Farshid Abdi : Citation Profile

Are you Farshid Abdi?

Texas A&M University

2

H index

1

i10 index

113

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   4 years (2017 - 2021). See details.
   Cites by year: 28
   Journals where Farshid Abdi has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 2 (1.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pab233
   Updated: 2024-12-03    RAS profile: 2023-09-11    
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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 Farshid Abdi.

Is cited by:

Bianchi, Daniele (7)

Uribe, Jorge (4)

Chuliá, Helena (3)

Nguyen, Hoang (2)

Lim, Kian-Ping (2)

Goh, Kim-Leng (2)

Visaltanachoti, Nuttawat (2)

Pinter, Gabor (2)

Czech, Robert (2)

Theissen, Erik (2)

Li, Zhiyong (2)

Cites to:

Kuttner, Kenneth (5)

Gilchrist, Simon (5)

Zakrajšek, Egon (5)

Trzcinka, Charles (4)

Roll, Richard (3)

Yankov, Vladimir (3)

Trzcinka, Charles (3)

Vissing-Jorgensen, Annette (3)

Pedersen, Lasse (3)

West, Kenneth (3)

Fama, Eugene (3)

Main data

Where Farshid Abdi has published?

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance3

Recent works citing Farshid Abdi (2024 and 2023)

YearTitle of citing document
2024Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764.

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2023Risk reduction using trailing stop?loss rules. (2021). Visaltanachoti, Nuttawat ; Marshall, Ben R ; Dai, Bochuan ; Nguyen, Nhut H. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1334-1352.

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2023Dividend hibernation and future earnings: When no dividend news is good news. (2023). Khorsand, Bardia ; Drienko, JO. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001517.

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2023Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359.

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2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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2023Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty. (2023). Khandaker, Sarod ; Trinh, Hai Hong ; Baghdadi, Ghasan ; al Farooque, Omar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000304.

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2024Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Wang, Liang ; Zhao, LU. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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2023Co-illiquidity management. (2023). Rzenik, Aleksandra ; Massa, Massimo ; Hvidkjar, Soren. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000968.

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2023Does oil price uncertainty affect corporate innovation?. (2023). Aktas, Elvan ; Wang, Xinyu ; Amin, Md Ruhul. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000117.

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2023Market-wide illiquidity and the distribution of non-parametric stochastic discount factors. (2023). Rubio, Gonzalo ; Pascual, Roberto ; Nieto, Belen ; Abad, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001667.

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2023Network characteristics and stock liquidity:Evidence from the UK. (2023). Yang, Xiaoguang ; Huang, Chuangxia ; Jin, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322008017.

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2024Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988.

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2024Revisiting seasonality in cryptocurrencies. (2024). Mueller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004598.

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2024The impact of the capital gains tax on the Korean derivatives market. (2024). Khemakhem, Emna ; Capelle-Blancard, Gunther. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641.

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2023Price bands and their effects on equity markets: Evidence from a natural experiment. (2023). Singh, Ajai ; Seth, Rama ; Gatchev, Vladimir A ; Vishwanatha, S R. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000381.

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2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

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2023Customer concentration and stock liquidity. (2023). Le, Anh-Tuan ; Huang, Henry Hongren ; Do, Trung K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001401.

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2023What matters in a characteristic?. (2023). Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:52-72.

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2024Pricing and mispricing of accounting fundamentals: Global evidence. (2024). Kostlmeier, Siegfried. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:71-87.

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2023Corporate governance and price differences between dual-class shares in Korea. (2023). Yoon, Pyung-Sig ; Mi, Hyang ; Lim, Byungkwon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:304-319.

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2023Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243.

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2024Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Xu, Kunpeng ; Kong, Deli ; Zhang, Pengcheng ; Qi, Jiayin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x.

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2024Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach. (2024). , Keith ; Qin, Zhenjiang ; Yu, BO ; Dong, Liang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000394.

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2023The Growth of Information Asymmetry Between Earnings Announcements and Its Implications for Reporting Frequency. (2023). Stoumbos, Robert. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1901-1928.

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2023Small Rebalanced Portfolios Often Beat the Market over Long Horizons. (2023). Hjalmarsson, Erik ; Farago, Adam. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:307-342..

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2023A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172.

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2023Liquidity and realized covariance forecasting: a hybrid method with model uncertainty. (2023). Li, Weiping ; Ma, Feng ; Cao, Yangli ; Qiao, Gaoxiu. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02248-y.

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2023Tax haven incorporation and financial reporting transparency. (2023). Lewellen, Christina M. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:3:d:10.1007_s11142-022-09676-2.

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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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Works by Farshid Abdi:

YearTitleTypeCited
2017A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices In: The Review of Financial Studies.
[Full Text][Citation analysis]		article109
2017A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesWe propose a new method to estimate the bid-ask spread when quote data are not available. Compared to other low-frequency e In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2018Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements In: Working Papers on Finance.
[Full Text][Citation analysis]		paper4
2018Cycles of Declines and Reversals Following Overnight Market Declines In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2021Market impact of government communication: The case of presidential tweets In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper0

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