Tony S. Wirjanto : Citation Profile

Are you Tony S. Wirjanto?

University of Waterloo

10

H index

10

i10 index

405

Citations

RESEARCH PRODUCTION:

35

Articles

44

Papers

RESEARCH ACTIVITY:

   24 years (1989 - 2013). See details.
   Cites by year: 16
   Journals where Tony S. Wirjanto has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 11 (2.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi146
   Updated: 2019-12-07    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)

Fratzscher, Marcel (6)

Van Robays, Ine (6)

Magda, Iga (6)

Sokolova, Anna (5)

Lim, Kian-Ping (5)

Insley, Margaret (5)

Fortin, Nicole (5)

Baker, Michael (5)

Heinze, Anja (5)

Amano, Robert (4)

Cites to:

Phillips, Peter (34)

Ogaki, Masao (20)

Hansen, Lars (18)

Hansen, Bruce (17)

Stock, James (16)

Bauwens, Luc (13)

Park, Joon (12)

Perron, Pierre (12)

Knight, John (11)

Singleton, Kenneth (10)

Engle, Robert (10)

Main data

Where Tony S. Wirjanto has published?

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

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
Working Paper / Economics Department, Queen's University2
Econometrics / University Library of Munich, Germany2

Recent works citing Tony S. Wirjanto (2018 and 2017)

YearTitle of citing document
2017INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257.

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2017Prices, Locations and Welfare When an Online Retailer Competes with Heterogeneous Brick-and-Mortar Retailers. (2017). Lai, Fu-Chuan ; Guo, Wen-Chung. In: Journal of Industrial Economics. RePEc:bla:jindec:v:65:y:2017:i:2:p:439-468.

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2017The Invisible Hand of Rain in Spending: Effect of Rainfall-Driven Agricultural Income on Per Capita Expenditure in Ghana. (2017). Akobeng, Eric. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:98-122.

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2019Gender wage gap across the quantiles:What is the role of firm segregation?. (2019). . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/7.

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2017Smokes, Smugglers and Lost Tax Revenues: How Governments Should Respond. (2017). Sen, Anindya. In: C.D. Howe Institute Commentary. RePEc:cdh:commen:471.

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2017Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990.

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2017Effect of Geographical Diversification on Informational Efficiency in Malaysia. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Poh, Suan . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00749.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018The Oil Price Volatility and a Revisited Saudi Import Demand Function: An Empirical Analysis. (2018). Algaeed, Abdulaziz Hamad . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-9.

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2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

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2017Regional variation in the capital structure adjustment speed of listed firms: Evidence from China. (2017). Mai, Yong ; Ye, Zhiqiang ; Meng, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:288-294.

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2018Substitution between private and government consumption in African economies. (2018). Francois, John ; Dawood, Taufiq Carnegie. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:129-139.

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2017Does options trading convey information on futures prices?. (2017). Qiao, Shuai ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Lin, William T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:182-196.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2017Determinants of the capital structure of Chinese non-listed enterprises: Is TFP efficient?. (2017). Zhang, Dongyang ; Liu, Deqiang . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:2:p:179-202.

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2017Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27.

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2018New evidence on asymmetric return–volume dependence and extreme movements. (2018). Wang, Yi-Chiuan ; Lai, Yi-Hao ; Wu, Jyh-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:212-227.

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2018The impact of spatial price differences on oil sands investments. (2018). Galay, Gregory. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:170-184.

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2019Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets. (2019). Zhang, Qiyu ; Gu, Jun ; Chen, Ding. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:38-56.

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2018Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea. (2018). Kim, Jinyong. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:137-144.

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2019Trading volume and the predictability of return and volatility in the cryptocurrency market. (2019). lucey, brian ; Lau, Chi Keung ; Roubaud, David ; Marco, Chi Keung ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:340-346.

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2017Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

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2019Risk perceptions and international stock market liquidity. (2019). Anderson, Hamish D ; Ma, Rui ; Marshall, Ben R. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116.

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2019Political influence and financial flexibility: Evidence from China. (2019). Zhu, Yun ; Hasan, Iftekhar ; Gu, Xian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:142-156.

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2018Changes in Supplemental Nutrition Assistance Program real benefits and daily caloric intake among adults. (2018). Todd, Jessica E ; Gregory, Christian. In: Food Policy. RePEc:eee:jfpoli:v:79:y:2018:i:c:p:111-120.

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2019Do corporate governance and disclosure tone drive voluntary disclosure of related-party transactions in China?. (2019). Shan, Yuan George. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:34:y:2019:i:c:p:30-48.

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2018Islamic spot and index futures markets: Where is the price discovery?. (2018). Karabiyik, Hande ; Westerlund, Joakim ; Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133.

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2017Cross-correlations between RMB exchange rate and international commodity markets. (2017). Lu, Xinsheng ; Qian, Yubo ; Zhou, Ying ; Li, Jianfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:168-182.

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2018Whether the fluctuation of China’s financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040.

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2018Quantitative strategy for the Chinese commodity futures market based on a dynamic weighted money flow model. (2018). Ye, Cheng ; Hou, Yawen ; Lu, Guohao ; Qiu, Yanjun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1009-1018.

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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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2017Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200.

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2018Financial liberalization and cross-border market integration: Evidence from Chinas stock market. (2018). Yao, Shujie ; Ou, Jinghua ; Chen, Shou. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:220-245.

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2019The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets. (2019). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:203-215.

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2017The dynamics of the relative global sector effects and contagion in emerging markets equity returns. (2017). Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:433-453.

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2017Determinants of capital structure in emerging markets: Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:105-113.

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2017Dynamic herding analysis in a frontier market. (2017). Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:496-508.

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2017Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?. (2017). Kattuman, Paul ; Hiremath, Gourishankar S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:544-558.

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2018Price discovery in emerging currency markets. (2018). Kumar, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:528-536.

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2019Foreign institutional investors’ trading and information dissemination in emerging markets: Further evidence. (2019). Wadhwa, Kavita ; Syamala, Sudhakara Reddy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:301-314.

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2019Impact of Fiscal Policy on Consumption and Labor Supply under a Time-Varying Structural VAR Model. (2019). Shaheen, Rozina. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:57-:d:240644.

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2019Oil Factor in Economic Development. (2019). Hajiyev, Natig Qadim-Oglu ; Humbatova, Sugra Ingilab. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1573-:d:225910.

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2018Wealth Effects on Household Final Consumption: Stock and Housing Market Channels. (2018). Morri, Giacomo ; coskun, yener ; Atasoy, Burak ; alp, esra. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:57-:d:150855.

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2018Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators. (2018). Liao, Jia ; Xu, Xiangyun ; Shi, YU. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:61-:d:154226.

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2019Effects of Global Oil Price on Exchange Rate, Trade Balance, and Reserves in Nigeria: A Frequency Domain Causality Approach. (2019). Olayungbo, D O. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:43-:d:213354.

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2019Threshold Stochastic Conditional Duration Model for Financial Transaction Data. (2019). Wirjanto, Tony S ; Kolkiewicz, Adam W ; Men, Zhongxian. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:88-:d:230954.

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2018The Response of G7 Real Exchange Rates to Oil Price Shocks. (2018). Al Rasasi, Moayad. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:4:p:191-205.

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2019Gender wage gap in the workplace: Does the age of the firm matter?. (2019). Magda, Iga ; Cukrowska-Torzewska, Ewa. In: IBS Working Papers. RePEc:ibt:wpaper:wp012019.

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2019Gender Pay Gap Patterns in Domestic and Foreign-Owned Firms. (2019). Sałach, Katarzyna ; Magda, Iga ; Saach, Katarzyna. In: IBS Working Papers. RePEc:ibt:wpaper:wp052019.

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2018Do female managers help to lower within-firm gender pay gaps? Public institutions vs. private enterprises. (2018). Magda, Iga ; Cukrowska-Torzewska, Ewa. In: IBS Working Papers. RePEc:ibt:wpaper:wp082018.

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2018Do Female Managers Help to Lower Within-Firm Gender Pay Gaps? Public Institutions vs. Private Enterprises. (2018). Magda, Iga ; Cukrowska-Torzewska, Ewa. In: IZA Discussion Papers. RePEc:iza:izadps:dp12026.

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2019Gender Pay Gap Patterns in Domestic and Foreign-Owned Firms. (2019). Sałach, Katarzyna ; Magda, Iga ; Salach, Katarzyna. In: IZA Discussion Papers. RePEc:iza:izadps:dp12453.

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2017The effects of information voids on capital flows in emerging markets. (2017). Kingsley, Allison F ; Benjamin, . In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:3:d:10.1057_s41267-016-0056-6.

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2018Smoking Inequality across Genders and Socio-economic Classes. Evidence from Longitudinal Italian Data. (2018). Migheli, Matteo ; Jacobs, Rowena ; di Novi, Cinzi. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0152.

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2018The impact of government consumption on the private expenditures in developing country: the case of Indonesia. (2018). Kuncoro, Haryo. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:1:p:1-16.

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2018Time-varying relationship between oil price and exchange rate. (2018). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca ; Rozo, Cesar Castro. In: MPRA Paper. RePEc:pra:mprapa:87879.

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2017A wavelet transformation approach to crude oil price and CZK/USD exchange rate dependence. (2017). Frd, Luka. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4507429.

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2018Nonlinearity between CEO power and firm leverage: evidence from the threshold model. (2018). Munir, Qaiser ; Li, Tongxia. In: Review of Managerial Science. RePEc:spr:rvmgts:v:12:y:2018:i:3:d:10.1007_s11846-016-0224-x.

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2018Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility. (2018). Xia, Xiao-Hua ; Huang, Chuangxia ; Xiao, Jihong ; Wen, Fenghua. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:3:p:319-334.

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2018Variations in farm consumption and their relationship to income: an empirical investigation of Illinois farm households. (2018). Durguner, Sena. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:9:p:990-1005.

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2017Financing behavior of firms in tranquil and crisis period: Evidence from China. (2017). Mirza, Sultan Sikandar ; McMillan, David ; Iqbal, Amjad ; Yan, YU ; Jebran, Khalil. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1339770.

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2017Extreme Returns and Intensity of Trading. (2017). Gonzalez-Rivera, Gloria ; Lin, Wei. In: Working Papers. RePEc:ucr:wpaper:201801.

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2018The interaction of institutional quality and human capital in shaping the dynamics of capital structure in Viet Nam. (2018). Santarelli, Enrico ; Hien, Tran ; Enrico, Santarelli . In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2018-66.

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2018Smoking Inequality across Genders and Socio-economic Classes. Evidence from Longitudinal Italian Data.. (2018). Di Novi, Cinzia ; Migheli, Matteo ; Jacobs, Rowena. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201802.

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2017Information Arrival and Volatility: Evidence from the Saudi Stock Exchange (Tadawul). (2017). . In: Panoeconomicus. RePEc:voj:journl:v:64:y:2017:i:1:p:45-59.

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2019Do female managers help to lower within-firm gender pay gaps? Public institutions vs. private enterprises. (2019). Magda, Iga ; Cukrowska-Torzewska, Ewa. In: Working Papers. RePEc:war:wpaper:2019-01.

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2017Fiscal Activism and the Zero Nominal Interest Rate Bound. (2017). Schmidt, Sebastian. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:4:p:695-732.

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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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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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2010Testing the Stochastic Implications of the Permanent Income Hypothesis Using Canadian Provincial Data In: Oxford Bulletin of Economics and Statistics.
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2005A stylized exchange rate pass-through model of crude oil price formation In: OPEC Energy Review.
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1991Testing the Permanent Income Hypothesis: The Evidence from Canadian Data. In: Canadian Journal of Economics.
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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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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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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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2003A Direct Test of the Permanent Income Hypothesis with an Application to the US States..(2003) In: Working Papers.
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