John Paul Broussard : Citation Profile

Estonian Business School (70% share)
Hanken Svenska Handelshögskolan (15% share)
Rutgers University-Camden (15% share)

7

H index

6

i10 index

187

Citations

RESEARCH PRODUCTION:

14

Articles

1

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 8
   Journals where John Paul Broussard has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (2.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr3
   Updated: 2026-05-16    RAS profile: 2024-07-28    
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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 John Paul Broussard.

Is cited by:

cotter, john (11)

Perignon, Christophe (4)

Hurlin, Christophe (3)

Dowd, Kevin (3)

Mauck, Nathan (2)

Garcia, Marcio (2)

Urquhart, Andrew (2)

Yu, Philip (2)

Batten, Jonathan (2)

Michayluk, David (2)

Medeiros, Marcelo (2)

Cites to:

de Vries, Casper (5)

French, Kenneth (4)

Thaler, Richard (4)

Lamont, Owen (3)

Stein, Jeremy (3)

Fama, Eugene (3)

Subrahmanyam, Avanidhar (2)

Boehmer, Ekkehart (2)

Korajczyk, Robert (2)

McInish, Thomas (2)

Lee, Charles (2)

Main data

Where John Paul Broussard has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money2
European Accounting Review2

Recent works citing John Paul Broussard (2025 and 2024)

YearTitle of citing document
2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2026How Do Corporate Factors Affect Price Discovery Process Between Equity and Credit Markets?. (2026). Cummins, Mark ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:551-574.

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2024Strategic forward-looking nonearnings disclosure and overinvestment. (2024). Loi, Fai Lim ; Song, Peiyang ; Chen, Jean Jinghan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001951.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2024Price discovery of the Chinese crude oil options and futures markets. (2024). Yang, Zhini ; Zou, MI ; Han, Lin. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819.

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2024High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001235.

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2025Why does options market information predict stock returns?. (2025). Muravyev, Dmitriy ; Pearson, Neil D ; Pollet, Joshua M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001618.

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2025High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants. (2025). Zhang, Ruixun ; Dai, Yuehao ; Zhao, Chaoyi ; Wu, Lan ; Chen, Ermo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000186.

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2024High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124228.

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2024Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study. (2024). Borondo, Javier ; Losada, Juan Carlos ; Grande, Mar. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2911-:d:1480990.

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2025The Profitability and Arbitrage Efficiency of the Chicago Mercantile Exchange Nikkei 225 Futures. (2025). Qin, Jieye. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09469-4.

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2024Contingent Claims and Hedging of Credit Risk with Equity Options. (2024). Salvador, Enrique ; Avino, Davide E. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:2:p:310-348..

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2025Embedding pairs trading in market networks: a network science approach to portfolio construction. (2025). Grande, Mar ; Borondo, Javier. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05661-7.

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2026Priced to Perfection? Subjective Expectations in Financial Markets. (2026). Vo, Michael. In: Other publications TiSEM. RePEc:tiu:tiutis:db4f8097-275c-44bc-9e72-77f5ccb6e6f6.

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2024Tail risk forecasting and its application to margin requirements in the commodity futures market. (2024). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1513-1529.

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2024Cross‐Asset Tandem Trading and Extraordinary Volatility. (2024). Paddrik, Mark ; Garrison, Robert ; Jain, Pankaj K. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1508-1542.

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2025Price Discovery in Chinas Crude Oil Derivatives Market. (2025). Lepone, Andrew ; Yang, Zhini. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:5:p:473-493.

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Works by John Paul Broussard:

YearTitleTypeCited
2016Style Migration in Europe In: European Financial Management.
[Full Text][Citation analysis]		article1
2018The efficacy of life insurance company general account equity asset allocations: a safety-first perspective using vine copulas In: Annals of Actuarial Science.
[Full Text][Citation analysis]		article0
1998The behavior of extreme values in Germanys stock index futures: An application to intradaily margin setting In: European Journal of Operational Research.
[Full Text][Citation analysis]		article8
2012Profitability of pairs trading strategy in an illiquid market with multiple share classes In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article27
2014Intraday periodicity in algorithmic trading In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2013Is there price discovery in equity options? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article71
2001Extreme-value and margin setting with and without price limits In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article13
2004CEO Incentives, Cash Flow, and Investment In: Financial Management.
[Citation analysis]		article19
1997Prudent Margin Levels in the Finnish Stock Index Futures Market In: Management Science.
[Full Text][Citation analysis]		article22
1998Setting NYSE Circuit Breaker Triggers In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article6
2014Communication Technology and Exchanging Financial Assets: A Historical Perspective In: Business and Economic Research.
[Full Text][Citation analysis]		article0
1997Earnings and stock returns: evidence from Germany In: European Accounting Review.
[Full Text][Citation analysis]		article3
1999Reply to Note on Earnings and stock returns: evidence from Germany In: European Accounting Review.
[Full Text][Citation analysis]		article0
2005The Role of Growth in Long Term Investment Returns In: Published Paper Series.
[Citation analysis]		paper12
2002Governance, Economic and Financial Factors Affecting Success for Transition Economies In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2002The Relationship Between Economic Freedom and Transitionary Economic Growth In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2002The Index of Economic Freedom and Economic Growth in Transition Economies In: Zagreb International Review of Economics and Business.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team