Alexander Kurov : Citation Profile

Are you Alexander Kurov?

West Virginia University

12

H index

13

i10 index

726

Citations

RESEARCH PRODUCTION:

30

Articles

4

Papers

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 36
   Journals where Alexander Kurov has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 18 (2.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku378
   Updated: 2024-01-16    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Wolfe, Marketa (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Kurov.

Is cited by:

Smales, Lee (24)

GUPTA, RANGAN (15)

Kontonikas, Alexandros (13)

Mahieu, Ronald (13)

Eijffinger, Sylvester (13)

Raes, Louis (12)

Sévi, Benoît (10)

KOSTAKIS, ALEXANDROS (10)

Rousse, Olivier (10)

Kočenda, Evžen (7)

Gospodinov, Nikolay (6)

Cites to:

Diebold, Francis (27)

Bollerslev, Tim (26)

Andersen, Torben (24)

Swanson, Eric (23)

Gürkaynak, Refet (18)

Vega, Clara (15)

Campbell, John (13)

Fratzscher, Marcel (13)

Ehrmann, Michael (13)

Kilian, Lutz (11)

Wolfe, Marketa (11)

Main data

Where Alexander Kurov has published?

Journals with more than one article published# docs
Journal of Futures Markets11
Journal of Banking & Finance5
Review of Financial Economics2
Journal of Financial Research2
Journal of Financial and Quantitative Analysis2
Review of Financial Economics2

Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics2

Recent works citing Alexander Kurov (2024 and 2023)

YearTitle of citing document
2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

Full description at Econpapers || Download paper

2023Short interest and the stock market relation with news sentiment from traditional and social media sources. (2023). Smales, Lee ; Liu, Zhangxin ; Chamberlain, Ben. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:321-334.

Full description at Econpapers || Download paper

2023“I just like the stock”: The role of Reddit sentiment in the GameStop share rally. (2023). Yarovaya, Larisa ; Xie, Ying ; Lucey, Brian ; Long, Suwan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:19-37.

Full description at Econpapers || Download paper

2023The informativeness of investor communication with corporate insiders: Evidence from China. (2023). Wang, Song ; Huang, Qinghua ; Ju, Congyi ; Meng, Qingbin. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:189-207.

Full description at Econpapers || Download paper

2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

Full description at Econpapers || Download paper

2023Differences between NZ and U.S. individual investor sentiment: More noise or more information?. (2023). Wei, Xiaopeng ; Wagner, Moritz ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:23/11.

Full description at Econpapers || Download paper

2023Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Hoerova, Marie ; Xu, Nancy R. In: Working Paper Series. RePEc:ecb:ecbwps:20232879.

Full description at Econpapers || Download paper

2023Stock liquidity and societal trust. (2023). Zadeh, Mohammad Hendijani. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000612.

Full description at Econpapers || Download paper

2023Expectation dispersion, uncertainty, and the reaction to news. (2023). Enders, Zeno ; Dovern, Jonas ; Born, Benjamin. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000697.

Full description at Econpapers || Download paper

2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

Full description at Econpapers || Download paper

2023Does broadband infrastructure affect corporate mergers and acquisitions? Quasi-natural experimental evidence from China. (2023). Tao, Yunqing ; Kong, Dongmin ; Sun, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004112.

Full description at Econpapers || Download paper

2023The European Central Bank and green finance: How would the green quantitative easing affect the investors behavior during times of crisis?. (2023). Vigne, Samuel ; Guesmi, Khaled ; Benkraiem, Ramzi ; Aloui, Donia. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004148.

Full description at Econpapers || Download paper

2023Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321.

Full description at Econpapers || Download paper

2023Bank affiliation and mutual funds’ trading strategy distinctiveness. (2023). Wang, Xiaoxiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001564.

Full description at Econpapers || Download paper

2023Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442.

Full description at Econpapers || Download paper

2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

Full description at Econpapers || Download paper

2023Do investors and managers of active ETFs react to social media activities?. (2023). Liu, Sha. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006286.

Full description at Econpapers || Download paper

2023Financial stabilization policy, market sentiment, and stock market returns. (2023). Yang, Jianlei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005566.

Full description at Econpapers || Download paper

2023Monetary policy uncertainty, market structure and bank risk-taking: Evidence from China. (2023). Zhuang, Jiali ; Liu, Yan ; Ge, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007759.

Full description at Econpapers || Download paper

2023Retail attention and the FOMC equity premium. (2023). Murgia, Lucia Milena ; Monaco, Eleonora. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007735.

Full description at Econpapers || Download paper

2023Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384.

Full description at Econpapers || Download paper

2023Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x.

Full description at Econpapers || Download paper

2023Information shares for markets with partially overlapping trading hours. (2023). Schweikert, Karsten ; Dimpfl, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001681.

Full description at Econpapers || Download paper

2023Monetary policy uncertainty, monetary policy surprises and stock returns. (2023). Bask, Mikael ; Sekandary, Ghezal. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619522000625.

Full description at Econpapers || Download paper

2023Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265.

Full description at Econpapers || Download paper

2023Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289.

Full description at Econpapers || Download paper

2023The governance role of corporate party organization on innovation. (2023). Yuan, Jiayue ; Ke, Jinjun ; Li, AO ; Lin, Nan ; Chen, Han. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:657-670.

Full description at Econpapers || Download paper

2023Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948.

Full description at Econpapers || Download paper

2023How Elon Musks Twitter activity moves cryptocurrency markets. (2023). Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006333.

Full description at Econpapers || Download paper

2023The US, Economic News, and the Global Financial Cycle. (2023). Kroner, Niklas ; Boehm, Christoph E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1371.

Full description at Econpapers || Download paper

2023Asymmetric Effects of Prices and Storage on Rig Counts: Evidence from the US Natural Gas and Crude Oil Markets. (2023). Chen, Wei-Hung ; Chiou-Wei, Song-Zan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:15:p:5752-:d:1208620.

Full description at Econpapers || Download paper

2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

Full description at Econpapers || Download paper

2023Information Sources for Investment Decisions: Evidence from Japanese Investors. (2023). Kadoya, Yoshihiko ; Rahim, Mostafa Saidur ; Thi, Trinh Xuan ; Sulemana, Abdul-Salam ; Lal, Sumeet. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:4:p:117-:d:1252778.

Full description at Econpapers || Download paper

2023Value and Contrarian Investment Strategies: Evidence from Indian Stock Market. (2023). Gupta, Pradeep Kumar ; Jagirdar, Sharneet Singh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:113-:d:1065063.

Full description at Econpapers || Download paper

2023A Bibliometric Analysis of Enterprise Social Media in Digital Economy: Research Hotspots and Trends. (2023). Liang, Huigang ; Yang, Yuting ; Zhang, Wen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:16:p:12545-:d:1219923.

Full description at Econpapers || Download paper

2023Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains. (2023). Cao, Yan ; Jiang, Qisheng ; Liu, Wei ; Cheng, Sheng. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10254-6.

Full description at Econpapers || Download paper

2023X Bots and Earnings Announcements. (2023). Hanousek, Jan ; Sokolov, Konstantin. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:92_2023.

Full description at Econpapers || Download paper

2023Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China*. (2023). Jia, Dun ; Sun, XI ; Guo, Rui. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:1077-1118..

Full description at Econpapers || Download paper

2023Attention-Grabbing ESG. (2023). Managi, Shunsuke ; Tanaka, Yoshitaka. In: MPRA Paper. RePEc:pra:mprapa:116786.

Full description at Econpapers || Download paper

2023Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses. (2023). Wang, Jikai ; Feng, Kai ; Hong, Yanran ; Hu, Yang. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:264-286.

Full description at Econpapers || Download paper

2023Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic: Evidence from the time and frequency domains. (2023). Yang, Cai ; Gao, Wang ; Zhang, Hongwei ; Wang, Ying. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:460-487.

Full description at Econpapers || Download paper

2023The Comparison and Analysis of Exchange Traded Funds (ETFs) Return Rates. (2023). Zeng, Shihong ; Yuan, Luqi. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:2:f:13_2_4.

Full description at Econpapers || Download paper

2023Essays on incentive contracts, M&As, and firm risk. (2023). An, Suwei. In: Other publications TiSEM. RePEc:tiu:tiutis:dd97d2f5-1c9d-47c5-ba62-f44489df1523.

Full description at Econpapers || Download paper

2023The order flow cost of index rolling in commodity futures markets. (2023). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:45:y:2023:i:2:p:1025-1050.

Full description at Econpapers || Download paper

2023Sentiment indices and stock returns: Evidence from China. (2023). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1063-1080.

Full description at Econpapers || Download paper

2023Asymmetric responses to Purchasing Managers Index announcements in Chinas stock returns. (2023). Zhang, Qingpeng ; Yang, Xiaoguang ; Lu, Chang ; Wang, Yingli. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2937-2955.

Full description at Econpapers || Download paper

2023The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530.

Full description at Econpapers || Download paper

2023Temperature, storage, and natural gas futures prices. (2023). Hartley, Peter ; Lan, Yihui ; Chen, Yanting. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:549-575.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A Longer-Term evaluation of Information releases by Influential market Agents and the Semi-strong market Efficiency. (2023). Agarwal, Rajat ; Agrrawal, Pankaj. In: EconStor Preprints. RePEc:zbw:esprep:273555.

Full description at Econpapers || Download paper

Works by Alexander Kurov:

YearTitleTypeCited
2008Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets In: The Financial Review.
[Full Text][Citation analysis]		article71
2008INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E?MINI INDEX FUTURES In: Journal of Financial Research.
[Full Text][Citation analysis]		article3
2019DO INVESTORS CARE ABOUT PRESIDENTIAL COMPANY?SPECIFIC TWEETS? In: Journal of Financial Research.
[Full Text][Citation analysis]		article12
2015What do Chinese Macro Announcements Tell Us About the World Economy? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper22
2015What do Chinese macro announcements tell us about the world economy?.(2015) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper51
2019Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?.(2019) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		article
2016Price drift before U.S. macroeconomic news: private information about public announcements?.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2004Price Dynamics in the Regular and E-Mini Futures Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article36
2010Estimating earnings trend using unobserved components framework In: Economics Letters.
[Full Text][Citation analysis]		article0
2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2021The disappearing pre-FOMC announcement drift In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2020Informational role of social media: Evidence from Twitter sentiment In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
2022When does the fed care about stock prices? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2008Macroeconomic cycles and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article128
2010Investor sentiment and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article156
2018Monetary policy uncertainty and the market reaction to macroeconomic news In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article48
2006Trading around macroeconomic announcements: Are all traders created equal? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article21
2012What determines the stock markets reaction to monetary policy statements? In: Review of Financial Economics.
[Full Text][Citation analysis]		article25
2012What determines the stock markets reaction to monetary policy statements?.(2012) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2014Business cycle, storage, and energy prices In: Review of Financial Economics.
[Full Text][Citation analysis]		article6
2014Business cycle, storage, and energy prices.(2014) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2019Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2002The effect of the introduction of Cubes on the Nasdaq?100 index spot?futures pricing relationship In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
2005Execution quality in open?outcry futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2005Is it time to reduce the minimum tick sizes of the E?mini futures? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article9
2008Tick size reduction, execution costs, and informational efficiency in the regular and E?mini Nasdaq?100 index futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7
2012Trader Survival: Evidence from the Energy Futures Markets In: Journal of Futures Markets.
[Citation analysis]		article3
2014Noisy Inventory Announcements and Energy Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article25
2015The Impact of Monetary Policy Surprises on Energy Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article38
2016Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
2018What drives informed trading before public releases? Evidence from natural gas inventory announcements In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2022Market inefficiencies surrounding energy announcements In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2022The information content of the volatility index options trading volume In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team