Axel Grossmann : Citation Profile


Are you Axel Grossmann?

Georgia Southern University

5

H index

3

i10 index

128

Citations

RESEARCH PRODUCTION:

27

Articles

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 8
   Journals where Axel Grossmann has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 16 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr252
   Updated: 2024-01-16    RAS profile: 2023-06-08    
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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 Axel Grossmann.

Is cited by:

Novak, Jiri (4)

Zigraiova, Diana (4)

Havranek, Tomas (4)

Lee, Chien-Chiang (4)

Chen, Mei-Ping (4)

Rault, Christophe (3)

Disli, Mustafa (3)

Ozturk, Huseyin (3)

Aysan, Ahmet (3)

Mollick, Andre (2)

Ramachandran, M (2)

Cites to:

Rogoff, Kenneth (41)

Taylor, Mark (40)

Taylor, Alan (39)

MacDonald, Ronald (21)

Obstfeld, Maurice (16)

Hakkio, Craig (15)

Bollerslev, Tim (14)

Frankel, Jeffrey (13)

Sarno, Lucio (10)

Wu, Yangru (10)

Froot, Kenneth (10)

Main data


Where Axel Grossmann has published?


Journals with more than one article published# docs
Journal of Economics and Finance4
Journal of International Financial Markets, Institutions and Money3
The Quarterly Review of Economics and Finance2
Research in International Business and Finance2
Journal of Multinational Financial Management2
The North American Journal of Economics and Finance2
International Journal of Finance & Economics2

Recent works citing Axel Grossmann (2024 and 2023)


YearTitle of citing document
2023Dividend imputation taxes and the curious case of a price premium between BHP and Billiton American depositary receipts. (2023). Walter, Terry ; Hu, Hansi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:691-717.

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2023Covenants in convertible bonds: Boon or boilerplate?. (2023). Zeng, Cheng ; Xu, Alice Liang ; Pappas, Kostas ; Dutordoir, Marie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300041x.

Full description at Econpapers || Download paper

2023Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023Local speculative culture and stock price crash risk. (2023). Lei, Guangyong ; Zhu, Guoyiming ; Qiu, Baoyin ; Zuo, Jingjing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002379.

Full description at Econpapers || Download paper

2023R&D Expenditures on Innovation: A Panel Cointegration Study of the E.U. Countries. (2023). Dritsaki, Chaido. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6637-:d:1123207.

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2023Cross-listing and price efficiency: An institutional explanation. (2023). Sheng, Hsia Hua ; Yaar, Mahmut ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00524-8.

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2023The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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2023Jump forecasting in foreign exchange markets: A high?frequency analysis. (2023). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uzun, Sevcan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:578-624.

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2023The impact of Sino–US trade war on price discovery of soybean: A double?edged sword?. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:858-879.

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Works by Axel Grossmann:


YearTitleTypeCited
2010Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model In: Journal of Asian Economics.
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article0
2017The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis In: Journal of Corporate Finance.
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article3
2014An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry In: The North American Journal of Economics and Finance.
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article5
2022Exchange rate misalignments, capital flows and volatility In: The North American Journal of Economics and Finance.
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article0
2014Forward premium anomaly of the British pound and the euro In: International Review of Financial Analysis.
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article10
2007ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? In: Journal of International Financial Markets, Institutions and Money.
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article32
2010Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium In: Journal of International Financial Markets, Institutions and Money.
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article1
2014The dynamics of exchange rate volatility: A panel VAR approach In: Journal of International Financial Markets, Institutions and Money.
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article48
2022An analysis of finance journal accessibility: Author inclusivity and journal quality In: Journal of Banking & Finance.
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article1
2019Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list In: Journal of Business Research.
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article1
2017The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities In: Journal of International Money and Finance.
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article0
2017The asymmetric impact of currency purchasing power imparities on ADR mispricing In: Journal of Multinational Financial Management.
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article0
2020Economic policy uncertainty and ADR mispricing In: Journal of Multinational Financial Management.
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article3
2009The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment In: The Quarterly Review of Economics and Finance.
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article5
2015Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro In: The Quarterly Review of Economics and Finance.
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article1
2012Exchange rate misalignments in frequency domain In: International Review of Economics & Finance.
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article3
2022The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices In: Research in International Business and Finance.
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article0
2022Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing In: Research in International Business and Finance.
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article1
2006The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany In: Journal of Economics and Finance.
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article3
2011Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model In: Journal of Economics and Finance.
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article0
2014Euro conversion and return dynamics of European financial markets: a frequency domain approach In: Journal of Economics and Finance.
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article1
2014Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period In: Journal of Economics and Finance.
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article2
2014The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model In: Applied Financial Economics.
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article0
2017An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals In: Applied Economics.
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article0
2016The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns In: Journal of Behavioral Finance.
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article0
2011Can a relative purchasing power parity?based model outperform a random walk in forecasting short?term exchange rates? In: International Journal of Finance & Economics.
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article0
2014A PANEL?REGRESSIONS INVESTIGATION OF EXCHANGE RATE VOLATILITY In: International Journal of Finance & Economics.
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article8

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