Susan Thomas : Citation Profile


Are you Susan Thomas?

Indira Gandhi Institute of Development Research (IGIDR)

5

H index

1

i10 index

87

Citations

RESEARCH PRODUCTION:

6

Articles

29

Papers

1

Books

RESEARCH ACTIVITY:

   22 years (1995 - 2017). See details.
   Cites by year: 3
   Journals where Susan Thomas has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 7 (7.45 %)

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   Permalink: http://citec.repec.org/pth170
   Updated: 2019-08-17    RAS profile: 2019-04-29    
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Relations with other researchers


Works with:

Sane, Renuka (9)

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 (6)

Reboredo, Juan (6)

Gómez-Puig, Marta (6)

Louzis, Dimitrios (3)

Shah, Ajay (3)

Islam, Anisul (2)

Theissen, Erik (2)

Gallo, Giampiero (2)

Jimenez-Martin, Juan (2)

HALKOS, GEORGE (2)

Cites to:

Sane, Renuka (8)

Cole, Shawn (6)

Anagol, Santosh (6)

ARUN, THANKOM (4)

Madrian, Brigitte (4)

Zingales, Luigi (3)

Hoffmann, Peter (3)

Ghatak, Maitreesh (3)

Foucault, Thierry (3)

Burger, John (3)

Vickery, James (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, India19

Recent works citing Susan Thomas (2019 and 2018)


YearTitle of citing document
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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2017Price Discovery in Some Primary Commodity Markets in India. (2017). Kumar, Raushan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00592.

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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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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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2017Assessing the demand for micropensions among India’s poor. (2017). Mitchell, Olivia ; Mukherjee, Anita . In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:9:y:2017:i:c:p:30-40.

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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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2017Evidence of algorithmic trading from Indian equity market: Interpreting the transaction velocity element of financialization. (2017). Syamala, Sudhakara Reddy ; Dubey, Ritesh Kumar ; Chauhan, Yogesh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:31-38.

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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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2017Price discovery in Indian stock index futures market: new evidence based on intraday data. (2017). Inani, Sarveshwar Kumar. In: International Journal of Indian Culture and Business Management. RePEc:ids:ijicbm:v:14:y:2017:i:1:p:23-43.

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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). Chatterjee, Sreyan ; Zaveri, Bhargavi ; Shaikh, Gausia . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-012.

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2019When do regulatory interventions work?. (2019). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2019-011.

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

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2017Regulating consumer finance: Do disclosures matter? The case of life insurance.. (2017). Sane, Renuka ; Halan, Monika . In: Working Papers. RePEc:npf:wpaper:17/212.

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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 ; Roy, Shubho ; Patnaik, Ila ; 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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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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2017Risk forecasting in (T)GARCH models with uncorrelated dependent innovations. (2017). Beckers, Benjamin ; Seidel, Moritz ; Herwartz, Helmut. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:1:p:121-137.

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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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article1
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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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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This paper has another version. Agregated cites: 1
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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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This paper has another version. Agregated cites: 1
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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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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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2019When stock futures dominate price discovery In: Journal of Futures Markets.
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1995Heteroscedasticity models on the BSE In: Finance.
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