SEHA M. TINIC : Citation Profile


Are you SEHA M. TINIC?

8

H index

8

i10 index

288

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   28 years (1971 - 1999). See details.
   Cites by year: 10
   Journals where SEHA M. TINIC has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pti130
   Updated: 2019-11-10    RAS profile: 2012-05-20    
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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 SEHA M. TINIC.

Is cited by:

Caporale, Guglielmo Maria (10)

Plastun, Alex (8)

Hudson, Robert (7)

Gil-Alana, Luis (4)

Sarkissian, Sergei (4)

Loubergé, Henri (3)

bouoiyour, jamal (3)

cerrato, mario (3)

Goodell, John (2)

Bibas, Ruben (2)

Hallegatte, Stephane (2)

Cites to:

Hansen, Robert (1)

Sanders, Anthony (1)

mccormick, robert (1)

Karolyi, G. (1)

Fabozzi, Frank (1)

French, Kenneth (1)

Main data


Where SEHA M. TINIC has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis4
Journal of Finance4
Journal of Financial Economics3
Bell Journal of Economics2

Recent works citing SEHA M. TINIC (2018 and 2017)


YearTitle of citing document
2017The TIPS Liquidity Premium. (2017). Riddell, Simon ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2017-27.

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2018Managing financial constraints: undercapitalization and underwriting capacity in Spanish fire insurance. (2018). Gonzlez, Pablo Gutirrez ; Andersson, Larsa Fredrik. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:2:p:567-592.

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2018Mutual Fund Flows and Seasonalities in Stock Returns. (2018). Margaritis, Dimitris ; Lee, John Byong-Tek ; Wagner, Moritz. In: Working Papers in Economics. RePEc:cbt:econwp:18/17.

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2018Price Overreactions in the Cryptocurrency Market. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6861.

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2018On the Frequency of Price Overreactions. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7011.

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2018Price Overreactions in the Cryptocurrency Market. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1718.

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2017Stock predictability and preceding stock price changes – evidence from central and eastern european markets. (2017). Hudson, Robert ; Ison, Liam . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00217.

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2018Forecasting Natural Gas: A Literature Survey. (2018). Tamba, Jean Gaston ; Njomo, Donatien ; Soldo, Bozidar ; Nsouandele, Jean Luc ; Koffi, Francis Djanna ; Sapnken, Emmanuel Flavian ; Essiane, Salome Ndjakomo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-28.

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2017Market maker competition and price efficiency: Evidence from China. (2017). Zhang, Wei ; Feng, XU ; Huang, Ke. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:121-131.

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2018The financial effects of Trumpism. (2018). Anh, Huy Nguyen ; Pham, Nhi ; Huynh, Tam ; Moosa, Nisreen ; Ramiah, Vikash. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:264-274.

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2019Idiosyncratic volatility, the VIX and stock returns. (2019). Chen, Nir ; Kliger, Doron ; Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:431-441.

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2018A natural experiment for efficient markets: Information quality and influential agents. (2018). Mills, Brian ; Salaga, Steven. In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:23-39.

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2018The MAX effect: Lottery stocks with price limits and limits to arbitrage. (2018). Hung, Weifeng ; Yang, Jimmy J. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:77-91.

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2017Analysing the determinants of insolvency risk for general insurance firms in the UK. (2017). cerrato, mario ; Caporale, Guglielmo Maria ; Zhang, Xuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:107-122.

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2018The cross-section of expected stock returns in the property/liability insurance industry. (2018). ben Ammar, Semir ; Milidonis, Andreas ; Eling, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:292-321.

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2017Settlement agreement types of federal corporate prosecution in the U.S. and their impact on shareholder wealth. (2017). Flore, Christian ; Schiereck, Dirk ; Kolaric, Sascha . In: Journal of Business Research. RePEc:eee:jbrese:v:76:y:2017:i:c:p:145-158.

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2019Price reversals and price continuations following large price movements. (2019). Dyl, Edward A ; Zaynutdinova, Gulnara R ; Yuksel, Zafer H. In: Journal of Business Research. RePEc:eee:jbrese:v:95:y:2019:i:c:p:1-12.

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2017Reference-dependent preferences and the risk–return trade-off. (2017). Wang, Huijun ; Yu, Jianfeng ; Yan, Jinghua . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:395-414.

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2019Volatility and the cross-section of corporate bond returns. (2019). Wu, Chunchi ; Wang, Junbo ; Chung, Kee H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:397-417.

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2017When to pray to the angels for funding: The seasonality of angel investing in new ventures. (2017). Cox, Kevin C ; Stewart, Steven A ; Lortie, Jason. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:7:y:2017:i:c:p:68-76.

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2018Seasonality in the Saudi stock market: The Hajj effect. (2018). Wasiuzzaman, Shaista. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:273-281.

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2017Firm-specific stock and bond predictability: New evidence from Canada. (2017). Gubellini, S ; Cao, N ; Galvani, V. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:174-192.

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2019Corporate debt maturity and future firm performance volatility. (2019). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:216-237.

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2017Examining the relationship between earning management and market liquidity. (2017). Habib, Aymen ; Ajina, Aymen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1164-1172.

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2017Risk, return, and liquidity during Ramadan: Evidence from Indonesian and Malaysian stock markets. (2017). Lai, Ya-Wen ; Windawati, Atif. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:233-241.

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2017How do stocks react to extreme market events? Evidence from Brazil. (2017). Chaudhury, MO ; Souza, Alceu ; Piccoli, Pedro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:275-284.

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2019Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2019). Dunne, Peter. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:58-:d:221149.

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2018Are UK industries resilient in dealing with uncertainty? The case of Brexit. (2018). Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01736632.

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2017The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01419295.

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2018Short-Term Price Overreactions: Identification, Testing, Exploitation. (2018). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9651-2.

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2018Stock price reaction to profit warnings: the role of time-varying betas. (2018). Yin, Shuxing ; Saadouni, Brahim ; Benamraoui, Abdelhafid ; Mazouz, Khelifa. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0623-3.

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2018Are UK industries resilient in dealing with uncertainty? The case of Brexit. (2018). bouoiyour, jamal. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:15:y:2018:i:2:p:277-292.

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2017Will firm quality determine the relationship between stock return and idiosyncratic volatility? A new investigation of idiosyncratic volatility. (2017). Wang, Xiaoli. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:5:d:10.1057_s41260-017-0044-9.

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2018Evidence of Idiosyncratic Seasonality in ETFs Performance. (2018). de Castro, Duarte Andre ; Alves, Carlos Francisco. In: FEP Working Papers. RePEc:por:fepwps:603.

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2018The Momentum Effect for Canadian Corporate Bonds. (2018). Galvani, Valentina ; Li, Lifang. In: Working Papers. RePEc:ris:albaec:2018_016.

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2017Optimal dealer pricing under transaction uncertainty. (2017). Guo, Cheng ; Gao, Jinwu . In: Journal of Intelligent Manufacturing. RePEc:spr:joinma:v:28:y:2017:i:3:d:10.1007_s10845-014-1002-8.

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2017Impact of Muslim Holy Days on Asian stock markets: An empirical evidence. (2017). Akhter, Waheed ; Elgammal, Mohammed M ; Ashraf, Namrah ; Ali, Irfan. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1311096.

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2017Idiosyncratic volatility and stock returns: Indian evidence. (2017). Ansari, Valeed Ahmad ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1420998.

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2019A test of speculative arbitrage: is the cross-section of volatility invariant?. (2019). Bernhardt, Dan ; Ruchti, Thomas G ; Barardehi, Yashar H. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1204.

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Works by SEHA M. TINIC:


YearTitleTypeCited
1973Portfolio Returns and the Random Walk Theory: Comment. In: Journal of Finance.
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article0
1974Marketability of Common Stocks in Canada and the U.S.A.: A Comparison of Agent versus Dealer Dominated Markets. In: Journal of Finance.
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article27
1981Impact of Regulation on Economic Behavior: Discussion. In: Journal of Finance.
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article0
1981Reinsurance under Conditions of Capital Market Equilibrium: A Note. In: Journal of Finance.
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article27
1987Seasonality in Canadian Stock Prices: A Test of the “Tax-Loss-Selling” Hypothesis In: Journal of Financial and Quantitative Analysis.
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article13
1993The Risk and Required Return of Common Stock following Major Price Innovations In: Journal of Financial and Quantitative Analysis.
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article16
1972Comment: Forecasting and Analysis of Corporate Financial Performance with an Econometric Model of the Firm In: Journal of Financial and Quantitative Analysis.
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article0
1972Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market In: Journal of Financial and Quantitative Analysis.
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article43
1984Risk and return : Janaury vs. the rest of the year In: Journal of Financial Economics.
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article27
1988Risk aversion, uncertain information, and market efficiency In: Journal of Financial Economics.
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article94
1999Optimal choice of contracting methods: negotiated versus competitive underwritings revisited In: Journal of Financial Economics.
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article0
1973Estimation of Rural Demand for Natural Gas In: Management Science.
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article5
1980The Securities Industry under Negotiated Brokerage Commissions: Changes in the Structure and Performance of New York Stock Exchange Member Firms In: Bell Journal of Economics.
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article3
1971Minimum Commission Rates on New York Stock Exchange Transactions In: Bell Journal of Economics.
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article2
1986Risk, Return, and Equilibrium: A Revisit. In: Journal of Political Economy.
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article31

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