16
H index
18
i10 index
1224
Citations
American University | 16 H index 18 i10 index 1224 Citations RESEARCH PRODUCTION: 25 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jeffrey H. Harris. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 6 |
Journal of Financial Economics | 4 |
Journal of Financial and Quantitative Analysis | 2 |
Journal of Futures Markets | 2 |
The Energy Journal | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 3 |
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 3 |
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics | 2 |
Year | Title of citing document | |
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2022 | . Full description at Econpapers || Download paper | |
2022 | Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168. Full description at Econpapers || Download paper | |
2022 | Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854. Full description at Econpapers || Download paper | |
2022 | Cooperation between Independent Market Makers. (2022). Han, Bingyan. In: Papers. RePEc:arx:papers:2206.05410. Full description at Econpapers || Download paper | |
2022 | Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130. Full description at Econpapers || Download paper | |
2022 | Network analysis and Eurozone trade imbalances. (2022). Vellucci, Pierluigi ; Carnazza, Giovanni. In: Papers. RePEc:arx:papers:2209.09837. Full description at Econpapers || Download paper | |
2023 | Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080. Full description at Econpapers || Download paper | |
2023 | Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874. Full description at Econpapers || Download paper | |
2022 | Debunking Murray?Darling Basin water trade myths. (2022). Wheeler, Sarah Ann. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:4:p:797-821. Full description at Econpapers || Download paper | |
2023 | Risk?taking begets risk?taking: Evidence from casino openings and investor portfolios. (2023). Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:143-165. Full description at Econpapers || Download paper | |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper | |
2022 | Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks. (2022). Papaioannou, Elias ; Malliaropulos, Dimitris ; Kotidis, Antonis. In: Working Papers. RePEc:bog:wpaper:304. Full description at Econpapers || Download paper | |
2023 | Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24. Full description at Econpapers || Download paper | |
2022 | Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667. Full description at Econpapers || Download paper | |
2022 | Market response to stock exchange listing deficiency notices: Evidence from Nasdaq. (2022). Guragai, Binod. In: Advances in accounting. RePEc:eee:advacc:v:59:y:2022:i:c:s0882611022000359. Full description at Econpapers || Download paper | |
2022 | Lockdown and retail trading in the equity market. (2022). Chiah, Mardy ; Zhong, Angel ; Tian, Xiao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001428. Full description at Econpapers || Download paper | |
2022 | Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055. Full description at Econpapers || Download paper | |
2022 | Investor protection, hedge fund leverage and valuation. (2022). Yang, Jinqiang ; Xiong, Xiong ; Bian, Yuxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000626. Full description at Econpapers || Download paper | |
2022 | Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912. Full description at Econpapers || Download paper | |
2022 | Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292. Full description at Econpapers || Download paper | |
2022 | Decision-based trades: An analysis of institutional investors’ information advantages. (2022). Jiao, Yawen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:104-115. Full description at Econpapers || Download paper | |
2022 | Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408. Full description at Econpapers || Download paper | |
2022 | Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000652. Full description at Econpapers || Download paper | |
2022 | Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731. Full description at Econpapers || Download paper | |
2022 | Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation. (2022). Pantelous, Athanasios A ; Xie, Yuxin ; Wen, Xiaoqian. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000950. Full description at Econpapers || Download paper | |
2022 | Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359. Full description at Econpapers || Download paper | |
2022 | Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402. Full description at Econpapers || Download paper | |
2022 | Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663. Full description at Econpapers || Download paper | |
2022 | Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161. Full description at Econpapers || Download paper | |
2022 | Why do small businesses have difficulty in accessing bank financing?. (2022). Li, Youwei ; Wu, Yuliang ; Vigne, Samuel A ; Harrison, Richard. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003027. Full description at Econpapers || Download paper | |
2022 | Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network. (2022). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200309x. Full description at Econpapers || Download paper | |
2023 | Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers || Download paper | |
2023 | Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151. Full description at Econpapers || Download paper | |
2023 | Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242. Full description at Econpapers || Download paper | |
2023 | How do investors react to overnight returns? Evidence from Korea. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001526. Full description at Econpapers || Download paper | |
2023 | Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns. (2023). Lee, Adrian D ; Ainsworth, Andrew. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000325. Full description at Econpapers || Download paper | |
2023 | Strategic trading by insiders in the presence of institutional investors. (2023). Yang, Joey Wenling ; Wee, Marvin ; Hoang, Lai T. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200091x. Full description at Econpapers || Download paper | |
2023 | Modern OTC market structure and liquidity: The tale of three tiers. (2023). van Ness, Robert ; Griffith, Todd ; Davis, Ryan. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000137. Full description at Econpapers || Download paper | |
2023 | Sequential entry in illiquid markets. (2023). Fardeau, Vincent. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000162. Full description at Econpapers || Download paper | |
2022 | Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China. (2022). Lu, Li Ping ; He, Qing ; Bai, Yiyi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000498. Full description at Econpapers || Download paper | |
2022 | Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596. Full description at Econpapers || Download paper | |
2022 | The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752. Full description at Econpapers || Download paper | |
2022 | Exchange introduction and market competition: The entrance of MEMX and MIAX. (2022). Woods, Donovan ; Watson, Ethan D. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000588. Full description at Econpapers || Download paper | |
2022 | Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Angelini, Eliana ; Wang, Gang-Jin ; Addi, Abdelhamid ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142. Full description at Econpapers || Download paper | |
2022 | The role of media coverage in the bubble formation: Evidence from the Bitcoin market. (2022). Li, YI ; Zhang, Wei ; Urquhart, Andrew ; Wang, Pengfei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001056. Full description at Econpapers || Download paper | |
2022 | Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x. Full description at Econpapers || Download paper | |
2022 | Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. (2022). Hou, Chenghan ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:51-73. Full description at Econpapers || Download paper | |
2023 | Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679. Full description at Econpapers || Download paper | |
2023 | Sign matters: Stock-movement-based trading decisions of individual investors. (2023). Chen, Hung-Ling ; Rieger, Marc Oliver ; Muhl, Stefan ; Cao, JI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003193. Full description at Econpapers || Download paper | |
2023 | Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699. Full description at Econpapers || Download paper | |
2022 | The effect of futures markets on the stability of commodity prices. (2022). Tuinstra, Jan ; Sonnemans, Joep ; de Jong, Johan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:198:y:2022:i:c:p:176-211. Full description at Econpapers || Download paper | |
2022 | The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets. (2022). Karali, Berna ; Adjemian, Michael K ; Goswami, Alankrita. In: Food Policy. RePEc:eee:jfpoli:v:111:y:2022:i:c:s0306919222000793. Full description at Econpapers || Download paper | |
2022 | Financial sector rescue programs: Domestic and cross border effects. (2022). Url, Thomas ; Glocker, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000973. Full description at Econpapers || Download paper | |
2022 | Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115. Full description at Econpapers || Download paper | |
2022 | Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty. (2022). Agudelo, Diego A ; Munera, Daimer J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001267. Full description at Econpapers || Download paper | |
2022 | The “necessary evil” in Chinese commodity markets. (2022). Zhang, Tingxi ; Mo, DI ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000209. Full description at Econpapers || Download paper | |
2022 | Rational destabilization in commodity markets. (2022). Borocco, Etienne ; Soares, David Batista. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000246. Full description at Econpapers || Download paper | |
2023 | Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482. Full description at Econpapers || Download paper | |
2022 | Do pandemic, trade policy and world uncertainties affect oil price returns?. (2022). Sousa, Ricardo ; Sharmi, Rubaiya Zaman ; Wadstrom, Christoffer ; Uddin, Gazi Salah ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001532. Full description at Econpapers || Download paper | |
2022 | Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264. Full description at Econpapers || Download paper | |
2022 | Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices. (2022). Shahzad, Umer ; Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Doan, Buhari ; Magazzino, Cosimo. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002719. Full description at Econpapers || Download paper | |
2022 | Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77. Full description at Econpapers || Download paper | |
2022 | Wealth redistribution in bubbles and crashes. (2022). Shi, Donghui ; Lou, Dong ; An, LI. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:134-153. Full description at Econpapers || Download paper | |
2022 | Confucianism and IPO underpricing. (2022). Chiang, Yao-Min ; Liu, Haiming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002080. Full description at Econpapers || Download paper | |
2022 | Passive investors and concentration of intraday liquidity: Evidence from the Tokyo Stock Exchange. (2022). Kitajima, Kiichi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x2200107x. Full description at Econpapers || Download paper | |
2023 | Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190. Full description at Econpapers || Download paper | |
2023 | COVID caused a negative bubble. Who profited? Who lost? How stock markets changed?. (2023). Ülkü, Numan ; Kizlerli, Deniz ; Saydumarov, Saidgozi ; Ali, Fahad ; Ulku, Numan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001105. Full description at Econpapers || Download paper | |
2022 | Investor sentiment spillover effect and market quality in crude oil futures. (2022). Chang, Ya-Kai ; Mo, Wan-Shin ; Chen, Yu-Lun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:177-193. Full description at Econpapers || Download paper | |
2022 | Trader positions and the price of oil in the futures market. (2022). Mandilaras, Alex ; Dedi, Valentina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:448-460. Full description at Econpapers || Download paper | |
2022 | Traders’ motivation and hedging pressure in commodity futures markets. (2022). Smimou, K ; Bosch, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001501. Full description at Econpapers || Download paper | |
2022 | Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Guo, Jiaqi ; Long, Shaobo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770. Full description at Econpapers || Download paper | |
2022 | Time-frequency causality and connectedness between oil price shocks and the world food prices. (2022). Shah, Nida ; Belaid, Fateh ; Guesmi, Khaled ; Raza, Syed Ali. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001180. Full description at Econpapers || Download paper | |
2023 | Institutional investor information network, analyst forecasting and stock price crash risk. (2023). Liu, Jia ; Gong, Xiao-Li. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000685. Full description at Econpapers || Download paper | |
2022 | Extrapolative bubbles and trading volume. (2021). Peng, Cameron ; Liao, Jingchi ; Zhu, Ning. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110514. Full description at Econpapers || Download paper | |
2022 | Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Staugaitis, Algirdas Justinas ; Vaznonis, Bernardas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:11:p:1892-:d:969147. Full description at Econpapers || Download paper | |
2022 | Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:5:p:623-:d:803771. Full description at Econpapers || Download paper | |
2022 | Causality in Relation to Futures and Cash Prices in the Wheat Market. (2022). Szczepaska-Przekota, Anna. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:6:p:872-:d:840638. Full description at Econpapers || Download paper | |
2023 | Photovoltaic Companies on the Warsaw Stock Exchange—Another Speculative Bubble or a Sign of the Times?. (2023). Ku, Agnieszka. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:692-:d:1027711. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The Negative Pricing of the May 2020 WTI Contract. (2023). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-03933797. Full description at Econpapers || Download paper | |
2022 | How to Trump the energy market: evidence from the WTI-Brent spread. (2022). Goutte, Stéphane ; Philippas, Dionisis ; Dragomirescu-Gaina, Catalin. In: Working Papers. RePEc:hal:wpaper:halshs-03843257. Full description at Econpapers || Download paper | |
2023 | Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability. (2023). Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2587-2619. Full description at Econpapers || Download paper | |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper | |
2023 | Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases. (2023). Lopez-Lira, Alejandro ; Han, Xiao ; van Binsbergen, Jules H. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:6:p:2361-2396.. Full description at Econpapers || Download paper | |
2022 | Optimal Liquidity Control and Systemic Risk in an Interbank Network with Liquidity Shocks and Regime-dependent Interconnectedness. (2022). Watewai, Thaisiri ; Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:175. Full description at Econpapers || Download paper | |
2022 | Tail dependence network of new energy vehicle industry in mainland China. (2022). Chen, Lujie ; Jia, FU ; Jiang, Cuixia ; Wang, Liukai ; Xu, Qifa. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:1:d:10.1007_s10479-022-04729-w. Full description at Econpapers || Download paper | |
2022 | Systemic risk: a network approach. (2022). Hasse, Jean-Baptiste. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02131-2. Full description at Econpapers || Download paper | |
2022 | Price discovery in the cryptocurrency market: evidence from institutional activity. (2022). Pham, Huy ; Thanh, Binh Nguyen ; Doan, Bao. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:49:y:2022:i:1:d:10.1007_s40812-021-00202-0. Full description at Econpapers || Download paper | |
2022 | Intraday 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. Full description at Econpapers || Download paper | |
2023 | Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z. Full description at Econpapers || Download paper | |
2023 | The “Perpetually†Efficient Stock Market Nonsense: The Gaslighting Effects. (2023). Patan, Michele ; Anelli, Michele. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:12:y:2023:i:2:f:12_2_1. Full description at Econpapers || Download paper | |
2023 | Election-Day Market Reactions to Tax Proposals: Evidence from a Close Vote. (2023). Orihara, Masanori. In: Working Papers. RePEc:wap:wpaper:2219. Full description at Econpapers || Download paper | |
2022 | Are price limits cooling off agricultural futures markets?. (2022). Serra, Teresa ; He, Xinyue. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:104:y:2022:i:5:p:1724-1746. Full description at Econpapers || Download paper | |
2022 | Do Firearm Markets Comply with Firearm Restrictions? How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Registered Firearm Sales. (2022). Wilbur, Kenneth C ; Balakrishna, Meenakshi. In: Journal of Empirical Legal Studies. RePEc:wly:empleg:v:19:y:2022:i:1:p:60-89. Full description at Econpapers || Download paper | |
2022 | Investor types trading around the short?term reversal pattern. (2022). Ulku, Numan ; Onishchenko, Olena. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2627-2647. Full description at Econpapers || Download paper | |
2022 | Assessing the effectiveness of the emergency liquidity assistance tool in the euro area. (2022). Laopodis, Nikiforos T ; Kostika, Eleftheria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4142-4153. Full description at Econpapers || Download paper | |
2022 | Resiliency in the E?mini futures market. (2022). Onur, Esen ; Haynes, Richard. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:5-23. Full description at Econpapers || Download paper | |
2022 | Trading behavior in bitcoin futures: Following the “smart money”. (2022). Smales, Lee A ; Baur, Dirk G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1304-1323. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2011 | Do Speculators Drive Crude Oil Futures Prices? In: The Energy Journal. [Full Text][Citation analysis] | article | 179 |
2013 | Herding and Speculation in the Crude Oil Market In: The Energy Journal. [Full Text][Citation analysis] | article | 8 |
2015 | Speculators, Prices and Market Volatility In: Staff Working Papers. [Full Text][Citation analysis] | paper | 84 |
2016 | Speculators, Prices, and Market Volatility.(2016) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | article | |
2015 | Informed Trading and Market Structure In: European Financial Management. [Full Text][Citation analysis] | article | 0 |
2014 | The Sound of Silence In: The Financial Review. [Full Text][Citation analysis] | article | 5 |
1994 | Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes? In: Journal of Finance. [Full Text][Citation analysis] | article | 156 |
1999 | Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks In: Journal of Finance. [Full Text][Citation analysis] | article | 82 |
2002 | Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs In: Journal of Finance. [Full Text][Citation analysis] | article | 46 |
2003 | The Dynamics of Institutional and Individual Trading In: Journal of Finance. [Full Text][Citation analysis] | article | 190 |
2003 | The Behavior of Bid?Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
2011 | Who Drove and Burst the Tech Bubble? In: Journal of Finance. [Citation analysis] | article | 99 |
2017 | CoMargin In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
2017 | CoMargin.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | CoMargin.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2004 | From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2008 | Off but Not Gone: A Study of Nasdaq Delistings In: Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2022 | The urgency to borrow in the interbank market In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2022 | Sidedness in the interbank market In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 1 |
2023 | Networks, interconnectedness, and interbank information asymmetry In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
2019 | Interconnectedness in the interbank market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 64 |
2015 | Interconnectedness in the Interbank Market.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
1997 | The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 17 |
1998 | The trading profits of SOES bandits In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 37 |
2007 | Why are IPO investors net buyers through lead underwriters? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 23 |
2018 | An update on speculation and financialization in commodity markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 25 |
2018 | Bank Holdings and Systemic Risk In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
2021 | Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2001 | The Initial Listing Decisions of Firms that Go Public In: Financial Management. [Citation analysis] | article | 29 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Clearing house, margin requirements, and systemic risk In: Post-Print. [Citation analysis] | paper | 6 |
2011 | Clearing house, margin requirements, and systemic risk.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2011 | Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis In: Review of Financial Studies. [Full Text][Citation analysis] | article | 74 |
2017 | Trading networks In: Econometrics Journal. [Full Text][Citation analysis] | article | 17 |
2011 | Why do expiring futures and cash prices diverge for grain markets? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
2016 | The Prevalence, Sources, and Effects of Herding In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
2003 | Investor Behavior over the Rise and Fall of Nasdaq In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team