Susan Thomas : Citation Profile


Are you Susan Thomas?

Indira Gandhi Institute of Development Research (IGIDR)

4

H index

1

i10 index

98

Citations

RESEARCH PRODUCTION:

6

Articles

30

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 4
   Journals where Susan Thomas has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 8 (7.55 %)

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   Permalink: http://citec.repec.org/pth170
   Updated: 2020-08-01    RAS profile: 2020-01-29    
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Relations with other researchers


Works with:

Sane, Renuka (7)

Aggarwal, Nidhi (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Susan Thomas.

Is cited by:

Sosvilla-Rivero, Simon (7)

Sane, Renuka (7)

Gómez-Puig, Marta (7)

Reboredo, Juan (6)

Louzis, Dimitrios (3)

Shah, Ajay (3)

perez-amaral, teodosio (2)

Mestel, Roland (2)

Ruiz, Esther (2)

Baum, Christopher (2)

Brownlees, Christian (2)

Cites to:

Sane, Renuka (8)

Anagol, Santosh (6)

Cole, Shawn (6)

ARUN, THANKOM (4)

Madrian, Brigitte (4)

Warnock, Francis (3)

Menkveld, Albert (3)

Demirguc-Kunt, Asli (3)

Vickery, James (3)

Hoffmann, Peter (3)

Ghatak, Maitreesh (3)

Main data


Where Susan Thomas has published?


Journals with more than one article published# docs
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Indira Gandhi Institute of Development Research, Mumbai Working Papers / Indira Gandhi Institute of Development Research, Mumbai, India20

Recent works citing Susan Thomas (2019 and 2018)


YearTitle of citing document
2019Performance attribution of mutual funds in India: outperformance or mis‐representation?. (2019). Chauhan, Gaurav Singh. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:383-409.

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2018Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:953.

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2019Value-at-risk methodologies for effective energy portfolio risk management. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:197-212.

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2019Stock market trading in the aftermath of an accounting scandal. (2019). Sane, Renuka. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:1.

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2019Range-based DCC models for covariance and value-at-risk forecasting. (2019). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:58-76.

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2019Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2019). Baum, Christopher ; Zerilli, Paola ; Chen, Liyuan. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:111-129.

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2018Implied volatility indices: A review and extension in the Turkish case. (2018). Sensoy, Ahmet ; Omole, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:151-161.

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2018Algorithmic trading and liquidity: Long term evidence from Austria. (2018). Theissen, Erik ; Mestel, Roland ; Murg, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:198-203.

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2019Algorithmic and high frequency trading in Asia-Pacific, now and the future. (2019). Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:186-207.

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2017.

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2018.

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2019.

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2018Does the Assumption on Innovation Process Play an Important Role for Filtered Historical Simulation Model?. (2018). Altun, Emrah ; Nadarajah, Saralees ; Ozel, Gamze ; Tatlidil, Huseyin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:7-:d:128249.

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2018The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios’ Returns. (2018). Su, Jung-Bin ; Hung, Jui-Cheng . In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:133-:d:183478.

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2018Algorithmic Trading and Liquidity: Long Term Evidence from Austria. (2018). Theissen, Erik ; Mestel, Roland ; Murg, Michael. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2018-03.

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2017Intensive and extensive margins of exports: What can India learn from China?. (2017). Veeramani, C ; Aerath, Lakshmi ; Gupta, Prachi. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-002.

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2017Watching Indias insolvency reforms: A New dataset of insolvency cases. (2017). Zaveri, Bhargavi ; Shaikh, Gausia ; Chatterjee, Sreyan . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-012.

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2018“Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201803.

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2018Stock Market Trading in the Aftermath of an Accounting Scandal.. (2018). Sane, Renuka. In: Working Papers. RePEc:npf:wpaper:18/198.

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2018Fair play in Indian Health Insurance.. (2018). Shah, Ajay ; Patnaik, Ila ; Roy, Shubho ; Malhotra, Shefali. In: Working Papers. RePEc:npf:wpaper:18/228.

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2018Value Destruction and Wealth Transfer under the Insolvency and Bankruptcy Code, 2016.. (2018). Datta, Pratik. In: Working Papers. RePEc:npf:wpaper:18/247.

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2018Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate. (2018). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0038-z.

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2019Value at Risk and Expected Shortfall under General Semi-parametric GARCH models. (2019). Zhang, Xuehai . In: Working Papers CIE. RePEc:pdn:ciepap:123.

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2019Value at Risk and Expected Shortfall under General Semi-parametric GARCH models. (2019). Zhang, Xuehai . In: Working Papers CIE. RePEc:pdn:ciepap:126.

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2019Social groups and credit shocks: Evidence of inequalities in consumption smoothing. (2019). Saxena, Vibhor ; Lemay-Boucher, Philippe ; Bindal, Ishaan. In: Discussion Paper Series, School of Economics and Finance. RePEc:san:wpecon:1901.

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2018The microstructural foundations of leverage effect and rough volatility. (2018). Euch, Omar ; Rosenbaum, Mathieu ; Fukasawa, Masaaki. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0360-z.

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2018Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market. (2018). Dixit, Alok ; Singh, Shivam . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0078-3.

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2019A dominance approach for comparing the performance of VaR forecasting models. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1923.

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2019Volatility specifications versus probability distributions in VaR forecasting. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1926.

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2019Information share and its predictability in the Indian stock market. (2019). Inani, Sarveshwar ; Karmakar, Madhusudan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:10:p:1322-1343.

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Works by Susan Thomas:


YearTitleTypeCited
2016The Real Cost of Credit Constraints: Evidence from Micro-finance In: The B.E. Journal of Economic Analysis & Policy.
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2013The real cost of credit constraints: Evidence from micro-finance.(2013) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2010Call auctions : A solution to some difficulties in Indian finance In: Finance Working Papers.
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2010Call auctions: A Solution to some difficulties in Indian finance.(2010) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2008Indian Financial Markets In: Elsevier Monographs.
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2015Reforming personal insolvency law in India.(2015) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2016Evolution of the insolvency framework for non-financial firms in India.(2016) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2016From participation to repurchase: Low income households and micro-insurance.(2016) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2017Response of firms to listing: Evidence from SME exchanges.(2017) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2019When do regulatory interventions work?.(2019) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2013In search of inclusion: informal sector participation in a voluntary, defined contribution pension system.(2013) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2015In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System.(2015) In: Journal of Development Studies.
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2011Liquidity considerations in estimating implied volatility In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2012Liquidity Considerations in Estimating Implied Volatility.(2012) In: Journal of Futures Markets.
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2011The role of government in Indias micro-finance industry In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2011When do stock futures dominate price discovery In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2019When stock futures dominate price discovery.(2019) In: Journal of Futures Markets.
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2011An Economic policy and legal analysis of the Micro Finance Institutions (Development & Regulation) Bill, 2011 In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2012How is financial regulation different for micro-finance? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2012Do changes in distance-to-default anticipate changes in the credit rating? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2012Measuring and explaining the asymmetry of liquidity In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2012What should regulation do in the field of micro-finance? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2013Estimating losses to customers on account of mis-selling life insurance policies in India In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2014Do futures markets help in price discovery and risk management for commodities in India? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2014The way forward for Indias National Pension System In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2014The causal impact of algorithmic trading on market quality In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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2003Selection of Value-at-Risk models In: Journal of Forecasting.
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2014The case of the missing billions: estimating losses to customers due to mis-sold life insurance policies In: Journal of Economic Policy Reform.
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1995Heteroscedasticity models on the BSE In: Finance.
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