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

92

Citations

RESEARCH PRODUCTION:

13

Articles

13

Papers

RESEARCH ACTIVITY:

   26 years (1991 - 2017). See details.
   Cites by year: 3
   Journals where Philip Alexander Stork has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 7 (7.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst361
   Updated: 2017-09-23    RAS profile: 2017-03-10    
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Relations with other researchers


Works with:

Kräussl, Roman (7)

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

Is cited by:

cotter, john (3)

Carrera, Cesar (3)

Pontines, Victor (3)

Siregar, Reza (3)

Pesaran, M (2)

Ruge-Murcia, Francisco (2)

Voia, Marcel (2)

Forbes, Catherine (2)

Pozo, Susan (2)

Korenok, Oleg (2)

Doucouliagos, Chris (2)

Cites to:

de Vries, Casper (13)

Pedersen, Lasse (9)

Straetmans, Stefan (7)

Jorgensen, Bjorn (6)

Danielsson, Jon (6)

Thaler, Richard (5)

Wurgler, Jeffrey (5)

Baker, Malcolm (5)

HUANG, MING (5)

Hartmann, Philipp (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 (2017 and 2016)


YearTitle of citing document
2016FX Options in Target Zone. (2016). Carr, Peter ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1512.01527.

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

2016Invisible walls: Do psychological barriers really exist in stock index levels?. (2016). Woodhouse, Sam Alan ; Kumar, Kuldeep ; Bhattacharya, Sukanto ; Singh, Harminder . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:267-278.

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2016A note on why doesnt the choice of performance measure matter?. (2016). guo, biao ; Xiao, Yugu . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:248-254.

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2016Mind the gap: Psychological barriers in gold and silver prices. (2016). O'Connor, Fergal A. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:135-140.

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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2016Does corporate governance affect Australian banks performance?. (2016). Salim, Ruhul ; Arjomandi, Amir ; Seufert, Juergen Heinz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:113-125.

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2016Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015. (2016). Lera, Sandro Claudio ; Sornette, Didier . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:28-47.

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2017The value of winning: endorsement returns in individual sports. (2017). Gerritsen, Dirk F ; 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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Works by Philip Alexander Stork:


YearTitleTypeCited
2011Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers).
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paper0
2011Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 0
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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paper0
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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article1
2011Contagion risk in the Australian banking and property sectors In: Journal of Banking & Finance.
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article16
1992Differences between foreign exchange rate regimes: The view from the tails In: Journal of International Money and Finance.
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article27
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.
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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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article5
2013When a celebrity endorser is disgraced: A twenty-five-year event study In: Marketing Letters.
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article0
2015Risk Measures for Autocorrelated Hedge Fund Returns In: Journal of Financial Econometrics.
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article1
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
2017Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment In: Tinbergen Institute Discussion Papers.
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paper0
2017Implied 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.
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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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