Sanjiv Ranjan Das : Citation Profile

Are you Sanjiv Ranjan Das?

Santa Clara University

17

H index

26

i10 index

1478

Citations

RESEARCH PRODUCTION:

35

Articles

19

Papers

2

Chapters

RESEARCH ACTIVITY:

   27 years (1996 - 2023). See details.
   Cites by year: 54
   Journals where Sanjiv Ranjan Das has often published
   Relations with other researchers
   Recent citing documents: 133.    Total self citations: 10 (0.67 %)

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   Permalink: http://citec.repec.org/pda527
   Updated: 2023-11-04    RAS profile: 2023-03-12    
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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 Sanjiv Ranjan Das.

Is cited by:

Xiao, Tim (18)

Schwaab, Bernd (10)

Guidolin, Massimo (10)

Härdle, Wolfgang (10)

Lucas, Andre (10)

Koopman, Siem Jan (10)

Maheu, John (9)

Andersen, Torben (9)

Duffie, Darrell (8)

Shen, Dehua (8)

Baptista, Alexandre (8)

Cites to:

merton, robert (33)

Jarrow, Robert (20)

Duffie, Darrell (19)

Leland, Hayne (14)

Lerner, Josh (10)

Scholes, Myron (10)

Longstaff, Francis (9)

Engle, Robert (8)

Singleton, Kenneth (8)

Willen, Paul (8)

Acharya, Viral (7)

Main data

Where Sanjiv Ranjan Das has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Journal of Financial and Quantitative Analysis4
Journal of Economic Dynamics and Control4
Journal of Financial Services Research2
Journal of Financial Intermediation2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc10
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Sanjiv Ranjan Das (2023 and 2022)

YearTitle of citing document
2023Realised Volatility Forecasting: Machine Learning via Financial Word Embedding. (2021). Poon, Ser-Huang ; Zohren, Stefan ; Rahimikia, Eghbal. In: Papers. RePEc:arx:papers:2108.00480.

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2023EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

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2022Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308.

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2022Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects. (2022). Chiu, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02276.

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2023Removing Non-Stationary Knowledge From Pre-Trained Language Models for Entity-Level Sentiment Classification in Finance. (2023). Hahm, Moonjeong ; Kang, Nahyeon ; Lee, Hanwool ; Son, Guijin. In: Papers. RePEc:arx:papers:2301.03136.

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2023The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140.

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2023Off-Balance Sheet Activities and Scope Economies in U.S. Banking. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.14603.

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2023Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange. (2023). Mortazavi, Mohsen. In: Papers. RePEc:arx:papers:2304.13818.

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2023Social Media Emotions and IPO Returns. (2023). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2306.12602.

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2023From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033.

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2023Social media information dissemination and corporate bad news hoarding. (2023). Feng, Lingbing ; He, Feng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1503-1532.

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2022Financial innovation regulations and firm performance: Evidence from Chinese listed firms. (2022). Yang, Minhua. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:1:p:24-41.

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2023Impact of government policy responses of COVID?19 pandemic on stock market liquidity for Australian companies. (2023). Zgheib, Bernard ; Kassamany, Talie. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:24-46.

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2022The cross?sectional return predictability of employment growth: A liquidity risk explanation. (2022). Luo, DI ; Liu, Weimin ; Zhao, Huainan ; Park, Seyoung. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:155-178.

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2023“I just like the stock”: The role of Reddit sentiment in the GameStop share rally. (2023). Yarovaya, Larisa ; Xie, Ying ; Lucey, Brian ; Long, Suwan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:19-37.

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2023The informativeness of investor communication with corporate insiders: Evidence from China. (2023). Wang, Song ; Huang, Qinghua ; Ju, Congyi ; Meng, Qingbin. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:189-207.

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2022Are retail investors really passive? Shareholder activism in the digital age. (2022). Wongchoti, Udomsak ; Kabir, Humayun M ; Hafeez, Bilal. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:3-4:p:423-460.

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2023Disruption and Credit Markets. (2023). Becker, Bo ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:105-139.

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2022Modelling clusters of corporate defaults: Regime?switching models significantly reduce the contagion source. (2022). Maruotti, Antonello ; Bulla, Jan ; Berentsen, Geir D ; Stove, Brd. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:698-722.

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2022Optimal fund menus. (2022). Hugonnier, Julien ; Cvitani, Jaka. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516.

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2022How Government Information Release Affect Stock Market during Dramatic Public Health Shocks? The Intermediating Role of Public Sentiment. (2022). Shangguan, Zijian ; Lv, Benfu ; Liu, Ying ; Zhao, Sijia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-7.

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2022Another look at portfolio optimization with mental accounts. (2022). Chiu, Wan-Yi. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:419:y:2022:i:c:s0096300321009346.

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2022Can stock message board sentiment predict future returns? Local versus nonlocal posts. (2022). Wang, NA ; Shao, Ran ; Chang, Yen-Cheng . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000016.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2022Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510.

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2022Media-expressed tone, option characteristics, and stock return predictability. (2022). Fengler, Matthias ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002256.

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2022Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador. (2022). Tonato, Ronny ; Uquillas, Adriana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:299-320.

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2022Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674.

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2023Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169.

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2022Dynamic credit contagion and aggregate loss in networks. (2022). Zhang, Tianqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001139.

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2023The British Stock Market, currencies, brexit, and media sentiments: A big data analysis. (2023). Das, Pranab ; Mukherjee, Debashis ; Marjit, Sugata ; Basak, Gopal K ; Yang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001966.

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2022The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum. (2022). Yuan, Peixuan ; Xu, Weike ; Xiang, Zhiqiang ; Wang, Xinjie. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001793.

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2022Transparent structured products for retail investors. (2022). Aspara, Jaakko ; Hardoroudi, Nasim Dehghan ; Halme, Merja ; Kallio, Markku. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:2:p:752-767.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation. (2023). Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:961-978.

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2023Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities. (2023). Leuenberger, Nicola ; Sigrist, Fabio. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1390-1406.

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2023Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391.

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2023An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models. (2023). Nguyen, HA. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:103-121.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2022Investor sentiment and stock volatility: New evidence. (2022). Wang, Chao ; Zhang, Wei Guo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084.

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2022Does it really pay off for investors to consider information from social media?. (2022). Muck, Matthias ; Klamer, Sebastian ; Eierle, Brigitte. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000473.

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2022Another victory of retail investors: Social medias monitoring role on firms earnings management. (2022). Sun, Kunpeng ; Wang, Dan ; Xiao, Xing. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001430.

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2022Systemic risk of commodity markets: A dynamic factor copula approach. (2022). Ouyang, Ruolan ; Zhao, Yang ; Fang, YI ; Chen, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200165x.

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2022Crowd wisdom and internet searches: What happens when investors search for stocks?. (2022). Shi, Wen ; Jin, YU ; Ye, Qiang ; Geng, Yuedan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001697.

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2022Investor sentiment indices based on k-step PLS algorithm: A group of powerful predictors of stock market returns. (2022). Yu, Changrui ; Song, Ziyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002733.

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2022The bullwhip effect and credit default swap market: A study based on firm-specific bullwhip effect measure. (2022). Zhu, LU ; Liu, Ling ; Liang, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003362.

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2023Does broadband infrastructure affect corporate mergers and acquisitions? Quasi-natural experimental evidence from China. (2023). Tao, Yunqing ; Kong, Dongmin ; Sun, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004112.

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2022Pricing defaultable bonds under Hawkes jump-diffusion processes. (2022). Xiao, Weilin ; Ma, Yong ; Chen, LI. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000587.

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2022Income statement leverage and expected stock returns. (2022). Taussig, Roi D ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000824.

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2023On pricing double-barrier options with Markov regime switching. (2023). Zhang, Tianqi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005906.

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2023Efficient portfolios computed with moment-based bounds. (2023). Popova, Ivilina ; Dokov, Steftcho ; Morton, David P. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006018.

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2023Does product market competition affect the adoption of FinTech by non-financial firms?. (2023). Zhou, Tianpeng ; Nikbakht, Ehsan ; Hong, Liu. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300096x.

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2023A Privacy-preserving mean–variance optimal portfolio. (2023). Lee, Jaewook ; Ko, Hyungjin ; Byun, Junyoung. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001678.

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2023A Bayesian analysis of time-varying jump risk in S&P 500 returns and options. (2023). Luo, Dan ; Carverhill, Andrew. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000751.

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2022ESG, liquidity, and stock returns. (2022). Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200018x.

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2022Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders. (2022). Bowden, James ; Gemayel, Roland. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000981.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Credit derivatives and corporate default prediction. (2022). Zhao, Ran ; Yu, Fan ; Ye, Xiaoxia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000188.

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2022Off-balance sheet activities and scope economies in U.S. banking. (2022). Malikov, Emir ; Zhang, Jingfang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:141:y:2022:i:c:s0378426622001285.

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2022Impact of Price Path on Disposition Bias. (2022). Jacob, Joshy ; Bansal, Avijit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001960.

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2023FinTech in the financial system: Towards a capital-intensive and high competence human capital reality?. (2023). Giakoumelou, Anastasia ; Battisti, Enrico ; Serino, Luana ; Campanella, Francesco ; Karasamani, Isabella. In: Journal of Business Research. RePEc:eee:jbrese:v:155:y:2023:i:pa:s0148296322008414.

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2022Herding with leading traders: Evidence from a laboratory social trading platform. (2022). Nguyen, Kim ; Le, Hang ; Chmura, Thorsten. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:203:y:2022:i:c:p:93-106.

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2022Music sentiment and stock returns around the world. (2022). Edmans, Alex ; Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:234-254.

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2022Fire-sale risk in the leveraged loan market. (2022). Nozawa, Yoshio ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1120-1147.

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2023The colour of finance words. (2023). Rohrer, Maximilian ; Hu, Xiaowen ; Garcia, Diego. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:525-549.

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2022Venture Capital Coordination in Syndicates, Corporate Monitoring, and Firm Performance. (2022). Oh, Seungjoon ; Li, Yingxiang ; Kang, Jun-Koo. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:50:y:2022:i:c:s1042957322000018.

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2022Carrot and stick: A role for benchmark-adjusted compensation in active fund management. (2022). Zapatero, Fernando ; Sotes-Paladino, Juan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000341.

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2022Optimal promotion planning for a product launch in the presence of word-of-mouth. (2022). Modarres, Mohammad ; Aslani, Shirin ; Bigdellou, Saeide. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:64:y:2022:i:c:s0969698921003878.

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2022Will artificial intelligence replace human customer service? The impact of communication quality and privacy risks on adoption intention. (2022). Mou, Jian ; Cohen, Jason ; Duan, Yucong ; Xing, Xinyu ; Song, Mengmeng. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:66:y:2022:i:c:s0969698921004665.

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2022Estimating a model of herding behavior on social networks. (2022). , Maxime. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005684.

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2023The role of investor behavior in emerging stock markets: Evidence from Vietnam. (2023). Phan, Truc ; Vo, Xuan Vinh ; Bertrand, Philippe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:367-376.

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2022Realized moments and the cross-sectional stock returns around earnings announcements. (2022). faff, robert ; Zhu, Min ; Wang, Qingxia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:408-427.

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2023Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545.

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2023Bank default risk propagation along supply chains: Evidence from the U.K.. (2023). Roland, Isabelle ; Kabiri, Ali ; Manole, Vlad ; Spatareanu, Mariana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:813-831.

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2022Information demand and net selling around earnings announcement. (2022). Zhang, Yongjie ; Li, Xiao ; Chu, Gang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001434.

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2022The informational role of analysts’ textual statements. (2022). Miwa, Kotaro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001835.

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2023Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices. (2023). Zaremba, Adam ; Umar, Zaghum ; Kizys, Renatas ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001891.

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2023Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077.

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2022The Pitch: Some Face-to-Face Minutes to Build Trust. (2022). BURGER-HELMCHEN, Thierry ; Guimtrandy, Fabien. In: Administrative Sciences. RePEc:gam:jadmsc:v:12:y:2022:i:2:p:47-:d:788435.

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2022Investor Sentiment Index: A Systematic Review. (2022). Puniyani, Amit ; Rahman, Molla Ramizur ; Mohapatra, Sabyasachi ; Prasad, Sourav. In: IJFS. RePEc:gam:jijfss:v:11:y:2022:i:1:p:6-:d:1012747.

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2022Shareholder Activism and Its Impact on Profitability, Return, and Valuation of the Firms in India. (2022). Bhimavarapu, Venkata Mrudula ; Rastogi, Shailesh ; Shingade, Sudam ; Chirputkar, Abhijit. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:148-:d:777606.

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2022Theories of Crowdfunding and Token Issues: A Review. (2022). Miglo, Anton. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:218-:d:814956.

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2022.

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2023.

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2023.

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2023Customer Due Diligence in the FinTech Era: A Bibliometric Analysis. (2023). Sibindi, Athenia Bongani ; Gaviyau, William. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:11-:d:1024019.

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2023Factors Influencing Behavior Intention in Digital Investment Services of Mutual Fund Distributors Adoption in Thailand. (2023). Samanchuen, Taweesak ; Kasemharuethaisuk, Haruthai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2279-:d:1047340.

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2022The Pitch : Some Face-to-Face Minutes to Build Trust. (2022). Burger-Helmchen, Thierry ; Guimtrandy, Fabien. In: Post-Print. RePEc:hal:journl:hal-03634725.

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2022Arbitrage constraints and behaviour of volatility components: Evidence from a natural experiment. (2022). Jacob, Joshy ; Srivastava, Pranjal. In: IIMA Working Papers. RePEc:iim:iimawp:14685.

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2022Analyzing Firm Reports for Volatility Prediction: A Knowledge-Driven Text-Embedding Approach. (2022). Fan, Yangyang ; Zhang, Kunpeng ; Yang, YI. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:34:y:2022:i:1:p:522-540.

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2022Influencing Social Media Influencers Through Affiliation. (2022). Mayzlin, Dina ; Pei, Amy. In: Marketing Science. RePEc:inm:ormksc:v:41:y:2022:i:3:p:593-615.

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2022Time-Varying Skew in VIX Derivatives Pricing. (2022). Yuan, Peixuan. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7761-7791.

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2022Reaching for Returns in Retail Structured Investment. (2022). Roth, Yefim ; Lahav, Yaron ; Sonsino, Doron. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:466-486.

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2022Vanishing Contagion Spreads. (2022). Saporito, Yuri F ; Rindisbacher, Marcel ; Prieto, Rodolfo ; Duarte, Diogo. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:740-772.

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2022Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market. (2022). Wu, Jing ; Birge, John R ; Babich, Volodymyr ; Agca, Senay. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:9:p:6506-6538.

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2023Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w.

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2023Valuation of Standard Call Options Using the Euler–Maruyama Method with Strong Approximation. (2023). Giron, Luis Eduardo ; Suescun-Diaz, Daniel. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10258-2.

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2023Will the reddit rebellion take you to the moon? Evidence from WallStreetBets. (2023). Wang, Ruixiang ; Morillon, Thibaut G ; Chacon, Ryan G. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00415-w.

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2023A Sentiment Index of the Housing Market in China: Text Mining of Narratives on Social Media. (2023). Li, Keyang ; Liu, Hongyu ; Wu, Jing ; Zhu, Enwei. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:1:d:10.1007_s11146-022-09900-5.

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More than 100 citations found, this list is not complete...

Works by Sanjiv Ranjan Das:

YearTitleTypeCited
2010Credit default swaps – Financial innovation or financial dysfunction? In: Financial Stability Review.
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2019Machine Learning: Classification and Clustering In: IFC Bulletins chapters.
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2019Annex – presentations In: IFC Bulletins chapters.
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2019The future of fintech In: Financial Management.
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2007Common Failings: How Corporate Defaults Are Correlated In: Journal of Finance.
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2006Common Failings: How Corporate Defaults are Correlated.(2006) In: NBER Working Papers.
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2018Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression In: CESifo Working Paper Series.
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2018Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression.(2018) In: NBER Working Papers.
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2002Systemic Risk and International Portfolio Choice In: CEPR Discussion Papers.
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2002Pricing Credit Derivatives with Rating Transitions In: CEPR Discussion Papers.
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1999Of Smiles and Smirks: A Term Structure Perspective In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article145
1998Of Smiles and Smirks: A Term-Structure Perspective.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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2010Portfolio Optimization with Mental Accounts In: Journal of Financial and Quantitative Analysis.
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2012The Principal Principle In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article5
2020Venture Capital Communities In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article6
1998A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
1999A theory of optimal timing and selectivity In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2009Implied recovery In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article22
2013Options and structured products in behavioral portfolios In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article27
2002The surprise element: jumps in interest rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article161
2023Digitization and data frames for card index records In: Explorations in Economic History.
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2009Options on portfolios with higher-order moments In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2022Banking networks, systemic risk, and the credit cycle in emerging markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2022Dynamic optimization for multi-goals wealth management In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
1999A theory of banking structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2009Accounting-based versus market-based cross-sectional models of CDS spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article64
2013Strategic loan modification: An options-based response to strategic default In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2015Credit spreads with dynamic debt In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2009Hedging credit: Equity liquidity matters In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article29
2011Polishing diamonds in the rough: The sources of syndicated venture performance In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article14
2005eInformation: A Clinical Study of Investor Discussion and Sentiment In: Financial Management.
[Citation analysis]		article18
1996The Central Tendency: A Second Factor in Bond Yields In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper83
1997The Central Tendency: A Second Factor in Bond Yields.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 83		paper
1998The Central Tendency: A Second Factor In Bond Yields.(1998) In: The Review of Economics and Statistics.
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1998The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper4
1998A Direct Approach to Arbitrage-Free Pricing of Derivatives In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper6
1999Fee Speech: Signalling and the Regulation of Mutual Fund Fees In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper1
2021Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality In: JRFM.
[Full Text][Citation analysis]		article0
2000A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives In: Management Science.
[Full Text][Citation analysis]		article23
2007Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web In: Management Science.
[Full Text][Citation analysis]		article244
2007An Integrated Model for Hybrid Securities In: Management Science.
[Full Text][Citation analysis]		article18
2007Basel II: Correlation Related Issues In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article8
2020The Fast and the Curious: VC Drift In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article0
2005The Firms Management of Social Interactions In: Marketing Letters.
[Full Text][Citation analysis]		article69
1997An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper1
1997Auction Theory: A Summary with Applications to Treasury Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
1997Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
1997Average Interest In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1998Poisson-Guassian Processes and the Bond Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
1998A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
1998On the Regulation of Fee Structures in Mutual Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
1998Fee Speech: Adverse Selection and the Regulation of Mutual Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2010The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? In: Journal of Consumer Research.
[Full Text][Citation analysis]		article12
2002Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare In: Review of Financial Studies.
[Citation analysis]		article50
1997Macroeconomic implications of search theory for the labour market In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2006A simple approach for pricing equity options with Markov switching state variables In: Quantitative Finance.
[Full Text][Citation analysis]		article14

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