Citation profile for David S. Sun

David S. Sun : Citation Profile

Taiwan Academy of Banking and Finance

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2007 - 2014). See details.
   Cites by year: 1
   Journals where David S. Sun has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 3 (25 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu248
   Updated: 2024-01-16    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:

Gelos, R. Gaston (1)

Cites to:

Singleton, Kenneth (8)

Longstaff, Francis (7)

Jarrow, Robert (6)

Duffie, Darrell (6)

Duffee, Greg (5)

LIU, JUN (4)

Johansen, Soren (4)

Foucault, Thierry (3)

Avery, Christopher (3)

Gatfaoui, Hayette (3)

merton, robert (3)

Main data

Where David S. Sun has published?

Journals with more than one article published	# docs
Emerging Markets Finance and Trade	3

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	11

Recent works citing David S. Sun (2024 and 2023)

Year	Title of citing document
2023	Overnight returns and investor sentiment: Further evidence from the Taiwan stock market. (2023). Tsai, Pin-Chieh ; Weng, Pei-Shih ; Zhang, Hang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001646. Full description at Econpapers \|\| Download paper

Works by David S. Sun:

Year	Title	Type	Cited
2012	Search Costs and Investor Trading Activity: Evidence from Limit Order Books In: Emerging Markets Finance and Trade. [Full Text][Citation analysis]	article	4
2011	Search costs and investor trading activity: evidences from limit order book.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2012	Does Trading Remove or Cause Friction? In: Emerging Markets Finance and Trade. [Full Text][Citation analysis]	article	2
2013	Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis]	article	0
2012	Behavioral investment strategy matters: a statistical arbitrage approach.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2010	What Causes Herding:Information Cascade or Search Cost ? In: MPRA Paper. [Full Text][Citation analysis]	paper	1
2009	Price informativeness and predictability: how liquidity can help In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2011	Price informativeness and predictability: how liquidity can help.(2011) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2011	Searching out of Trading Noise: A Study of Intraday Transactions Cost In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2007	Liquidity-adjusted benchmark yield curves: a look at trading concentration and information In: MPRA Paper. [Full Text][Citation analysis]	paper	2
2007	Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information.(2007) In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article
2008	Long run credit risk diversification: empirical decomposition of corporate bond spreads In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2011	Does trading remove or bring frictions? In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2007	Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2014	Diversifying Risks in Bond Portfolios: A Cross-border Approach In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2014	Forgive, or Award, Your Debtor? - A Barrier Option Approach In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2009	Are credit spreads too low or too high? A hybrid barrier option approach for financial distress In: Journal of Futures Markets. [Full Text][Citation analysis]	article	0