Gary Lee Shoesmith : Citation Profile

Are you Gary Lee Shoesmith?

Wake Forest University

4

H index

2

i10 index

205

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   21 years (1992 - 2013). See details.
   Cites by year: 9
   Journals where Gary Lee Shoesmith has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh680
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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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 Gary Lee Shoesmith.

Is cited by:

Girardi, Alessandro (10)

Caporale, Guglielmo Maria (7)

McInish, Thomas (7)

Shephard, Neil (7)

Hansen, Peter (6)

Lunde, Asger (4)

Hyndman, Rob (4)

Gooijer, Jan G. (4)

Quaedvlieg, Rogier (3)

Fernandes, Marcelo (3)

Laurent, Sébastien (3)

Cites to:

Johansen, Soren (8)

Campbell, John (7)

Shiller, Robert (5)

juselius, katarina (5)

Litterman, Robert (4)

Dickey, David (4)

Levitt, Steven (4)

Engle, Robert (4)

Karolyi, G. (3)

Stulz, René (3)

Bekaert, Geert (2)

Main data

Where Gary Lee Shoesmith has published?

Journals with more than one article published# docs
International Journal of Forecasting3

Recent works citing Gary Lee Shoesmith (2024 and 2023)

YearTitle of citing document
2023Price discovery in carbon exchange traded fund markets. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003307.

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2023Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134.

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2023Spot–Futures Price Adjustments in the Nikkei 225: Linear or Smooth Transition? Financial Centre Leadership or Home Bias?. (2023). Sirichand, Kavita ; Green, Christopher J ; Qin, Jieye. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:117-:d:1066252.

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2023Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data. (2023). Tomanova, Petra ; Hol, Vladimir. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-021-10210-w.

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2023When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach. (2023). Jackson, Dave ; Tokic, Damir. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00306-3.

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2023A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03.

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Works by Gary Lee Shoesmith:

YearTitleTypeCited
2007Friedmans Hypothesis and Cross-Regional Inflation Dispersion In: Review of Applied Economics.
[Full Text][Citation analysis]		article0
2004MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD In: Journal of Financial Research.
[Full Text][Citation analysis]		article4
2003Predicting National and Regional Recessions Using Probit Modeling and Interest?Rate Spreads In: Journal of Regional Science.
[Full Text][Citation analysis]		article3
2005Probit model forecasts of national and state manufacturing and construction employment downturns* In: Papers in Regional Science.
[Full Text][Citation analysis]		article0
1995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article161
1995Multiple cointegrating vectors, error correction, and forecasting with Littermans model In: International Journal of Forecasting.
[Full Text][Citation analysis]		article18
2013Space–time autoregressive models and forecasting national, regional and state crime rates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
1992Non-cointegration and causality: Implications for VAR modeling In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2004Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2010Four factors that explain both the rise and fall of US crime, 1970-2003 In: Applied Economics.
[Full Text][Citation analysis]		article9

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