Andrea Eross : Citation Profile

Are you Andrea Eross?

Heriot-Watt University

2

H index

1

i10 index

57

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   3 years (2016 - 2019). See details.
   Cites by year: 19
   Journals where Andrea Eross has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/per236
   Updated: 2023-08-19    RAS profile: 2020-12-14    
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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 Andrea Eross.

Is cited by:

Shen, Dehua (3)

Sensoy, Ahmet (3)

Plastun, Alex (2)

Caporale, Guglielmo Maria (2)

Ahmed, Walid (2)

Lin, Boqiang (2)

Dimpfl, Thomas (2)

Okorie, David (2)

Corbet, Shaen (2)

Lau, Chi Keung (2)

CHUNDAKKADAN, RADEEF (2)

Cites to:

Babus, Ana (13)

Carletti, Elena (9)

Reinhart, Carmen (8)

Allen, Franklin (8)

Kaminsky, Graciela (8)

Hartmann, Philipp (6)

lucey, brian (5)

FREIXAS, XAVIER (4)

Manna, Michele (4)

Rochet, Jean (4)

Demirguc-Kunt, Asli (4)

Main data

Where Andrea Eross has published?

Recent works citing Andrea Eross (2022 and 2021)

YearTitle of citing document
2021The What, When and Where of Limit Order Books. (2020). Dimpfl, Thomas ; Bleher, Michael. In: Papers. RePEc:arx:papers:2004.11953.

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2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

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2022Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both. (2022). Zhao, Yang ; Xu, Yahua ; Bouri, Elie ; Wen, Zhuzhu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000833.

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2022Hedging the extreme risk of cryptocurrency. (2022). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001486.

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2022The anatomy of a fee change — evidence from cryptocurrency markets. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:152-167.

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2022Bitcoin unchained: Determinants of cryptocurrency exchange liquidity. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:106-122.

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2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

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2021On the intraday return curves of Bitcoin: Predictability and trading opportunities. (2021). Wang, Shixuan ; Bouri, Elie ; Zhao, Yuqian ; Saeed, Tareq ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001228.

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2022Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic. (2022). Sharma, Abhijit ; Ozkan, Aydin ; Grillini, Stefano. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002307.

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2021What drives the liquidity of cryptocurrencies? A long-term analysis. (2021). Theissen, Erik ; Mestel, Roland ; Brauneis, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931400x.

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2021Does blockchain patent-development influence Bitcoin risk?. (2021). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Hu, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301475.

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2021Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000155.

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2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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2022Delta-hedging demand and intraday momentum: Evidence from China. (2022). Li, Xiang ; Yuan, Xianghui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003624.

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2021Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies. (2021). Shen, Dehua ; Goodell, John W ; Li, Yue. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:723-746.

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2022An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies. (2022). Nadarajah, Saralees ; Zhang, Yuanyuan ; Chu, Jeffrey ; Chan, Stephen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001628.

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2022The intraday dynamics and intraday price discovery of bitcoin. (2022). Yuan, Yulin ; Wang, Xinyi ; Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000137.

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2022.

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2021The Accuracy of the Tick Rule in the Bitcoin Market. (2021). Zhai, Pengxiang ; Ma, Donglian. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211014504.

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2021Implied volatility estimation of bitcoin options and the stylized facts of option pricing. (2021). Gulzar, Saqib ; Zulfiqar, Noshaba. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00280-y.

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2021Lottery-like preferences and the MAX effect in the cryptocurrency market. (2021). Sensoy, Ahmet ; Akdeniz, Levent ; Ozdamar, Melisa. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00291-9.

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2022Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4.

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2021Bitcoin in the economics and finance literature: a survey. (2021). Rohilla, Purnima ; Kayal, Parthajit. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00090-5.

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2021Bitcoin futures: trade it or ban it?. (2021). Shi, Yukun. In: The European Journal of Finance. RePEc:taf:eurjfi:v:27:y:2021:i:4-5:p:381-396.

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2021Central banks money market operations and daily stock returns. (2021). Sasidharan, Subash ; Chundakkadan, Radeef. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:136-152.

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2021Cryptocurrency price prediction using traditional statistical and machine?learning techniques: A survey. (2021). Sreedharan, Meenu ; Alhashmi, Saadat M ; Elbannany, Magdi ; Raj, Pravija ; Arif, Ifra ; Khedr, Ahmed M. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:28:y:2021:i:1:p:3-34.

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Works by Andrea Eross:

YearTitleTypeCited
2016Liquidity risk contagion in the interbank market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2019The intraday dynamics of bitcoin In: Research in International Business and Finance.
[Full Text][Citation analysis]		article46
2019Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2019An early warning indicator for liquidity shortages in the interbank market In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1

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