Philip Alexander Stork : Citation Profile


Are you Philip Alexander Stork?

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

6

H index

6

i10 index

127

Citations

RESEARCH PRODUCTION:

15

Articles

14

Papers

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 4
   Journals where Philip Alexander Stork has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 8 (5.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst361
   Updated: 2019-12-07    RAS profile: 2019-10-09    
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Relations with other researchers


Works with:

Kräussl, Roman (8)

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 (4)

Carrera, Cesar (3)

Zhou, Chen (3)

van Oordt, Maarten (3)

Siregar, Reza (3)

cotter, john (3)

Forbes, Catherine (2)

De Grauwe, Paul (2)

Serletis, Apostolos (2)

Ibragimov, Marat (2)

Voia, Marcel (2)

Cites to:

de Vries, Casper (15)

Pedersen, Lasse (9)

Straetmans, Stefan (8)

Hartmann, Philipp (7)

Jorgensen, Bjorn (6)

Danielsson, Jon (6)

Baker, Malcolm (5)

Wurgler, Jeffrey (5)

HUANG, MING (5)

Lo, Andrew (5)

Acharya, Viral (5)

Main data


Where Philip Alexander Stork has published?


Journals with more than one article published# docs
Economics Letters2
European Financial Management2
Marketing Letters2

Working Papers Series with more than one paper published# docs
CFS Working Paper Series / Center for Financial Studies (CFS)4
Tinbergen Institute Discussion Papers / Tinbergen Institute4

Recent works citing Philip Alexander Stork (2018 and 2017)


YearTitle of citing document
2018A MODEL OF INFLATION TRANSMISSION IN AN EXCHANGE RATE TARGET ZONE. (2018). Chua, Kevin C. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:285-297.

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2017Systemic risk and individual risk: A trade-off?. (2017). Yongoua Tchikanda, Gaelle Tatiana. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-16.

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2017The effect of the US subprime crisis on Canadian banks. (2017). Bandyopadhyay, Satiprasad ; Kennedy, Duane ; Jha, Ranjini. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:58-74.

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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.

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2019Geographical spillovers on the relation between risk-taking and market power in the US banking sector. (2019). Pino Saldías, Gabriel ; Rodriguez, Alejandro ; Herrera, Rodrigo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:351-364.

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2019Audit committees and systematic risk: Evidence from Taiwan’s regulatory change. (2019). Huang, Hsu-Huei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:477-491.

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2019One country, two systems? The heavy-tailedness of Chinese A- and H- share markets. (2019). Ibragimov, Rustam ; Chen, Zhimin. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:115-141.

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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.

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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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2019Determinants of real estate bank profitability. (2019). Serra, Ana Paula ; Martins, Antonio Miguel ; Stevenson, Simon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:282-300.

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2018Capital market liability of foreignness of IPO firms. (2018). Tupper, Christina H ; Benischke, Mirko ; Guldiken, Orhun . In: Journal of World Business. RePEc:eee:worbus:v:53:y:2018:i:4:p:555-567.

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2017A Study on the Impact of the Short Selling Ban on FIBS. (2017). Grima, Simon ; Sammut, Stephen. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:v:y:2017:i:1:p:18-48.

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2018Individual, Systematic and Systemic Risks in the Danish Banking Sector. (2018). Dreyer, Johannes K ; Zugrav, Victoria ; Schmid, Peter A. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:4:p:320-350.

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2019Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects. (2019). Gao, Wangfeng ; Xu, Guoxiang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1402-:d:211569.

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2019Systemic Risk and Centrality Revisited: The Role of Interactions. (2019). Wilhelmsson, Anders ; Krygier, Dominika ; Vilhelmsson, Anders ; Asgharian, Hossein. In: Working Papers. RePEc:hhs:lunewp:2019_004.

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2017The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway. (2017). Serletis, Apostolos ; Kyritsis, Evangelos. In: Discussion Papers. RePEc:hhs:nhhfms:2017_007.

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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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2019Managerial risk-taking incentives and the systemic risk of financial institutions. (2019). Vahamaa, Sami ; Iqbal, Jamshed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0780-z.

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2019Celebrity endorsements in emerging markets: Align endorsers with brands or with consumers?. (2019). Roy, Subhadip ; Grewal, Dhruv ; Biswas, Abhijit ; Guha, Abhijit. In: Journal of International Business Studies. RePEc:pal:jintbs:v:50:y:2019:i:3:d:10.1057_s41267-018-00209-1.

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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). Simonelli, Saverio ; Pagano, Marco ; 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
2013Bank Size and Systemic Risk In: European Financial Management.
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article12
2016Investing in Systematic Factor Premiums In: European Financial Management.
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article1
2015Investing in Systematic Factor Premiums.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
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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article24
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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article20
1992Differences between foreign exchange rate regimes: The view from the tails In: Journal of International Money and Finance.
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article33
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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article14
2011The value of celebrity endorsements: A stock market perspective In: Marketing Letters.
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article10
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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article2
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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2017Implied volatility sentiment: A tale of two tails.(2017) In: CFS Working Paper Series.
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2013The 2011 European short sale ban on financial stocks: A cure or a curse? In: CFS Working Paper Series.
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2017Single stock call options as lottery tickets In: CFS Working Paper Series.
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2018Predictable biases in macroeconomic forecasts and their impact across asset classes In: CFS Working Paper Series.
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