Peter Gabor Szilagyi : Citation Profile

Groupe EDHEC (École de Hautes Études Commerciales du Nord)

14

H index

16

i10 index

526

Citations

RESEARCH PRODUCTION:

30

Articles

20

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 29
   Journals where Peter Gabor Szilagyi has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 17 (3.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psz14
   Updated: 2025-04-12    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Batten, Jonathan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Gabor Szilagyi.

Is cited by:

Renneboog, Luc (41)

Akhtaruzzaman, Md (9)

Bajzik, Josef (9)

Irsova, Zuzana (7)

Havranek, Tomas (7)

Novak, Jiri (7)

lucey, brian (6)

Batten, Jonathan (6)

Boubaker, Sabri (6)

El Ghoul, Sadok (6)

Cumming, Douglas (5)

Cites to:

Renneboog, Luc (107)

Shleifer, Andrei (73)

Jensen, Michael (37)

La Porta, Rafael (34)

Lopez-de-Silanes, Florencio (34)

Batten, Jonathan (31)

Vishny, Robert (29)

masulis, ronald (26)

Mayer, Colin (26)

Narayan, Paresh (24)

Harvey, Campbell (24)

Main data

Production by document typepaperchapterarticle2003200420052006200720082009201020112012201320142015201620172018201920202021051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20032004200520062007200820092010201120122013201420152016201720182019202020210204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20072008200920102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2003200420052006200720082009201020112012201320142015201620172018201920202021050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents123456789101112131415160255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Peter Gabor Szilagyi has published?

Journals with more than one article published# docs
Energy Economics4
European Financial Management3
International Review of Financial Analysis2
Emerging Markets Finance and Trade2
Journal of Corporate Finance2
International Journal of the Economics of Business2

Working Papers Series with more than one paper published# docs
The Institute for International Integration Studies Discussion Paper Series / IIIS2

Recent works citing Peter Gabor Szilagyi (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Network effect and international currency. (2024). Woo, Wing Thye ; Wang, Xiaosong ; Liu, Tao. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:126:y:2024:i:3:p:600-626.

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2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

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2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2024Hedging investment-grade and high-yield bonds with credit VIX. (2024). Alsagr, Naif ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001137.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024Do climate risks affect dirty–clean energy stock price dynamic correlations?. (2024). Wu, Zhige ; Tang, Yixuan ; Li, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004213.

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2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Goodell, John W ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2024Measuring systemic risk contribution: A higher-order moment augmented approach. (2024). Huang, Guanglin ; Wang, Peiwen. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012059.

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2024Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries. (2024). Zhang, Shuguang ; He, Zhipeng. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976.

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2024Opportunistic behaviour behind corporate digitalization disclosure: The moderating role of economic policy uncertainty. (2024). Fu, Mengting ; Guan, Kaolei ; Zhu, Haining. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007347.

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2024Can RMB internationalization mitigate U.S. monetary policy spillovers?. (2024). Feng, Yun ; Liu, Qing ; Xu, Mengxia. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007761.

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2024Corporate credit risk and bond yield spreads: Market reactions to the spreads. (2024). Dong, Xueqin ; Dai, Haiyan ; Xue, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009632.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024Formal institutions and cross-border mergers and acquisitions: A systematic literature review and research agenda. (2024). Kumar, Vikas ; Popli, Manish ; Ahsan, Faisal Mohammad. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:5:s0969593124000532.

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2024Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes. (2024). Goodell, John W ; Youssef, Manel ; Yousaf, Imran. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312300197x.

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2024Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Yang, Xiao-Guang ; Ma, Chao-Qun ; Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000179.

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2024Unlocking Dividends: The impact of managerial social capital on international corporate payouts. (2024). Cumming, Douglas ; Rajkovic, Tijana ; Javakhadze, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s104244312400091x.

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2024Organization capital, dividends and firm value: International evidence. (2024). Toudas, Kanellos ; Loukopoulos, Georgios ; Chasiotis, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001409.

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2024Do large registered investment funds undermine shareholder activism? Evidence from hedge fund proposals. (2024). Mendona, Cesar ; Loureiro, Gilberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000773.

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2024Nonlinear effects of financial openness on financial development in ASEAN. (2024). Ryu, Doojin ; Bang, Jeongseok ; Nam, Hyun-Jung. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000112.

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2024Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574.

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2024Hedging precious metals with impact investing. (2024). Le, Van ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD ; Moussa, Faten. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:651-664.

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2024Time-frequency return connectedness between Chinese coal futures and international stock indices. (2024). Liu, Danhe ; Huang, Jionghao ; Chen, Baifan ; Xia, Xiaohua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:316-333.

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2024Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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2024Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004192.

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2024An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting. (2024). Patra, Saswat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400426x.

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2024Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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2025Signaling vs. agency theory: What drives dividends of promoter-owned firms during a crisis?. (2025). Chaudhry, Neeru ; Kashiramka, Smita ; Gosain, Neha. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003830.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2024An analysis of the time-lag effect of global geopolitical risk on business cycle based on visibility graph technique. (2024). Shum, Wai Yan ; Xiao, Zhongyi ; Shang, Yunfeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524006218.

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2024What Drives Asset Returns Comovements? Some Empirical Evidence from US Dollar and Global Stock Returns (2000–2023). (2024). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:167-:d:1378380.

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2025Alternative finance in the international business context: a review and future research. (2025). Qian, Meijun ; Allen, Franklin. In: Journal of International Business Studies. RePEc:pal:jintbs:v:56:y:2025:i:1:d:10.1057_s41267-024-00739-x.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Shi, Haili ; Sun, Yiru ; Zhang, Yongmin ; Zhao, Yingxue ; Ding, Shusheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2024Forecasting the Asian stock market volatility: Evidence from WTI and INE oil futures. (2024). Huang, Dengshi ; Ma, Feng ; Ghani, Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1496-1512.

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Works by Peter Gabor Szilagyi:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012Comments on Qianying Chen, Andrew Filardo, Dong He and Feng Zhus paper The impact of central bank balance sheet policies on the emerging economies In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2011The Role of Foreign Bond Issuance: The Case of Australia In: Australian Economic Review.
[Citation analysis]		article2
2008Corporate Restructuring and Bondholder Wealth In: European Financial Management.
[Full Text][Citation analysis]		article15
2006Corporate Restructuring and Bondholder Wealth.(2006) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2006Corporate Restructuring and Bondholder Wealth.(2006) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2010Corporate Governance and Control: Introduction In: European Financial Management.
[Full Text][Citation analysis]		article0
2010Shareholder Activism through Proxy Proposals: The European Perspective In: European Financial Management.
[Full Text][Citation analysis]		article29
2009Shareholder Activism through Proxy Proposals : The European Perspective.(2009) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2011The role of shareholder proposals in corporate governance In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article51
2021Strategic insider trading in foreign exchange markets In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article5
2016The internationalisation of the RMB: New starts, jumps and tipping points In: Emerging Markets Review.
[Full Text][Citation analysis]		article20
2017Can stock market investors hedge energy risk? Evidence from Asia In: Energy Economics.
[Full Text][Citation analysis]		article44
2019Liquidity, surprise volume and return premia in the oil market In: Energy Economics.
[Full Text][Citation analysis]		article15
2019Time-varying energy and stock market integration in Asia In: Energy Economics.
[Full Text][Citation analysis]		article29
2021Hedging stocks with oil In: Energy Economics.
[Full Text][Citation analysis]		article63
2018Addressing COP21 using a stock and oil market integration index In: Energy Policy.
[Full Text][Citation analysis]		article16
2012Empirical analysis of credit spread changes of US corporate bonds In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2012International banking during the Global Financial Crisis: U.K. and U.S. perspectives In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2020How relevant is dividend policy under low shareholder protection? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article40
2006How Relevant is Dividend Policy under Low Shareholder Protection?.(2006) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2007Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2012Foreign Bond Markets and Financial Market Development: International Perspectives In: Chapters.
[Full Text][Citation analysis]		chapter3
2010Foreign Bond Markets and Financial Market Development: International Perspectives.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2009Foreign Bond Markets and Financial Market Development: International Perspectives.(2009) In: ADBI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2006Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2006Developing Foreign Bond Markets: The Arirang Bond Experience in Korea In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2018When Kamay Met Hill: Organisational Ethics in Practice In: Journal of Business Ethics.
[Full Text][Citation analysis]		article2
2014Stock Market Spread Trading: Argentina and Brazil Stock Indexes In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2014Stock Market Spread Trading: Argentina and Brazil Stock Indexes.(2014) In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2011The Recent Internationalization of Japanese Banks In: Japanese Economy.
[Full Text][Citation analysis]		article2
2010The Recent Internationalisation of Japanese Banks.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2007Domestic Bond Market Development: The Arirang Bond Experience in Korea In: The World Bank Research Observer.
[Full Text][Citation analysis]		article4
2017Creditor rights, claims enforcement, and bond performance in mergers and acquisitions In: Journal of International Business Studies.
[Full Text][Citation analysis]		article33
2017Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions.(2017) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2012Bank internationalization since 1995 In: Journal of Financial Transformation.
[Citation analysis]		article0
2010Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2015Should emerging market investors buy commodities? In: Applied Economics.
[Full Text][Citation analysis]		article19
2003Disintermediation and the Development of Bond Markets in Emerging Europe In: International Journal of the Economics of Business.
[Full Text][Citation analysis]		article6
2003Why Japan Needs to Develop its Corporate Bond Market In: International Journal of the Economics of Business.
[Full Text][Citation analysis]		article4
2013The structure of gold and silver spread returns In: Quantitative Finance.
[Full Text][Citation analysis]		article30
2011Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective In: Journal of the Asia Pacific Economy.
[Full Text][Citation analysis]		article1
2006How do Mergers and Acquisitions Affect Bondholders in Europe? Evidence on the Impact and Spillover of Governance and Legal Standards In: Discussion Paper.
[Full Text][Citation analysis]		paper4
2009Shareholder Activism through the Proxy Process In: Discussion Paper.
[Full Text][Citation analysis]		paper2
2006How do Mergers and Acquisitions Affect Bondholders in Europe? Evidence on the Impact and Spillover of Governance and Legal Standards In: Other publications TiSEM.
[Full Text][Citation analysis]		paper2
2009Shareholder Activism through Proxy Proposals : The European Perspective In: Other publications TiSEM.
[Full Text][Citation analysis]		paper1
2006Corporate Restructuring and Bondholder Wealth In: Other publications TiSEM.
[Full Text][Citation analysis]		paper1
2006How Relevant is Dividend Policy under Low Shareholder Protection? In: Other publications TiSEM.
[Full Text][Citation analysis]		paper14
2006Corporate Restructuring and Bondholder Wealth In: Other publications TiSEM.
[Full Text][Citation analysis]		paper1
2007Corporate governance and the agency costs of debt and outside equity In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
2009Shareholder Activism through the Proxy Process In: Other publications TiSEM.
[Full Text][Citation analysis]		paper2
2017Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions In: Other publications TiSEM.
[Full Text][Citation analysis]		paper33
2015TIME VARYING ASIAN STOCK MARKET INTEGRATION In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article11

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