Dan Gabriel Anghel : Citation Profile

Academia Romana (55% share)
Academia de Studii Economice din Bucureşti (45% share)

3

H index

2

i10 index

45

Citations

RESEARCH PRODUCTION:

14

Articles

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 5
   Journals where Dan Gabriel Anghel has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 4 (8.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan626
   Updated: 2025-12-27    RAS profile: 2022-09-07    
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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 Dan Gabriel Anghel.

Is cited by:

Zhou, Wei-Xing (2)

Škrinjarić, Tihana (2)

Goutte, Stéphane (2)

Dragotă, Victor (2)

Gonçalves, Tiago (1)

Tilica, Elena (1)

Huru, Dragos (1)

JAWADI, Fredj (1)

Ślepaczuk, Robert (1)

Dumitrescu, Bogdan (1)

Kyophilavong, Phouphet (1)

Cites to:

Dragotă, Victor (8)

Putnins, Talis (7)

Fama, Eugene (6)

Swanson, Norman (5)

HSU, Po-Hsuan (5)

McInish, Thomas (5)

Scaillet, Olivier (5)

Hansen, Peter (5)

Zhou, Guofu (4)

Coakley, Jerry (4)

Todea, Alexandru (4)

Main data

Where Dan Gabriel Anghel has published?

Journals with more than one article published# docs
International Journal of Financial Research2
Journal for Economic Forecasting2
Finance Research Letters2
The Review of Finance and Banking2

Recent works citing Dan Gabriel Anghel (2025 and 2024)

YearTitle of citing document
2025The nexus of blue economy, green finance, and energy commodities: A quantile VAR approach. (2025). Jeribi, Ahmed ; ben Salem, Salha. In: Modern Finance. RePEc:bdy:modfin:v:3:y:2025:i:2:p:96-119:id:272.

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2024The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Uddin, Gazi ; Hao, Zhu Shi ; Sheng, Lin Wen ; Sen, Ding. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

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2024Trade fragmentation and volatility-of-volatility networks. (2024). JAWADI, Fredj ; BASTIDON, Cécile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

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2024Are simple technical trading rules profitable in bitcoin markets?. (2024). Frömmel, Michael ; Deprez, Niek ; Frommel, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:858-874.

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2024Machine learning in accounting and finance research: a literature review. (2024). Alexandridis, Antonios ; Nerantzidis, Michail ; Liaras, Evangelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01306-z.

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2024The complex relationship between credit and liquidity risks: a linear and non-linear analysis for the banking sector. (2024). Zaghdoudi, Taha ; Tissaoui, Kais ; Bouslimi, Jihen ; Hakimi, Abdelaziz. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02951-4.

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2024Liquidity and Credit Risk in Indonesia: The Role of FinTech Development. (2024). Yudaruddin, Rizky ; Hapsari, Pebiansyah ; Santi, Eka Nor ; Nugroho, Bramantyo Adi ; Fitrian, Zhikry ; Fitrianto, Yuli. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241245248.

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2024Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5.

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2024Evaluating the discrimination ability of proper multi-variate scoring rules. (2024). Alexander, Carol ; Meng, X ; Han, Y ; Coulon, M. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04611-9.

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2024Portfolio management under capital market frictions: a grey clustering approach. (2024). Tilica, Elena ; Dragotă, Victor ; Ttaru, Rzvan Ioan ; Delcea, Camelia. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00634-2.

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Works by Dan Gabriel Anghel:

YearTitleTypeCited
2013THE PERFORMANCE OF ROC ON THE BSE In: Theoretical and Applied Economics.
[Full Text][Citation analysis]		article0
2020Predicting Intraday Prices in the Frontier Stock Market of Romania Using Machine Learning Algorithms In: International Journal of Economics and Financial Research.
[Full Text][Citation analysis]		article1
2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks In: Economic Modelling.
[Full Text][Citation analysis]		article3
2022No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance In: Economics Letters.
[Full Text][Citation analysis]		article1
2018Liquidity-threshold effect in non-performing loans In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2021A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2021Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2020What Can Machine Learning Tell Us About Intraday Price Patterns in a Frontier Stock Market? In: International Journal of Financial Research.
[Full Text][Citation analysis]		article0
2015Market Efficiency and Technical Analysis in Romania In: International Journal of Financial Research.
[Full Text][Citation analysis]		article6
2021Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 In: Critical Finance Review.
[Full Text][Citation analysis]		article0
2013How Reliable is the Moving Average Crossover Rule for an Investor on the Romanian Stock Market? In: The Review of Finance and Banking.
[Full Text][Citation analysis]		article2
2018Market-Level Sports Sentiment: The case of the Romanian Frontier Stock Market In: The Review of Finance and Banking.
[Full Text][Citation analysis]		article0
2017Intraday Market Efficiency for a Typical Central and Eastern European Stock Market: The Case of Romania In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article2
2020Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article2

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