5
H index
3
i10 index
120
Citations
S. Sarah Zhang : Citation Profile
University of Manchester | RESEARCH PRODUCTION: 4 Articles 6 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2013 - 2024). Relations with other researchers
Main data
Where S. Sarah Zhang has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Chapman University, Economic Science Institute | 2 |
Recent works citing S. Sarah Zhang (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394. Full description at Econpapers || Download paper |
| 2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. Full description at Econpapers || Download paper |
| 2023 | Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284. Full description at Econpapers || Download paper |
| 2023 | The effect of overnight corporate announcements on price discovery. (2023). Chu, Gang ; Han, Liyan ; Liu, Chunyuan. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000399. Full description at Econpapers || Download paper |
| 2023 | Arbitrage bots in experimental asset markets. (2023). Shachat, Jason ; Neugebauer, Tibor ; Angerer, Martin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:262-278. Full description at Econpapers || Download paper |
| 2023 | Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?. (2023). Chiu, Chien-Liang ; Day, Min-Yuh ; Chou, Ke-Hsin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:365-385. Full description at Econpapers || Download paper |
| 2023 | How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227. Full description at Econpapers || Download paper |
| 2023 | Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland. (2023). Bolek, Monika ; Wolski, Rafa ; Kutan, Ali M ; Brzeszczyski, Janusz ; Gajdka, Jerzy. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-07-2021-0124. Full description at Econpapers || Download paper |
| 2023 | Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach. (2023). Siemroth, Christoph ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:gat:wpaper:2313. Full description at Econpapers || Download paper |
| 2023 | The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:105-126. Full description at Econpapers || Download paper |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper |
| 2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
| 2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers || Download paper |
| 2023 | The linkage between Bitcoin and foreign exchanges in developed and emerging markets. (2023). Bensaida, Ahmed. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00454-w. Full description at Econpapers || Download paper |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. Full description at Econpapers || Download paper |
| 2023 | Who pays the liquidity cost? Central bank announcements and adverse selection. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:904-924. Full description at Econpapers || Download paper |
Works by S. Sarah Zhang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Asymmetric news responses of high?frequency and non?high?frequency traders In: The Financial Review. [Full Text][Citation analysis] | article | 0 |
| 2020 | Speed Traps: Algorithmic Trader Performance Under Alternative Market Structures In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Cognitive Abilities and Individual Earnings in Hybrid Continuous Double Auctions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | News sentiment in the cryptocurrency market: An empirical comparison with Forex In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 30 |
| 2013 | Public information arrival: Price discovery and liquidity in electronic limit order markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 66 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 10 |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2013 | Interactive Data: Technology and Cost of Capital In: Lecture Notes in Information Systems and Organization. [Citation analysis] | chapter | 0 |
| 2018 | Need for speed: Hard information processing in a high?frequency world In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
| 2017 | The ambivalent role of high-frequency trading in turbulent market periods In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
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