Sushil Wadhwani : Citation Profile


Are you Sushil Wadhwani?

15

H index

16

i10 index

2386

Citations

RESEARCH PRODUCTION:

18

Articles

23

Papers

1

Books

RESEARCH ACTIVITY:

   22 years (1986 - 2008). See details.
   Cites by year: 108
   Journals where Sushil Wadhwani has often published
   Relations with other researchers
   Recent citing documents: 122.    Total self citations: 1 (0.04 %)

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   Permalink: http://citec.repec.org/pwa225
   Updated: 2022-05-14    RAS profile: 2011-12-16    
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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 Sushil Wadhwani.

Is cited by:

Nickell, Stephen (31)

Sentana, Enrique (26)

Nicolitsas, Daphne (23)

Caporale, Guglielmo Maria (21)

Asongu, Simplice (19)

Fratzscher, Marcel (19)

Masih, Abul (16)

GUESMI, Khaled (15)

Rigobon, Roberto (15)

Machin, Stephen (13)

Ehrmann, Michael (13)

Cites to:

Grossman, Sanford (3)

Mishkin, Frederic (3)

Gertler, Mark (3)

Bernanke, Ben (3)

Gerlach, Stefan (2)

Svensson, Lars (2)

Nelson, Edward (1)

Jorion, Philippe (1)

Allen, Franklin (1)

Poole, William (1)

Gale, Douglas (1)

Main data


Where Sushil Wadhwani has published?


Journals with more than one article published# docs
Economic Journal7
European Economic Review3
Oxford Economic Papers2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics2

Recent works citing Sushil Wadhwani (2021 and 2020)


YearTitle of citing document
2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

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2021Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective. (2021). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2111.09655.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: Working papers. RePEc:bfr:banfra:761.

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2021Intra?industry spill?over effect of default: Evidence from the Chinese bond market. (2021). Li, Jiang ; Xu, Zijin ; Luo, Haoyi ; Hu, Xiaolu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4703-4740.

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2021Information Technology, Business Strategy and the Reassignment of Work from In?House Employees to Agency Temps. (2021). Tanious, Sherry M ; Litwin, Adam Seth. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:59:y:2021:i:3:p:816-847.

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2021Works councils and organizational gender policies in Germany. (2021). Mohrenweiser, Jens ; Jirjahn, Uwe. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:59:y:2021:i:4:p:1020-1048.

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2021Financial stability and the Fed: Evidence from congressional hearings. (2021). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1192-1214.

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2021Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure. (2021). Wagner, Alexander ; Schuette, Dustin ; Arnold, Marc. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:287-325.

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2020Backtesting portfolio value‐at‐risk with estimated portfolio weights. (2020). Pei, Pei ; Du, Zaichao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:605-619.

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2020Alternative Measures of Price Inflation and the Perception of Real Income in Germany. (2020). Schnabl, Gunther ; Israel, Karl-Friedrich. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8583.

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2020How market intervention can prevent bubbles and crashes. (2020). Sornette, Didier ; Westphal, Rebecca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2074.

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2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

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2020Volatility Asymmetry of Scale Indexes - Taking China as an Example. (2020). Gan, Su-Mei ; Lin, Li-Wei ; Cheng, Jao-Hong ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-19.

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2020Price volatility spillovers between supply chain and innovation of financial pledges in China. (2020). Wang, Yinyin ; Zhang, Lang ; Sui, BO ; Chen, DI ; Hu, Haiqing. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:397-413.

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2020Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches. (2020). Lakhal, Faten ; Zorgati, Imen. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:162-169.

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2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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2020Structural breaks in the correlations between Asian and US stock markets. (2020). Chou, Pei-I, ; Lee, Chia-Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830250x.

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2020Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-Rodríguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723.

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2021Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126.

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2021Dynamic linkage between the Chinese and global stock markets: A normal mixture approach. (2021). Matousek, Roman ; Xu, Yang ; Han, Liyan ; Wan, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s156601411830298x.

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2020Global investigation on the country-level idiosyncratic volatility and its determinants. (2020). Caglayan, Mustafa Onur ; Zhang, Liwen ; Xue, Wenjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:143-160.

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2020Do structural breaks in volatility cause spurious volatility transmission?. (2020). Caporin, Massimiliano ; Malik, Farooq. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:60-82.

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2021Global equity market leadership positions through implied volatility measures. (2021). Padungsaksawasdi, Chaiyuth ; Parhizgari, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:180-205.

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2022The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009.

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2020Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505.

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2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. (2020). Gabauer, David ; Filis, George ; Antonakakis, Nikolaos ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030102x.

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2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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2021Does online investor attention drive the co-movement of stock-, commodity-, and energy markets? Insights from Google searches. (2021). Prange, Philipp. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001870.

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2020Pricing inefficiencies and feedback trading: Evidence from country ETFs. (2020). Shao, Jia ; Pantelous, Athanasios A ; Liu, Fei ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301423.

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2020Bearing an imprint: CEOs early-life experience of the Great Chinese Famine and stock price crash risk. (2020). Yao, Daifei ; Hu, Jun ; Tian, Gary Gang ; Long, Wenbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s105752192030154x.

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2020Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599.

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2021Tail risk measurement in crypto-asset markets. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302477.

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2021VIX and liquidity premium. (2021). Honarvar, Iman ; Bams, Dennis. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302945.

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2021Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703.

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2021Trading off accuracy for speed: Hedge funds decision-making under uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Tsionas, Mike G ; Philippas, Dionisis. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000715.

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2020Stock market oscillations during the corona crash: The role of fear and uncertainty. (2020). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320309818.

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2022Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021Liquidity and short-run predictability: Evidence from international stock markets. (2021). Newaz, Mohammad Khaleq ; Park, Jin Suk. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000715.

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2020The nexus of judicial efficiency, social burden and default risk: Cross-country evidence. (2020). Zhang, Zijian ; Peng, Hongfeng ; Zhu, Xiaoquan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s104244312030127x.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2020Business-linkage volatility spillovers between US industries. (2020). Mateut, Simona ; Chevapatrakul, Thanaset ; Diep, Linh Xuan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302730.

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2021Comovement and return predictability in asset markets: An experiment with two Lucas trees. (2021). Noussair, Charles ; Popescu, Andreea Victoria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:671-687.

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2021Institutional investor sentiment and the mean-variance relationship: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:415-441.

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2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

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2021Creditor control rights and resource allocation within firms. (2021). Le, Hanh ; Irani, Rustom M ; Ersahin, Nuri. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:186-208.

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2022Firms’ exposures to geographic risks. (2022). Marston, Richard C ; Gabuniya, Tymur ; Dumas, Bernard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100200x.

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2020Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets. (2020). Ahmed, Bouteska. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300190.

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2021Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach. (2021). Jonek-Kowalska, Izabela ; Jurkowska, Aleksandra ; Fijorek, Kamil. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309934.

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2021Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods. (2021). Tong, Jing-Yang ; Wu, Bi-Bo ; Yang, Dong-Xiao. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002579.

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2021Are precious metals and equities immune to monetary and fiscal policy uncertainties?. (2021). Bhanumurthy, N R ; Dar, Arif ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002713.

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2021Dynamic spillovers and dependencies between iron ore prices, industry bond yields, and steel prices. (2021). Ma, Yiqun. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004396.

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2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2020Does competitive position of a firm affect the quality of risk disclosure?. (2020). Agarwal, Nishant ; Shivaani, M V. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18305250.

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2021The changing role of foreign investors in Tokyo stock price formation. (2021). Iwatsubo, Kentaro ; Watkins, Clinton. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100055x.

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2021Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region. (2021). Parad, Atul ; Nanda, Swagatika ; Panda, Pradiptarathi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001608.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2021Classification of international stock markets through MDS based on Hurst-surface distance. (2021). Li, Shuqi ; Lin, Aijing ; Liu, Xiaoming. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120308839.

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2021Measuring information flow among international stock markets: An approach of entropy-based networks on multi time-scales. (2021). Kuang, Peng-Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:577:y:2021:i:c:s0378437121003411.

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2020The impact of employee welfare on innovation performance: Evidence from Chinas manufacturing corporations. (2020). Wei, Guiwu ; Nan, Haoxi. In: International Journal of Production Economics. RePEc:eee:proeco:v:228:y:2020:i:c:s0925527320301389.

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2020Feedback trading strategies and long-term volatility. (2020). Koulakiotis, Athanasios ; Kiohos, Apostolos ; Babalos, Vassilios ; Kyriakou, Maria I. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:181-189.

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2020Feedback trading and the ramadan effect in frontier markets. (2020). Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Gad, Samar ; Cui, Yueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306294.

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2020Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market. (2020). Chiang, Thomas C ; Chen, Xiaoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s027553191930892x.

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2020Inter- and intra-regional stock market relations for the GCC bloc. (2020). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310013.

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2022Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets. (2022). Wei, Yunjie ; Wang, Shouyang ; Lu, Quanying ; Li, Yuze ; Jiang, Shangrong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001641.

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2021The impact of institutional and macroeconomic conditions on aggregate business bankruptcy. (2021). Carmona, Pedro ; Mefteh-Wali, Salma ; ben Jabeur, Sami. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:59:y:2021:i:c:p:108-119.

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2021Global Transmission of Returns among Financial, Traditional Energy, Renewable Energy and Carbon Markets: New Evidence. (2021). Liu, Yang ; Wang, Mei ; Yang, Xueqing. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7286-:d:671615.

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2020Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach. (2020). Julio, Ivan F ; Manohar, Catherine Anitha ; Ngene, Geoffrey M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:282-:d:445319.

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2021Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach. (2021). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:329-:d:594977.

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2020Multiscale Quantile Correlation Coefficient: Measuring Tail Dependence of Financial Time Series. (2020). Zhao, Xiaofang ; Ke, Jinchuan ; Xu, Chao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:4908-:d:372235.

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2020Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Xie, Wenjing ; Vieito, Joo Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8581-:d:429235.

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2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: Working Papers. RePEc:hal:wpaper:halshs-03211699.

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2020Robots and Worker Voice: An Empirical Exploration. (2020). Burdín, Gabriel ; Belloc, Filippo ; Landini, Fabio. In: IZA Discussion Papers. RePEc:iza:izadps:dp13799.

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2020Financial integration in the EU28 equity markets: measures and drivers. (2020). Papanagiotou, Evangalia ; Ossola, Elisa ; Nardo, Michela. In: Working Papers. RePEc:jrs:wpaper:202009.

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2022Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation. (2022). Power, David M ; Tantisantiwong, Nongnuch ; Khan, Muhammad Niaz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:1:d:10.1007_s11408-021-00386-4.

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2021Asset bubbles, financial sector, and current challenges to regulatory framework. (2021). Tsomaia, Akaki. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:4:d:10.1007_s10368-021-00508-3.

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2020R&D spillovers in a supply chain and productivity performance in British firms. (2020). Bosworth, Derek ; Li, Yuxin. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:45:y:2020:i:1:d:10.1007_s10961-018-9652-x.

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2020Financial Integration in the GCC Region: Market Size Versus National Effects. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Arin, Kerim ; Kyriacou, Kyriacos. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09554-6.

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2020The CAPM, National Stock Market Betas, and Macroeconomic Covariates: a Global Analysis. (2020). Velic, Adnan ; Curran, Michael. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:4:d:10.1007_s11079-020-09579-2.

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2021Intertemporal asset pricing with bitcoin. (2021). Koutmos, Dimitrios ; Payne, James E. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00904-x.

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2021Stock prices and monetary policy in Japan: An analysis of a Bayesian DSGE model. (2021). Ida, Daisuke ; Hoshino, Satoshi. In: Discussion Papers. RePEc:koe:wpaper:2116.

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2020The effects from the United States and Japan to emerging stock markets in Asia and Vietnam. (2020). , Aisdl. In: OSF Preprints. RePEc:osf:osfxxx:5tbmc.

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2021Transmisión de volatilidad en el Mercado Integrado Latinoamericano (MILA): una evidencia del grado de integración. || Transmission of volatility in the Latin American Integrated Market (MILA): evidenc. (2021). Barrera, Alejandro Pinilla ; Velez, Mariana Fuentes. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:31:y:2021:i:1:p:301-328.

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2020Sovereign bond and CDS market contagion: A story from the Eurozone crisis.. (2020). Politsidis, Panagiotis ; Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:102846.

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2021A CONDITIONAL CORRELATION ANALYSIS FOR THE COLOMBIAN STOCK MARKET. (2021). Paucar, Giovanny Sandoval. In: MPRA Paper. RePEc:pra:mprapa:107963.

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2021What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?. (2021). Rano, Shehu Usman. In: MPRA Paper. RePEc:pra:mprapa:110382.

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2021High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2021). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202159.

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2021RETURN SPILLOVER BETWEEN THE U.S., JAPANESE, AND INDONESIAN STOCK MARKET DURING COVID-19. (2021). Nizar, Nurhuda ; Endarto, Eko ; Dewi, Helena ; Kurniasari, Florentina. In: Business Excellence and Management. RePEc:rom:bemann:v:11:y:2021:i:5:p:196-207.

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2021Integration and Interdependence Among Equity Markets in South Asia: Measuring Through ARDL Bounds Approach. (2021). Nauriyal, D K ; Prakash, Vineesh J. In: Millennial Asia. RePEc:sae:millen:v:12:y:2021:i:2:p:229-251.

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2020Chief executive pay in UK higher education: the role of university performance. (2020). Johnes, Jill ; Virmani, Swati. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:2:d:10.1007_s10479-019-03275-2.

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2021Herding and feedback trading in cryptocurrency markets. (2021). Koutmos, Dimitrios ; King, Timothy. In: Annals of Operations Research. RePEc:spr:annopr:v:300:y:2021:i:1:d:10.1007_s10479-020-03874-4.

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2021Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient. (2021). el Boukfaoui, My Youssef ; Ferreira, Paulo ; Tilfani, Oussama. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01806-1.

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2022Debt and financial market contagion. (2022). Morley, James ; Hsiao, Cody Yu-Ling. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02077-5.

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2020Volatility transmission in the South African white maize futures market. (2020). Auret, Christo ; Sayed, Ayesha. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:1:d:10.1007_s40822-019-00128-y.

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2020Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Sruthi, Rajan ; Shijin, Santhakumar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

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More than 100 citations found, this list is not complete...

Works by Sushil Wadhwani:


YearTitleTypeCited
1996Sterling work for Labour The pound will go too high if the City thinks Labour will join EMU In: New Economy.
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article0
1991The Effects of Changes in a Firms Product Market Power on Wages In: CEP Discussion Papers.
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paper0
1991Productivity Growth in UK Companies In: CEP Discussion Papers.
[Citation analysis]
paper5
1992Wages, Unions, Insiders and Product Market Power In: CEP Discussion Papers.
[Citation analysis]
paper7
1991Wages, Unions, Insiders and Product Market Power..(1991) In: Economics Series Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
1987Myopia, the Dividend Puzzle, and Share Prices In: CEPR Discussion Papers.
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paper4
1989Insider Forces and Wage Determination In: CEPR Discussion Papers.
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paper131
1990Insider Forces and Wage Determination..(1990) In: Economic Journal.
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This paper has another version. Agregated cites: 131
article
1989INSIDER FORCES AND WAGE DETERMINATION.(1989) In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
This paper has another version. Agregated cites: 131
paper
1989INSIDER FORCES AND WAGE DETERMINATION..(1989) In: Economics Series Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 131
paper
1989Employment Determination in British Industry: Investigations Using Micro-Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper68
1990The Effects of Profit-Sharing on Employment, Wages, Stock Returns and Productivity: Evidence from UK Micro-data. In: Economic Journal.
[Citation analysis]
article84
1988THE EFFECTS OF PROFIT-SHARING ON EMPLOYMENT, WAGES, STOCK RETURNS AND PRODUCTIVITY: EVIDENCE FROM UK MICRO-DATA.(1988) In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
This paper has another version. Agregated cites: 84
paper
1991The Effects of Unions of Investment and Innovation: Evidence from WIRS. In: Economic Journal.
[Full Text][Citation analysis]
article39
1991The Effects of Unions on Organisational Change and Employment. In: Economic Journal.
[Full Text][Citation analysis]
article62
1992Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data. In: Economic Journal.
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article155
1986Inflation, Bankruptcy, Default Premia and the Stock Market. In: Economic Journal.
[Full Text][Citation analysis]
article32
1987The Macroeconomic Implications of Profit Sharing: Some Empirical Evidence. In: Economic Journal.
[Full Text][Citation analysis]
article3
1994Volatility and Links between National Stock Markets. In: Econometrica.
[Full Text][Citation analysis]
article522
1990Volatiltiy and Links Between National Stock Markets.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 522
paper
1988Unions, wages and employment : Tests based on U.K. firm-level data In: European Economic Review.
[Full Text][Citation analysis]
article4
1989The effect of the stock market on investment: a comparative study In: European Economic Review.
[Full Text][Citation analysis]
article15
1988THE EFFECT OF THE STOCK MARKET ON INVESTMENT: A COMPARATIVE STUDY.(1988) In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
This paper has another version. Agregated cites: 15
paper
1992Productivity growth in U.K. companies, 1975-1986 In: European Economic Review.
[Full Text][Citation analysis]
article51
1988Profit-sharing as a cure for unemployment : Some doubts In: International Journal of Industrial Organization.
[Full Text][Citation analysis]
article7
1987Are exchange rates excessively volatile? In: Journal of International Economics.
[Full Text][Citation analysis]
article7
2008Monetary Policy, Regulation and Volatile Markets In: SUERF Studies.
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book0
2008Should Monetary Policy Respond to Asset Price Bubbles? Revisiting the Debate In: FMG Special Papers.
[Full Text][Citation analysis]
paper13
1995Has the EMS Reduced the Cost of Capital? In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
paper0
1988A DIRECT TEST OF THE EFFICIENCY WAGE MODEL USING UK MICRO- DATA In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
paper55
1991A Direct Test of the Efficiency Wage Model Using UK Micro-data..(1991) In: Oxford Economic Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
article
1989UNIONS AND PRODUCTIVITY GROWTH IN BRITAIN, 1974-86: EVIDENCE FROM UK COMPANY ACCOUNTS DATA In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
paper4
1989THE EFFECTS OF UNIONS ON CORPORATE INVESTMENT: EVIDENCE FROM ACCOUNTS DATA, 1972-86 In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
paper2
1989THE EFFECTS OF UNIONS ON ORGANIZATIONAL CHANGE, INVESTMENT AND EMPLOYMENT: EVIDENCE FROM WIRS In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
paper15
1989THE EFFECT OF UNIONS ON PRODUCTIVITY GROWTH, INVESTMENT AND EMPLOYMENT: A REPORT ON SOME RECENT WORK In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
paper2
1989THE DETERMINANTS OF WAGE FLEXIBILITY IN JAPAN: SOME LESSONS FROM A COMPARISON WITH THE UK USING MICRO-DATA. In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
paper8
1990THE ECONOMIC EFFECTS OF INDUSTRIAL RELATIONS LEGISLATION SINCE 1979. In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
paper8
1989Transmission of Volatility Between Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper872
1990Transmission of Volatility between Stock Markets..(1990) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 872
article
2002Asset Prices in a Flexible Inflation Targeting Framework In: NBER Working Papers.
[Full Text][Citation analysis]
paper186
1987Profit-Sharing and Meades Discriminating Labour-Capital Partnerships: A Review Article. In: Oxford Economic Papers.
[Full Text][Citation analysis]
article5
1986The UK Capital Stock--New Estimates of Premature Scrapping. In: Oxford Review of Economic Policy.
[Citation analysis]
article20

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team