Susan Thomas : Citation Profile


Are you Susan Thomas?

xKDR Forum

7

H index

3

i10 index

163

Citations

RESEARCH PRODUCTION:

9

Articles

42

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 5
   Journals where Susan Thomas has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 11 (6.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pth170
   Updated: 2024-04-18    RAS profile: 2024-04-06    
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Relations with other researchers


Works with:

Aggarwal, Nidhi (5)

Shah, Ajay (3)

Singh, Manish (2)

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

Is cited by:

Sane, Renuka (8)

Singh, Manish (8)

Shah, Ajay (7)

Gómez-Puig, Marta (7)

Sosvilla-Rivero, Simon (7)

Reboredo, Juan (6)

Novales, Alfonso (4)

Baum, Christopher (3)

Louzis, Dimitrios (3)

Ruiz, Esther (2)

Basher, Syed (2)

Cites to:

Campbell, John (11)

Sane, Renuka (8)

Foucault, Thierry (7)

Hilscher, Jens (7)

Zingales, Luigi (6)

Cole, Shawn (6)

Altman, Edward (6)

CAPELLE-BLANCARD, Gunther (6)

Menkveld, Albert (6)

Anagol, Santosh (5)

Hoffmann, Peter (4)

Main data


Where Susan Thomas has published?


Journals with more than one article published# docs
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Indira Gandhi Institute of Development Research, Mumbai Working Papers / Indira Gandhi Institute of Development Research, Mumbai, India20
Working Papers / xKDR12

Recent works citing Susan Thomas (2024 and 2023)


YearTitle of citing document
2023The journey of Indian finance. (2023). Shah, Ajay. In: Working Papers. RePEc:anf:wpaper:25.

Full description at Econpapers || Download paper

2023Technology in Land Administration. (2023). Uday, Diya ; Aggarwal, Brijkumar. In: Working Papers. RePEc:anf:wpaper:27.

Full description at Econpapers || Download paper

2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Creditor-controlled insolvency and firm financing– Evidence from India. (2023). Singhvi, Bhavya ; Agarwal, Shivangi. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001861.

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2023Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880.

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2023Estimating the Value-at-Risk by Temporal VAE. (2023). Richert, Ivo ; Korn, Ralf ; Grimm, Stefanie ; Buch, Robert. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:5:p:79-:d:1130370.

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2023Declining trade interest in Indian commodity derivatives: a survey-based study on cardamom futures contract. (2023). Vijayakumar, A N. In: Global Business and Economics Review. RePEc:ids:gbusec:v:28:y:2023:i:3:p:333-346.

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2023Bankruptcy regime change and credit risk premium on corporate bonds: Evidence from the Indian economy. (2023). Sengupta, Rajeswari ; Vardhan, Harsh. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2023-001.

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2023Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility?. (2023). Rout, Bhabani Sankar ; Das, Nupur Moni ; Khatun, Yashmin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-023-09398-8.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks. (2023). Soldatos, John ; Kotios, Dimitrios ; Makridis, Georgios ; Fatouros, Georgios ; Kyriazis, Dimosthenis ; Filippakis, Michael. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00050-0.

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2023Efficiency of Wheat Futures across APMC Mandis. (2023). Singh, Rahul Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00348-9.

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Susan Thomas has edited the books:


YearTitleTypeCited

Works by Susan Thomas:


YearTitleTypeCited
2021Does the quality of land records affect credit access of households in India? In: Working Papers.
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paper1
2021The footprint of union government procurement in India In: Working Papers.
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paper0
2022When is the order-to-trade ratio fee effective? In: Working Papers.
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paper0
2023When is the order-to-trade ratio fee effective?.(2023) In: Journal of Financial Markets.
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This paper has nother version. Agregated cites: 0
article
2022Informational efficiency of credit ratings In: Working Papers.
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paper0
2022Evaluating contract enforcement by courts in India: a litigants lens. In: Working Papers.
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paper0
2022Foundations for nighttime lights data analysis In: Working Papers.
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paper0
2023Financial Inclusion Measurement: Deepening the Evidence In: Working Papers.
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paper0
2023Learning by doing for public procurement In: Working Papers.
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paper0
2023Estimating Capacity Requirements of the National Company Law Tribunal: Notes from the Field In: Working Papers.
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paper0
2023Evaluating courts from a litigants perspective: A project report In: Working Papers.
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paper0
2024Rethinking innovation policy in India: Amplifying spillovers through contracting-out In: Working Papers.
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paper0
2021But clouds got in my way: Bias and bias correction of VIIRS nighttime lights data in the presence of clouds In: Working Papers.
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paper0
2020From Participation To Repurchase: Low Income Households And Micro?insurance In: Journal of Risk & Insurance.
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article0
2016From participation to repurchase: Low-income households and micro-insurance.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2017From Participation To Repurchase: Low Income Households And Micro-Insurance.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2016From participation to repurchase: Low income households and micro-insurance.(2016) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2016The Real Cost of Credit Constraints: Evidence from Micro-finance In: The B.E. Journal of Economic Analysis & Policy.
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article3
2013The real cost of credit constraints: Evidence from micro-finance.(2013) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2010Call auctions : A solution to some difficulties in Indian finance In: Finance Working Papers.
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paper3
2010Call Auctions: A Solution to Some Difficulties in Indian Finance.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2010Call auctions: A Solution to some difficulties in Indian finance.(2010) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2023Do decreases in Distance-to-Default predict rating downgrades? In: Economic Modelling.
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article0
2008Indian Financial Markets In: Elsevier Monographs.
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book8
2016Reforming Personal Insolvency Law in India In: Working Papers.
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paper0
2015Reforming personal insolvency law in India.(2015) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2016Evolution of the insolvency framework for non-financial firms in India In: Working Papers.
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paper13
2016Evolution of the insolvency framework for non-financial firms in India.(2016) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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This paper has nother version. Agregated cites: 13
paper
2017Response of Firms to Listing: Evidence from SME Exchanges In: Working Papers.
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paper2
2017Response of firms to listing: Evidence from SME exchanges.(2017) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2019When do regulatory interventions work? In: Working Papers.
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paper0
2019When do regulatory interventions work?.(2019) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2013In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System In: Working Papers.
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paper1
2013In search of inclusion: informal sector participation in a voluntary, defined contribution pension system.(2013) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2015In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System.(2015) In: Journal of Development Studies.
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This paper has nother version. Agregated cites: 1
article
2011Liquidity considerations in estimating implied volatility In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper5
2012Liquidity Considerations in Estimating Implied Volatility.(2012) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 5
article
2011The role of government in Indias micro-finance industry In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper0
2011When do stock futures dominate price discovery In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper9
2019When stock futures dominate price discovery.(2019) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 9
article
2011An Economic policy and legal analysis of the Micro Finance Institutions (Development & Regulation) Bill, 2011 In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper0
2012How is financial regulation different for micro-finance? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper0
2012Do changes in distance-to-default anticipate changes in the credit rating? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper7
2012Measuring and explaining the asymmetry of liquidity In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper3
2012What should regulation do in the field of micro-finance? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper0
2013Estimating losses to customers on account of mis-selling life insurance policies in India In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper1
2014Do futures markets help in price discovery and risk management for commodities in India? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper5
2014The way forward for Indias National Pension System In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper0
2014The causal impact of algorithmic trading on market quality In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
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paper8
2003Selection of Value-at-Risk models In: Journal of Forecasting.
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article74
2022An Overview In: India Studies in Business and Economics.
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chapter0
2014The case of the missing billions: estimating losses to customers due to mis-sold life insurance policies In: Journal of Economic Policy Reform.
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article14
1995Heteroscedasticity models on the BSE In: Finance.
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paper5

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