Tony S. Wirjanto : Citation Profile


Are you Tony S. Wirjanto?

University of Waterloo

12

H index

14

i10 index

566

Citations

RESEARCH PRODUCTION:

35

Articles

44

Papers

RESEARCH ACTIVITY:

   24 years (1989 - 2013). See details.
   Cites by year: 23
   Journals where Tony S. Wirjanto has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 11 (1.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi146
   Updated: 2023-01-08    RAS profile: 2014-03-16    
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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 Tony S. Wirjanto.

Is cited by:

Havranek, Tomas (10)

Levy, Daniel (7)

Magda, Iga (6)

Fratzscher, Marcel (6)

Van Robays, Ine (6)

Lim, Kian-Ping (6)

Fortin, Nicole (5)

Heinze, Anja (5)

Insley, Margaret (5)

Sokolova, Anna (5)

Baker, Michael (5)

Cites to:

Phillips, Peter (35)

Bauwens, Luc (26)

Ogaki, Masao (20)

Hansen, Lars (18)

Engle, Robert (17)

Hansen, Bruce (17)

Stock, James (17)

Bollerslev, Tim (12)

Constantinides, George (12)

Park, Joon (12)

Perron, Pierre (12)

Main data


Where Tony S. Wirjanto has published?


Journals with more than one article published# docs
Finance Research Letters4
Canadian Journal of Economics3
Energy Economics2
Economics Letters2
Review of Quantitative Finance and Accounting2

Working Papers Series with more than one paper published# docs
Working Papers / University of Waterloo, Department of Economics25
Working Paper series / Rimini Centre for Economic Analysis7
Staff Working Papers / Bank of Canada3
Econometrics / University Library of Munich, Germany2
Working Paper / Economics Department, Queen's University2

Recent works citing Tony S. Wirjanto (2022 and 2021)


YearTitle of citing document
2021Does stock market liberalisation restrain corporate financialisation?. (2021). Li, Ziyang ; Yao, Mengchao ; Zhu, Yanyan ; Ying, Qianwei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6263-6294.

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2022Cross?listing on the Hong Kong Exchange and Chinese firm innovation: New evidence. (2022). Xiang, Xin ; He, XU ; Ma, Rufei. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:365-393.

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2022Do foreign investors crowd out sell?side analysts? Evidence from China. (2022). Kong, Dongmin ; Cheng, XU ; Tang, QI ; Zheng, Xinwei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:815-834.

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2021Tax Evasion and Market Efficiency: Evidence from the FATCA and Offshore Mutual Funds. (2021). Zhang, Hong ; Massa, Massimo ; Cheng, SI. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15747.

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2021The Effect of World Oil Prices, Gold Prices, and Other Energy Prices on the Indonesian Mining Sector with Exchange Rate of Indonesian Rupiah as the Moderating Effect. (2021). Ady, Sri Utami. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-41.

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2022Real options, risk aversion and markets: A corporate finance perspective. (2022). Ewald, Christian-Oliver ; Taub, Bart. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000074.

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2021COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Ma, Hongkun ; Bing, Tao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:384-396.

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2021Does stock market liberalization mitigate litigation risk? Evidence from Stock Connect in China. (2021). Xiao, Lijuan ; Deng, Hui ; Xiong, Lingyun. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s026499932100170x.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021How does stock market liberalization influence corporate innovation? Evidence from Stock Connect scheme in China. (2021). Wang, Shuxun. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014119304443.

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2022Capital market opening and green innovation——Evidence from Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect. (2022). Sha, Yezhou ; Zhang, Ping ; Wang, Yiru ; Xu, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200216x.

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2021Does oil price uncertainty affect corporate leverage? Evidence from China. (2021). Zhao, Yanfei ; Zhang, Zongyi ; Fan, Zhenjun. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001572.

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2021Economic policy uncertainty and leverage dynamics: Evidence from an emerging economy. (2021). Singh, Shveta ; Kashiramka, Smita ; Bajaj, Yukti. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001691.

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2022Industry tournament incentives and the speed of leverage adjustments: Evidence from China. (2022). Zhang, Yun ; Wen, Fenghua ; Miao, Senlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002836.

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2021State of demand and excessive indebtedness: Evidence from Chinese listed manufacturing firms. (2021). Dong, Kaiqiang ; Geng, Danqing ; Sun, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000234.

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2022Transfer of corporate governance practices into weak emerging market environments by foreign institutional investors. (2022). Tunyi, Abongeh ; Adegbite, Emmanuel ; Areneke, Geofry. In: International Business Review. RePEc:eee:iburev:v:31:y:2022:i:5:s0969593122000063.

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2021Country governance and international equity returns. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s037842662030248x.

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2021A new unique information share measure with applications on cross-listed Chinese banks. (2021). Shi, Yanlin ; Li, Hong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000996.

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2021Stock market liberalization and innovation. (2021). Tian, Xuan ; Zhang, Wenrui ; Moshirian, Fariborz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:985-1014.

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2022Prime money market funds regulation, global liquidity, and the crude oil market. (2022). Kellard, Neil ; Banti, Chiara ; Ivan, Miruna-Daniela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000742.

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2021Do managers pay attention to the market? A review of the relationship between stock price informativeness and investment. (2021). Silva, Paulo ; da Silva, Paulo Pereira. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300645.

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2022Foreign analysts and managerial investment learning from stock markets. (2022). Tan, Hongping ; Li, Donghui ; Chen, Zhian ; Xie, Lingmin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:64:y:2022:i:c:s1042444x22000056.

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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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2021The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic. (2021). Mao, Rui ; Xing, Mengying ; Wang, Jieyu ; Zhang, Jinhua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001256.

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2021Stock market liberalization and institutional herding: Evidence from the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connects. (2021). Cai, Wenwu ; Xiang, Cheng ; Zhao, Yuyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001505.

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2021Analysis of oil price fluctuation under the influence of crude oil stocks and US dollar index — Based on time series network model. (2021). Gao, Cuixia ; Han, Dun ; Sun, Mei ; Zhou, Jie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s037843712100491x.

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2022Segmentation, business environment and global informational efficiency of emerging financial markets. (2022). Boamah, Nicholas Addai. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:52-60.

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2021Stock price crashes in emerging markets. (2021). Qin, Yafeng ; Zhang, Huiping ; Bai, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:466-482.

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2021Export effect and influence mechanism of foreign ownership. (2021). Zhang, Shunming ; Ye, Zhiqiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:258-276.

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2022Does stock market liberalization reduce stock price synchronicity? —Evidence from the Shanghai-Hong Kong Stock Connect. (2022). Wang, Huaixin ; Chen, Jing ; Liu, Xiangqiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:25-38.

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2022Foreign investors, private information, and price discovery. (2022). Zhang, Zheng ; Cai, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:506-525.

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2021Is export tax rebate a quality signal to determine firms’ capital structure? A financial intermediation perspective. (2021). Zhang, Dongyang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s027553192030355x.

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2022Do investors listen? Exploring the effect of investor relationship management on firm-specific stock return variation. (2022). Yur-Austin, Jasmine ; Ma, Yulong ; He, Dan ; Gupta, Paramita. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002191.

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2021Is Military Spending Quantitatively Important for Business Cycle Fluctuations?. (2021). Vasilev, Aleksandar. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2021_03.

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2021.

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2021Does Foreign Institutional Equity Participation Instigate Sustainable Corporate Investment Efficiency? Evidence from Emerging Economies. (2021). Zainir, Fauzi ; Hanifa, Mohamed Hisham ; Riaz, Sabahat. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4190-:d:532979.

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2022The Impact of Digital Technology Use on Passive Entrepreneurial Exit in Rural Households: Empirical Evidence from China. (2022). Wang, Jie ; Cai, Zhijian. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:17:p:10662-:d:898781.

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2022Impact of Market Information Efficiency on Corporate Listing and Financing: Evidence from China. (2022). Li, Xin ; Liang, Wei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13594-:d:948504.

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2021Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas. (2021). Belkacem, Lotfi ; Boubaker, Heni ; Karmous, Aida. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10041-1.

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2021A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns. (2021). Chang, Kuang-Liang. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09981-5.

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2021OIL PRICE BEHAVIOUR, EXCHANGE RATE MOVEMENT AND THE COVID-19 PANDEMIC IN NIGERIA: ANALYSIS OF THE FIRST THREE QUARTERS OF 2020. (2021). Saka, Jimoh O. In: Oradea Journal of Business and Economics. RePEc:ora:jrojbe:v:6:y:2021:i:1:p:51-61.

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2022Momentum, Reversals, and Investor Clientele*. (2022). Titman, Sheridan ; Subrahmanyam, Avanidhar. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:2:p:217-255..

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2021Modeling the Asymmetric Relationship between the Covid-19 and the U.S Dollar Exchange Rate: an Empirical Analysis via the NARDL Approach. (2021). Bakari, Sayef ; Benzid, Lamia. In: MPRA Paper. RePEc:pra:mprapa:105566.

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2022Efficiency and Welfare Effects of Fiscal Policy in Emerging Economies: The Case of Morocco. (2022). Ouakil, Hicham ; El-Khalifi, Ahmed ; Torres, Jose L. In: MPRA Paper. RePEc:pra:mprapa:114896.

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2021Does Delayed Retirement Crowd Out Workforce Welfare? Evidence in China. (2021). Yang, James ; Hu, Zhen. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211054488.

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2021Dynamic linkage between oil prices and exchange rates: new global evidence. (2021). Lee, Chien-Chiang ; Huang, Bwo-Nung ; Chang, Yu-Fang. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01874-8.

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2021Gender pay gaps in domestic and foreign-owned firms. (2021). Sałach, Katarzyna ; Saach, Katarzyna ; Magda, Iga. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01950-z.

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2022An Entropy Approach to Measure the Dynamic Stock Market Efficiency. (2022). Hiremath, Gourishankar S ; Patra, Subhamitra. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:2:d:10.1007_s40953-022-00295-x.

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2022Intertemporal substitution in import demand and the role of habit formation: an application of Euler equation approach for Pakistan. (2022). Ahmad, Eatzaz ; Khan, Farzana Naheed. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00186-0.

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2021Integration, investor protection rules and global informational inefficiency of emerging financial markets. (2021). Boamah, Nicholas Addai. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:6:d:10.1007_s43546-021-00084-3.

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2022The Impact of China’s Capital Market Opening Up to the Domestic Stock Idiosyncratic Risk. (2022). Du, Chenpeng. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:2:f:12_2_5.

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2021Gender wage gap across the distribution: What is the role of within- and between-firm effects?. (2021). Ezgi, Kaya. In: IZA Journal of Development and Migration. RePEc:vrs:izajdm:v:12:y:2021:i:1:p:49:n:3.

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2021Oil and currency volatilities: Co?movements and hedging opportunities. (2021). Degiannakis, Stavros ; Filis, George ; Olstad, Aleksander. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2351-2374.

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2021Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates. (2021). Nguyen, Duc Khuong ; Ji, Qiang ; Fan, Ying ; Liu, Bingyue. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2612-2636.

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2021Stock market liberalization, foreign institutional investors, and informational efficiency of stock prices: Evidence from an emerging market. (2021). Wang, Peng ; Liu, Jianghui. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5451-5471.

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2022The Oil Price?Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Bozoklu, Seref ; Raheem, Ibrahim D. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1569-1590.

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2021Equity return predictability, its determinants, and profitable trading strategies. (2021). Uddin, Gazi ; Rahman, Md Lutfur ; Vigne, Samuel A ; Khan, Mahbub. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:162-186.

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2022Foreign Investment under the Spotlight of Home Media. (2022). Zhang, Bohui ; Yu, Jing ; Liu, Waiman. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:8:p:2197-2234.

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2022Emerging economies openness and efficiency. (2022). Qin, Yafeng ; Bai, Feng. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:3:p:659-672.

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2021Is military spending quantitatively important for business cycle fluctuations?. (2021). Vasilev, Aleksandar. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:235937.

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Works by Tony S. Wirjanto:


YearTitleTypeCited
1994A Further Analysis of Exchange Rate Targeting in Canada In: Staff Working Papers.
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paper2
1994A Further Analysis of Exchange Rate Targeting in Canada.(1994) In: Econometrics.
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1994The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation In: Staff Working Papers.
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1994The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation.(1994) In: Econometrics.
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1994An Empirical Investigation into Government Spending and Private Sector Behaviour In: Staff Working Papers.
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1995An Empirical Investigation into Government Spending and Private Sector Behaviour.(1995) In: Macroeconomics.
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2000On the Stability of Long-Run M2 Demand in Japan In: The Japanese Economic Review.
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article5
2010Testing the Stochastic Implications of the Permanent Income Hypothesis Using Canadian Provincial Data* In: Oxford Bulletin of Economics and Statistics.
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article2
2005A stylized exchange rate pass?through model of crude oil price formation In: OPEC Energy Review.
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article9
1991Testing the Permanent Income Hypothesis: The Evidence from Canadian Data. In: Canadian Journal of Economics.
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article8
1989Testing the Permanent Income Hypothesis: The Evidence from Canadian Data..(1989) In: Working Paper.
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1995Aggregate Consumption Behaviour and Liquidity Constraints: The Canadian Evidence. In: Canadian Journal of Economics.
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article15
1993Aggregate Consumption Behavior and Liquidity Constraints: The Canadian Evidence..(1993) In: Working Papers.
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1999Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level In: Canadian Journal of Economics.
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1998Does More Mean Less? The Male/Female Wage Gap and the Proportion of Female at the Establishment Level..(1998) In: Centre for Labour Market and Social Research, Danmark-.
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1997Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level.(1997) In: Working Papers.
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1999The Proportion of Females in the Establishment: Discrimination, Preferences and Technology In: Canadian Public Policy.
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2004The Proportion of Females in the Establishment: Discrimination, Preferences and Technology.(2004) In: Labor and Demography.
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1999Intraperiod and Intertemporal Substitution in Import Demand In: Cahiers de recherche CREFE / CREFE Working Papers.
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2009Do Chinese publicly listed companies adjust their capital structure toward a target level? In: China Economic Review.
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2012Inference about clustering and parametric assumptions in covariance matrix estimation In: Computational Statistics & Data Analysis.
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2010Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation.(2010) In: Working Papers.
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1990Seasonal unit-root tests on Canadian macroeconomic time series In: Economics Letters.
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2008The impact of sales taxation on internet commerce -- An empirical analysis In: Economics Letters.
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1993The effect of sampling error on the time series behavior of consumption data In: Journal of Econometrics.
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2003Exchange rate of the US dollar and the J curve: the case of oil exporting countries In: Energy Economics.
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2004The empirical role of the exchange rate on the crude-oil price formation In: Energy Economics.
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2007An analytic approximation formula for pricing zero-coupon bonds In: Finance Research Letters.
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2008Modeling the leverage effect with copulas and realized volatility In: Finance Research Letters.
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article8
2009Extreme return-volume dependence in East-Asian stock markets: A copula approach In: Finance Research Letters.
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2008Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach.(2008) In: Working Papers.
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2009Empirical tests of the float-adjusted return model In: Finance Research Letters.
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2010Contrasting two approaches in real options valuation: Contingent claims versus dynamic programming In: Journal of Forest Economics.
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2008Contrasting two approaches in real options valuation: contingent claims versus dynamic programming.(2008) In: Working Papers.
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1996Intertemporal substitution, imports and the permanent income model In: Journal of International Economics.
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2012Do foreigners facilitate information transmission in emerging markets? In: Journal of Financial Economics.
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1997Adjustment costs and import demand behavior: evidence from Canada and the United States In: Journal of International Money and Finance.
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1997An Empirical Study of Dynamic Labor Demand with Integrated Forcing Processes In: Journal of Macroeconomics.
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1996The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions In: Statistics & Probability Letters.
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1996Money Stock Targeting and Money Supply: A Closer Examination of the Data. In: Journal of Applied Econometrics.
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1993Money Stock Targetting and Money Supply: A Closer Examination of the Data..(1993) In: Working Papers.
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1998On the Efficiency of Conditional Heteroskedasticity Models. In: Review of Quantitative Finance and Accounting.
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1998Re-examining Variance-Bounds Tests for Asset Prices. In: Review of Quantitative Finance and Accounting.
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2004A Direct Test of the Permanent Income Hypothesis with an Application to the U.S. States. In: Journal of Money, Credit and Banking.
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article12
2003A Direct Test of the Permanent Income Hypothesis with an Application to the US States..(2003) In: Working Papers.
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2011Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach In: The Journal of Financial Econometrics.
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2008Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach.(2008) In: Working Papers.
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1989National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada In: Working Paper.
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