Exchange Rate and Stock Market Returns: An Empirical Evidence from Indian Context. (2021). Marathe, Shripad Ramchandra ; Shirodkar, Sanjeeta ; Raju, Guntur Anjana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-21. Full description at Econpapers || Download paper | |
2022 | Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques. (2022). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-23. Full description at Econpapers || Download paper | |
2022 | Do investors value audit quality of complex estimates?. (2022). Chen, Bingyi. In: Advances in accounting. RePEc:eee:advacc:v:57:y:2022:i:c:s0882611022000141. Full description at Econpapers || Download paper | |
2022 | Can anti-corruption help realize the “strong” Porter Hypothesis in China? Evidence from Chinese manufacturing enterprises. (2022). Liu, Zhiyong John ; Chen, Xiaoyang. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s104900782200032x. Full description at Econpapers || Download paper | |
2021 | The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241. Full description at Econpapers || Download paper | |
2021 | Pension funds and IPO pricing. Evidence from a quasi-experiment. (2021). Langer, Piotr B ; Roszkowska, Paulina. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:4:s0890838920300639. Full description at Econpapers || Download paper | |
2021 | Options trading and the cost of debt. (2021). Garcia, Sergio J ; Blanco, Ivan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001267. Full description at Econpapers || Download paper | |
2021 | Optimal market-Making strategies under synchronised order arrivals with deep neural networks. (2021). Zheng, Harry ; Lee, Kyungsub ; Jang, Hyun Jin ; Choi, So Eun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000336. Full description at Econpapers || Download paper | |
2021 | Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419. Full description at Econpapers || Download paper | |
2021 | An analysis of impact of cancellation activity on market quality: Evidence from China. (2021). Zhang, Xiaotao ; Chu, Gang. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001498. Full description at Econpapers || Download paper | |
2021 | Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278. Full description at Econpapers || Download paper | |
2021 | Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747. Full description at Econpapers || Download paper | |
2021 | The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327. Full description at Econpapers || Download paper | |
2021 | Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376. Full description at Econpapers || Download paper | |
2022 | Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602. Full description at Econpapers || Download paper | |
2022 | Infectious disease and corporate activities. (2022). Yaghoubi, Mona ; Suleman, Muhammad Tahir. In: Economics Letters. RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000179. Full description at Econpapers || Download paper | |
2021 | Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38. Full description at Econpapers || Download paper | |
2021 | Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120. Full description at Econpapers || Download paper | |
2021 | Does vega-neutral options trading contain information?. (2021). Yang, Heejin ; Ryu, Doojin ; Lee, Jaeram. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:294-314. Full description at Econpapers || Download paper | |
2021 | Oil price shocks and the US stock market: A nonlinear approach. (2021). Kim, Jaebeom ; Hwang, Inwook. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:23-36. Full description at Econpapers || Download paper | |
2022 | The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50. Full description at Econpapers || Download paper | |
2021 | Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications. (2021). Kang, Sanghoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003844. Full description at Econpapers || Download paper | |
2021 | Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394. Full description at Econpapers || Download paper | |
2021 | Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120. Full description at Econpapers || Download paper | |
2022 | What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?. (2022). Tsouknidis, Dimitris ; Clerides, Sofronis ; Lambertides, Neophytos ; Krokida, Styliani-Iris. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005880. Full description at Econpapers || Download paper | |
2022 | Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound. (2022). Sharma, Shahil ; Sardar, Naafey. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000056. Full description at Econpapers || Download paper | |
2022 | Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Kang, Sanghoon ; McIver, Ron ; Vo, Xuan Vinh ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000603. Full description at Econpapers || Download paper | |
2022 | Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731. Full description at Econpapers || Download paper | |
2022 | Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413. Full description at Econpapers || Download paper | |
2021 | Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914. Full description at Econpapers || Download paper | |
2021 | Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach. (2021). Marsh, Ian W ; Huang, Chih-Yueh ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302063. Full description at Econpapers || Download paper | |
2021 | Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803. Full description at Econpapers || Download paper | |
2021 | The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011. Full description at Econpapers || Download paper | |
2021 | The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074. Full description at Econpapers || Download paper | |
2021 | Oil shocks and stock market: Revisiting the dynamics. (2021). B, Anand ; Paul, Sunil ; Anand, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000165. Full description at Econpapers || Download paper | |
2021 | Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002085. Full description at Econpapers || Download paper | |
2022 | Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674. Full description at Econpapers || Download paper | |
2022 | How do dynamic jumps in global crude oil prices impact Chinas industrial sector?. (2022). Ye, Shuping ; Mou, Xinjie ; Zhang, Chuanguo. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005084. Full description at Econpapers || Download paper | |
2021 | Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120. Full description at Econpapers || Download paper | |
2021 | Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491. Full description at Econpapers || Download paper | |
2021 | A comprehensive look at stock return predictability by oil prices using economic constraint approaches. (2021). Wahab, M. I. M., ; Lu, Xinjie ; Wang, Ruoxin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002258. Full description at Econpapers || Download paper | |
2022 | Brokered versus dealer markets: Impact of proprietary trading with transaction fees. (2022). Tian, Yuan ; Nishide, Katsumasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302266. Full description at Econpapers || Download paper | |
2022 | Energy price uncertainty and the value premium. (2022). Zhong, Angel ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Chiah, Mardy. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000370. Full description at Econpapers || Download paper | |
2022 | Trading restriction and the choice for derivatives. (2022). Liu, Xiaoquan ; Shi, Yining ; Ye, Wuyi ; Chen, Pengzhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000862. Full description at Econpapers || Download paper | |
2022 | The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms acquisitions. (2022). Zhang, Zeyu ; Monaco, Eleonora ; Ibikunle, Gbenga ; Palumbo, Riccardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200148x. Full description at Econpapers || Download paper | |
2021 | Understanding Bitcoin liquidity. (2021). Scharnowski, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311286. Full description at Econpapers || Download paper | |
2021 | Price discovery and its determinants for the Chinese soybean options and futures markets. (2021). Li, Zihe ; Liu-Chen, Baiao ; Hao, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320305444. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2006 | Electronic Trading in Stock Markets In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 30 |
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1973 | The Relationship Between Put and Call Option Prices: Reply. In: Journal of Finance. [Full Text][Citation analysis] | article | 9 |
1978 | The Supply of Dealer Services in Securities Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 448 |
2002 | The Supply of Dealer Services in Securities Markets.(2002) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 448 | paper | |
The Supply of Dealer Services in Securities Markets.() In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 448 | paper | ||
1978 | The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks. In: Journal of Finance. [Full Text][Citation analysis] | article | 208 |
The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks.() In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 208 | paper | ||
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1979 | Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 35 |
Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium.() In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 35 | paper | ||
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2001 | Tick Size, Bid-Ask Spreads, and Market Structure In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 41 |
1970 | Small Business and the New Issues Market for Equities In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 44 |
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2001 | Exchange rates and firms liquidity: evidence from ADRs In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
1986 | The Law of One Price in international commodity markets: A reformulation and some formal tests In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 13 |
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The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised).() In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
Price Impacts of Block Trading on the NYSE In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 | |
Price Impacts of Block Trading on the NYSE.() In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
Portfolio Diversification of NYSE Specialist Units In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 | |
Portfolio Diversification of NYSE Specialist Units.() In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
Discounts and Premiums on Shares of Diversified Closed-End Investment Funds In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 | |
1998 | Special Issue: Ten Years Since the Crash of 1987 In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 0 |
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1990 | Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew. In: The Journal of Business. [Full Text][Citation analysis] | article | 18 |
1996 | Energy shocks and financial markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 432 |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team