David S. Sun : Citation Profile


Are you David S. Sun?

Taiwan Academy of Banking and Finance

1

H index

0

i10 index

4

Citations

RESEARCH PRODUCTION:

6

Articles

11

Papers

RESEARCH ACTIVITY:

   7 years (2007 - 2014). See details.
   Cites by year: 0
   Journals where David S. Sun has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (20 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu248
   Updated: 2021-01-23    RAS profile: 2019-07-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with David S. Sun.

Is cited by:

Cites to:

Jarrow, Robert (6)

Longstaff, Francis (5)

Singleton, Kenneth (3)

LIU, JUN (3)

Duffee, Greg (3)

Avery, Christopher (3)

Gatfaoui, Hayette (3)

Duffie, Darrell (3)

merton, robert (3)

Campbell, John (2)

Leland, Hayne (2)

Main data


Where David S. Sun has published?


Journals with more than one article published# docs
Emerging Markets Finance and Trade3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11

Recent works citing David S. Sun (2021 and 2020)


YearTitle of citing document
2020Examining Granger Causality in the Behavioral Reactions of Institutional Investors— Evidence from India. (2020). Mohnot, Rajesh. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s0219091519500279.

Full description at Econpapers || Download paper

Works by David S. Sun:


YearTitleTypeCited
2012Search Costs and Investor Trading Activity: Evidence from Limit Order Books In: Emerging Markets Finance and Trade.
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article1
2011Search costs and investor trading activity: evidences from limit order book.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2012Does Trading Remove or Cause Friction? In: Emerging Markets Finance and Trade.
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article2
2013Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach In: Emerging Markets Finance and Trade.
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article0
2012Behavioral investment strategy matters: a statistical arbitrage approach.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2010What Causes Herding:Information Cascade or Search Cost ? In: MPRA Paper.
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paper1
2009Price informativeness and predictability: how liquidity can help In: MPRA Paper.
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2011Price informativeness and predictability: how liquidity can help.(2011) In: Applied Economics.
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This paper has another version. Agregated cites: 0
article
2011Searching out of Trading Noise: A Study of Intraday Transactions Cost In: MPRA Paper.
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2007Liquidity-adjusted benchmark yield curves: a look at trading concentration and information In: MPRA Paper.
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2007Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information.(2007) In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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This paper has another version. Agregated cites: 0
article
2008Long run credit risk diversification: empirical decomposition of corporate bond spreads In: MPRA Paper.
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2011Does trading remove or bring frictions? In: MPRA Paper.
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2007Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels In: MPRA Paper.
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2014Diversifying Risks in Bond Portfolios: A Cross-border Approach In: MPRA Paper.
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2014Forgive, or Award, Your Debtor? - A Barrier Option Approach In: MPRA Paper.
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2009Are credit spreads too low or too high? A hybrid barrier option approach for financial distress In: Journal of Futures Markets.
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