S. Sarah Zhang : Citation Profile

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University of Manchester


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   7 years (2013 - 2020). See details.
   Cites by year: 7
   Journals where S. Sarah Zhang has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 1 (1.96 %)


   Permalink: http://citec.repec.org/pzh513
   Updated: 2020-11-28    RAS profile: 2020-06-09    
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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 S. Sarah Zhang.

Is cited by:

Clements, Adam (6)

Smales, Lee (5)

Frijns, Bart (3)

Keim, Donald (2)

Mestel, Roland (2)

Gau, Yin-Feng (2)

Theissen, Erik (2)

Yamada, Takeshi (1)

Araujo, Gustavo (1)

Shen, Jianfeng (1)

Banerjee, Rajabrata (1)

Cites to:

Hautsch, Nikolaus (9)

Veredas, David (6)

lucey, brian (5)

Menkveld, Albert (5)

Moinas, Sophie (4)

Corbet, Shaen (4)

Biais, Bruno (4)

Brogaard, Jonathan (3)

Evans, Martin (3)

Miller, Merton (3)

Vega, Clara (3)

Main data

Where S. Sarah Zhang has published?

Recent works citing S. Sarah Zhang (2020 and 2019)

YearTitle of citing document
2020Pattern recognition in trading behaviors before stock price jumps: new method based on multivariate time series classification. (2020). Zhu, Hongliang ; Azencott, Robert ; Kong, AO. In: Papers. RePEc:arx:papers:2011.04939.

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2019Surprise and dispersion: informational impact of USDA announcements. (2019). Frijns, Bart ; TouraniRad, Alireza ; Indriawan, Ivan ; FernandezPerez, Adrian . In: Agricultural Economics. RePEc:bla:agecon:v:50:y:2019:i:1:p:113-126.

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2020Firm-specific information and systemic risk. (2020). Clements, Adam ; Liao, Y. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:480-493.

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2019How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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2019Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:34-45.

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2019Information or noise: What does algorithmic trading incorporate into the stock prices?. (2019). Elliott, Robert J ; Zhou, Hao ; Kalev, Petko S. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:27-39.

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2020Why does public news augment information asymmetries?. (2020). Crego, Julio A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:72-89.

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2019Speed and trading behavior in an order-driven market. (2019). Park, Seongkyu (Gilbert) ; Ryu, Doojin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:145-164.

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2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. (2019). Frijns, Bart ; Tourani-Rad, Alireza ; Otsubo, Yoichi ; Indriawan, Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187.

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2020First to “Read” the News: News Analytics and Algorithmic Trading. (2020). Keim, Donald B ; von Beschwitz, Bastian ; Massa, Massimo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:1:p:122-178..

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2020News Classification using Support Vector Machine to Model and Forecast Volatility. (2020). Waititu, Anthony Gichuhi ; Ngunyi, Antony ; Kenyatta, Alpha Basweti. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:1:f:9_1_1.

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2019The quantile dependence of commodity futures markets on news sentiment. (2019). Todorova, Neda ; Omura, Akihiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:818-837.

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Works by S. Sarah Zhang:

2019Asymmetric news responses of high‐frequency and non‐high‐frequency traders In: The Financial Review.
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2020News sentiment in the cryptocurrency market: An empirical comparison with Forex In: International Review of Financial Analysis.
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2013Public information arrival: Price discovery and liquidity in electronic limit order markets In: Journal of Banking & Finance.
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2018Need for speed: Hard information processing in a high‐frequency world In: Journal of Futures Markets.
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2017The ambivalent role of high-frequency trading in turbulent market periods In: CFS Working Paper Series.
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