Philip Alexander Stork : Citation Profile


Are you Philip Alexander Stork?

Vrije Universiteit Amsterdam (50% share)
Tinbergen Instituut (50% share)

5

H index

4

i10 index

100

Citations

RESEARCH PRODUCTION:

13

Articles

13

Papers

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 3
   Journals where Philip Alexander Stork has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 7 (6.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst361
   Updated: 2018-06-16    RAS profile: 2018-05-06    
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Relations with other researchers


Works with:

Kräussl, Roman (7)

de Vries, Casper (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Philip Alexander Stork.

Is cited by:

Pontines, Victor (3)

Siregar, Reza (3)

Carrera, Cesar (3)

cotter, john (3)

Ruge-Murcia, Francisco (2)

Ibragimov, Marat (2)

van Oordt, Maarten (2)

Korenok, Oleg (2)

Zhou, Chen (2)

Voia, Marcel (2)

Pesaran, M (2)

Cites to:

de Vries, Casper (13)

Pedersen, Lasse (9)

Straetmans, Stefan (7)

Danielsson, Jon (6)

Jorgensen, Bjorn (6)

Thaler, Richard (5)

Hartmann, Philipp (5)

Wurgler, Jeffrey (5)

Ait-Sahalia, Yacine (5)

Baker, Malcolm (5)

Lo, Andrew (5)

Main data


Where Philip Alexander Stork has published?


Journals with more than one article published# docs
Economics Letters2
Marketing Letters2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute4
CFS Working Paper Series / Center for Financial Studies (CFS)3

Recent works citing Philip Alexander Stork (2018 and 2017)


YearTitle of citing document
2017.

Full description at Econpapers || Download paper

2017Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events. (2017). Akhter, Selim ; Daly, Kevin. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:191-205.

Full description at Econpapers || Download paper

2018The “Cubic Law of the Stock Returns” in emerging markets. (2018). Gu, Zhiye ; Ibragimov, Rustam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:182-190.

Full description at Econpapers || Download paper

2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Peer bank behavior, economic policy uncertainty, and leverage decision of financial institutions. (2017). Lee, Chien-Chiang ; Hsu, Yu-Ling ; Zeng, Jhih-Hong . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:79-91.

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2018The zero lower bound and market spillovers: Evidence from the G7 and Norway. (2018). Serletis, Apostolos ; Kyritsis, Evangelos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:100-123.

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2017The value of winning: endorsement returns in individual sports. (2017). Gerritsen, Dirk ; van Rheenen, Saskia . In: Marketing Letters. RePEc:kap:mktlet:v:28:y:2017:i:3:d:10.1007_s11002-017-9422-9.

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2018Loss or gain? The impact of Chinese local celebrity endorser scandal on the global market value of the endorsed brands. (2018). Zhang, Junzhou ; Huang, Lei. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:6:y:2018:i:1:d:10.1057_s41270-018-0028-8.

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2017Collateral scarcity premia in euro area repo markets. (2017). Ferrari, Massimo ; Mazzacurati, Julien ; Guagliano, Claudia. In: ESRB Working Paper Series. RePEc:srk:srkwps:201755.

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2018Short-selling bans and bank stability. (2018). Pagano, Marco ; Simonelli, Saverio ; Fabbri, Daniela ; Beber, Alessandro . In: ESRB Working Paper Series. RePEc:srk:srkwps:201864.

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Works by Philip Alexander Stork:


YearTitleTypeCited
2011Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers).
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paper1
2015Risk Measures for Autocorrelated Hedge Fund Returns.(2015) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 1
article
2011Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2015Investing in Systematic Factor Premiums In: CEPR Discussion Papers.
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paper0
2014The 2011 European Short Sale Ban: An Option Market Perspective In: LSF Research Working Paper Series.
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paper1
2013On agricultural commodities extreme price risk In: DNB Working Papers.
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paper2
2012Asymmetric extreme tails and prospective utility of momentum returns In: Economics Letters.
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article1
1994Should we care? psychological barriers in stock markets In: Economics Letters.
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article22
1995New evidence on the effectiveness of foreign exchange market intervention In: European Economic Review.
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article3
2016The 2011 European short sale ban: A cure or a curse? In: Journal of Financial Stability.
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article2
2011Contagion risk in the Australian banking and property sectors In: Journal of Banking & Finance.
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article18
1992Differences between foreign exchange rate regimes: The view from the tails In: Journal of International Money and Finance.
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article29
1992Policy optimization by lexicographic preference ordering In: Journal of Policy Modeling.
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article0
2011The intertemporal mechanics of European stock price momentum In: Studies in Economics and Finance.
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article0
1991Policy Optimization Using a Lexicographic Preference Ordering. In: Erasmus University of Rotterdam - Institute for Economic Research.
[Citation analysis]
paper0
1994Between Realignments and Intervention: the Belgian Franc in the European Monetary System. In: Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
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paper0
1998An EMS target zone model in discrete time In: Journal of Applied Econometrics.
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article13
2011The value of celebrity endorsements: A stock market perspective In: Marketing Letters.
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article7
2013When a celebrity endorser is disgraced: A twenty-five-year event study In: Marketing Letters.
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article0
2012Short-selling bans and contagion risk In: Journal of Financial Transformation.
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article0
2013Short-Selling, Leverage and Systemic Risk In: Tinbergen Institute Discussion Papers.
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paper1
2018Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment In: Tinbergen Institute Discussion Papers.
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paper0
2018Implied Volatility Sentiment: A Tale of Two Tails In: Tinbergen Institute Discussion Papers.
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paper0
2017Implied volatility sentiment: A tale of two tails.(2017) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013The 2011 European short sale ban on financial stocks: A cure or a curse? In: CFS Working Paper Series.
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paper0
2017Single stock call options as lottery tickets In: CFS Working Paper Series.
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paper0

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