Susan Thomas : Citation Profile


Are you Susan Thomas?

xKDR Forum

7

H index

2

i10 index

137

Citations

RESEARCH PRODUCTION:

7

Articles

34

Papers

1

Books

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 5
   Journals where Susan Thomas has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 8 (5.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth170
   Updated: 2022-09-24    RAS profile: 2022-07-26    
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Relations with other researchers


Works with:

Aggarwal, Nidhi (5)

Sane, Renuka (2)

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

Is cited by:

Sane, Renuka (8)

Gómez-Puig, Marta (7)

Singh, Manish (7)

Sosvilla-Rivero, Simon (7)

Reboredo, Juan (6)

Shah, Ajay (3)

Louzis, Dimitrios (3)

Baum, Christopher (3)

Islam, Anisul (2)

Gallo, Giampiero (2)

Brownlees, Christian (2)

Cites to:

Sane, Renuka (8)

Menkveld, Albert (6)

CAPELLE-BLANCARD, Gunther (6)

Cole, Shawn (6)

Anagol, Santosh (5)

Zingales, Luigi (5)

ARUN, THANKOM (4)

Hoffmann, Peter (4)

Madrian, Brigitte (4)

Tobacman, Jeremy (3)

Diebold, Francis (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
Working Papers / xKDR4

Recent works citing Susan Thomas (2022 and 2021)


YearTitle of citing document
2022When is the Order to Trade fee effective?. (2021). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:8.

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2021Unearthing Zombies. (2021). Kulkarni, Nirupama ; Waldock, Katherine ; Vij, Siddharth ; Ritadhi, S K. In: Working Papers. RePEc:ash:wpaper:59.

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2021Does bankruptcy law improve the fate of distressed firms? The role of credit channels. (2021). Bose, Udichibarna ; Mallick, Sushanta ; Filomeni, Stefano. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119920302807.

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2021Borrowing from government owned banks & firms liquidation risk. (2021). Kariya, Ankitkumar. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001036.

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2021Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data. (2021). Baum, Christopher ; Chen, Liyuan ; Zerilli, Paola. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302622.

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2022Does something change in the oil market with the COVID-19 crisis?. (2022). Lantz, Frederic ; Farnoosh, Arash ; Zhang, Dan. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:252-268.

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2022Model Risk and Basic Approaches to its Estimation on Example of Market Risk Models. (2022). Lapshin, Victor A ; Yu, Andrey. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:220206:p:91-112.

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2022Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?. (2022). Vasileiou, Evangelos. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10123-8.

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2021Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. (2021). Uhde, Andre ; Feng, Yuanhua ; Letmathe, Sebastian. In: Working Papers CIE. RePEc:pdn:ciepap:141.

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2021Innovation, Firm Size and Ownership: A Study of Firm Transition in India. (2021). Mazumdar, Mainak ; Singh, Poonam ; Agrawal, Swati. In: International Journal of Global Business and Competitiveness. RePEc:spr:ijogbc:v:16:y:2021:i:1:d:10.1007_s42943-021-00022-y.

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2021On time?varying amplitude HGARCH model. (2021). Basatini, Ferdous Mohammadi ; Rezakhah, Saeid ; Valizadeh, Toktam. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2538-2547.

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2021Volatility specifications versus probability distributions in VaR forecasting. (2021). Novales, Alfonso ; Garciajorcano, Laura. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:189-212.

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2021Jumps in foreign exchange spot rates and the informational efficiency of currency forwards. (2021). Sun, Qiao ; Mollica, Vito ; Ibikunle, Gbenga. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1201-1219.

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Works by Susan Thomas:


YearTitleTypeCited
2021Does the quality of land records affect credit access of households in India? In: Working Papers.
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2021The footprint of union government procurement in India In: Working Papers.
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2022When is the Order to Trade Ratio fee effective? In: Working Papers.
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2021But clouds got in my way: Bias and bias correction of VIIRS nighttime lights data in the presence of clouds In: Working Papers.
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paper0
2020From Participation To Repurchase: Low Income Households And Micro?insurance In: Journal of Risk & Insurance.
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article0
2016From participation to repurchase: Low-income households and micro-insurance.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2017From Participation To Repurchase: Low Income Households And Micro-Insurance.(2017) In: 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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This paper has another version. Agregated cites: 0
paper
2016The Real Cost of Credit Constraints: Evidence from Micro-finance In: The B.E. Journal of Economic Analysis & Policy.
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article2
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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This paper has another version. Agregated cites: 2
paper
2010Call auctions : A solution to some difficulties in Indian finance In: Finance Working Papers.
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paper3
2010Call Auctions: A Solution to Some Difficulties in Indian Finance.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
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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This paper has another version. Agregated cites: 3
paper
2008Indian Financial Markets In: Elsevier Monographs.
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book8
2016Reforming Personal Insolvency Law in India In: Working Papers.
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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 In: Working Papers.
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paper9
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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This paper has another version. Agregated cites: 9
paper
2017Response of Firms to Listing: Evidence from SME Exchanges In: Working Papers.
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paper2
2017Response of firms to listing: Evidence from SME exchanges.(2017) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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This paper has another version. Agregated cites: 2
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2019When do regulatory interventions work? In: 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 In: Working Papers.
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paper1
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
paper
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
article
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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This paper has another version. Agregated cites: 5
article
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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paper8
2019When stock futures dominate price discovery.(2019) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 8
article
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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paper2
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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paper1
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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paper7
2003Selection of Value-at-Risk models In: Journal of Forecasting.
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article63
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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article11
1995Heteroscedasticity models on the BSE In: Finance.
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paper5

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