17
H index
22
i10 index
1404
Citations
American University | 17 H index 22 i10 index 1404 Citations RESEARCH PRODUCTION: 29 Articles 18 Papers 2 Chapters EDITOR: Books edited 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 |
|---|---|
| Journal of Finance | 7 |
| Journal of Financial Economics | 4 |
| The Energy Journal | 2 |
| Journal of Futures Markets | 2 |
| Journal of Financial and Quantitative Analysis | 2 |
| The Energy Journal | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 5 |
| 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 | |
|---|---|---|
| 2024 | Convergence Bias in Lean Hog Futures: Are Hog Prices Reliable?. (2024). Choe, Kyoungin ; Goodwin, Barry K. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343733. Full description at Econpapers || Download paper | |
| 2024 | Convergence Bias in Lean Hog Futures: Are Hog Prices Reliable?. (2024). Goodwin, Barry K ; Choe, Kyoungin. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343733. Full description at Econpapers || Download paper | |
| 2062 | Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro. In: Energy: Resources and Markets. RePEc:ags:feemer:206220. Full description at Econpapers || Download paper | |
| 2024 | Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2024). Chava, Sudheer ; Hiray, Arnav ; Shah, Agam. In: Papers. RePEc:arx:papers:2307.16874. Full description at Econpapers || Download paper | |
| 2024 | Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Papers. RePEc:arx:papers:2405.02575. Full description at Econpapers || Download paper | |
| 2024 | Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents. (2024). Pastushkov, Aleksei. In: Papers. RePEc:arx:papers:2411.05032. Full description at Econpapers || Download paper | |
| 2024 | Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329. Full description at Econpapers || Download paper | |
| 2025 | Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174. Full description at Econpapers || Download paper | |
| 2024 | The real side of stock market exuberance: bubbles, output and productivity at the industry level. (2024). Queiros, Francisco. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:268-291. Full description at Econpapers || Download paper | |
| 2024 | Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30. Full description at Econpapers || Download paper | |
| 2024 | The questions being asked: Academic research, the media, and regulators. (2024). Lowry, Michelle. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:549-560. Full description at Econpapers || Download paper | |
| 2024 | The Dark Side of Circuit Breakers. (2024). Xing, Hao ; Wang, Jiang ; Petukhov, Anton ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1405-1455. Full description at Econpapers || Download paper | |
| 2024 | Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Tanigawa, Yasuhiko ; Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396. Full description at Econpapers || Download paper | |
| 2024 | TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Sakarya, Burhan ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512. Full description at Econpapers || Download paper | |
| 2024 | Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592. Full description at Econpapers || Download paper | |
| 2025 | Noise trader clusters and market efficiency. (2025). Pantzalis, Christos ; Park, Jung Chul ; Wang, Pinshuo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000024. Full description at Econpapers || Download paper | |
| 2024 | Bank-affiliated institutional investors and IPO syndicates formation. (2024). Pratobevera, Giuseppe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s092911992400049x. Full description at Econpapers || Download paper | |
| 2025 | Tacit collusion among dominant banks: Evidence from round-yard loan pricing. (2025). Lin, Tse-Chun ; Chan, Yu-Ju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000185. Full description at Econpapers || Download paper | |
| 2024 | The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper | |
| 2024 | Explosive behavior in historic NASDAQ market prices. (2024). Demmler, Michael ; Fernandez, Amilcar Orlian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000196. Full description at Econpapers || Download paper | |
| 2025 | Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds. (2025). Fu, Xinxin ; Luo, Changqing ; Dong, Liang ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002080. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420. Full description at Econpapers || Download paper | |
| 2025 | Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142. Full description at Econpapers || Download paper | |
| 2024 | Detecting market bubbles: A generalized LPPLS neural network model. (2024). Li, Chenchen ; Ma, Juntao. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004877. Full description at Econpapers || Download paper | |
| 2024 | Chinas risk contagion using the mixed-frequency macro-financial network. (2024). Xu, Qifa ; Gao, Haijing ; Jiang, Cuixia. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000347. Full description at Econpapers || Download paper | |
| 2024 | Regulation and the demand for credit default swaps in experimental bond markets. (2024). Weber, Matthias ; Schram, Arthur ; Duffy, John. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000746. Full description at Econpapers || Download paper | |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper | |
| 2025 | CEO neuroticism and corporate cash holdings: Evidence from CEOs’ tweets. (2025). Lin, Chih-Yung ; Bui, Dien Giau ; Lu, Chien-Lin ; Chou, Robin K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001002. Full description at Econpapers || Download paper | |
| 2024 | The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499. Full description at Econpapers || Download paper | |
| 2024 | Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x. Full description at Econpapers || Download paper | |
| 2024 | Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280. Full description at Econpapers || Download paper | |
| 2024 | Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China. (2024). Sun, Xiaolei ; Yi, Ronghua ; He, Wenjing ; Yao, Xiaoyang ; Le, Wei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006091. Full description at Econpapers || Download paper | |
| 2024 | Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Kliber, Agata ; Eza, Pavel. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090. Full description at Econpapers || Download paper | |
| 2025 | Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x. Full description at Econpapers || Download paper | |
| 2025 | Carbon-related credit concentration and banking systemic risk due to climate transition shocks. (2025). Liu, Xiaoxing ; Jia, Chenfang ; Wang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004983. Full description at Econpapers || Download paper | |
| 2024 | Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653. Full description at Econpapers || Download paper | |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper | |
| 2024 | Institutional consensus after earnings announcements: Information or crowding?. (2024). Klein, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002874. Full description at Econpapers || Download paper | |
| 2024 | Air quality, ES risks, and stock returns: Evidence from Korea. (2024). Han, Byunghun ; Park, Junho. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324013229. Full description at Econpapers || Download paper | |
| 2025 | Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs. (2025). Li, Lily Yuanzhi ; Guo, Yang ; Zhong, Hongda. In: Journal of Financial Markets. RePEc:eee:finmar:v:72:y:2025:i:c:s1386418124000673. Full description at Econpapers || Download paper | |
| 2025 | Coarse pricing in QE auctions. (2025). Tsujimoto, Yusuke. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000776. Full description at Econpapers || Download paper | |
| 2024 | Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093. Full description at Econpapers || Download paper | |
| 2025 | Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x. Full description at Econpapers || Download paper | |
| 2025 | Do small bank deposits run more than large ones? Three event studies of contagion and financial inclusion. (2025). Remolona, Eli M ; Noe, Johnny ; Canlas, Dante B. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000464. Full description at Econpapers || Download paper | |
| 2025 | Financial connectivity in cross-border lending and crises: Role of financial and legislative integration. (2025). Nder, Zeynep ; Demir, Mge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000277. Full description at Econpapers || Download paper | |
| 2024 | Leveraged finance exposure in the banking system: Systemic risk and interconnectedness. (2024). Stanghellini, Elena ; Tanzi, Musile P ; Ranalli, M G ; de Novellis, G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001580. Full description at Econpapers || Download paper | |
| 2024 | Equity in capital raising? Empirical evidence from structured private placements. (2024). Brown, Christine ; Au Yong, Hue Hwa ; Ho, Choy Yeing ; Shekhar, Chander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002698. Full description at Econpapers || Download paper | |
| 2024 | Portfolio pumping and dumping among Chinese mutual fund companies. (2024). Wang, Xianzhen ; Jiang, Christine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s037842662400075x. Full description at Econpapers || Download paper | |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper | |
| 2025 | International information flow and market quality. (2025). Zhang, Jiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408. Full description at Econpapers || Download paper | |
| 2025 | Natures impact: Do extreme natural disasters influence retail investors?. (2025). Chiah, Mardy ; Tian, Xiao ; Zhong, Angel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:232:y:2025:i:c:s0167268125000745. Full description at Econpapers || Download paper | |
| 2024 | Price ceilings, market structure, and payout policies. (2024). Li, Xiongshi ; Zheng, Miles ; Ye, Mao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000412. Full description at Econpapers || Download paper | |
| 2024 | Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Pinto Avalos, Francisco ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594. Full description at Econpapers || Download paper | |
| 2024 | Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets. (2024). Robe, Michel ; Roberts, John S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000084. Full description at Econpapers || Download paper | |
| 2024 | Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114. Full description at Econpapers || Download paper | |
| 2024 | Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis. (2024). Prager, Daniel L ; Burns, Christopher B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000242. Full description at Econpapers || Download paper | |
| 2024 | Did grain futures prices overreact to the Russia–Ukraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412. Full description at Econpapers || Download paper | |
| 2025 | Corporate reputational dynamics and their impact on global commodity markets. (2025). Conlon, Thomas ; Corbet, Shaen ; Akyildirim, Erdinc ; Li, Iris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000030. Full description at Econpapers || Download paper | |
| 2025 | Financial investors and cross-commodity markets integration. (2025). Isleimeyyeh, Mohammad. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000054. Full description at Econpapers || Download paper | |
| 2025 | The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066. Full description at Econpapers || Download paper | |
| 2024 | Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293. Full description at Econpapers || Download paper | |
| 2024 | Election-day market reactions to tax proposals: Evidence from a close vote. (2024). Orihara, Masanori. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x2400074x. Full description at Econpapers || Download paper | |
| 2024 | Do stock swap bidders suspend their stock trading? Evidence from China. (2024). Qi, Qingyu ; Uchida, Konari ; Liu, Jianlei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000829. Full description at Econpapers || Download paper | |
| 2024 | Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002853. Full description at Econpapers || Download paper | |
| 2024 | Does digital credit alleviate household income vulnerability?. (2024). Wu, Wanting ; Ge, Chen ; Wang, Haijun ; Du, Xiance. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002944. Full description at Econpapers || Download paper | |
| 2025 | Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion. (2025). Ding, Jiajun ; Ji, Yuanpu ; Zhang, Rongrong ; Sun, Jiaojiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000502. Full description at Econpapers || Download paper | |
| 2024 | Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study. (2024). Chen, Yanan ; Qi, Haozhi. In: Renewable Energy. RePEc:eee:renene:v:228:y:2024:i:c:s0960148124006463. Full description at Econpapers || Download paper | |
| 2024 | On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072. Full description at Econpapers || Download paper | |
| 2024 | What is going on with studies on financial speculation? Evidence from a bibliometric analysis. (2024). Guillen-Pujadas, Miguel ; Merigo, Jose Maria ; Vizuete-Luciano, Emili ; Alaminos, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:429-445. Full description at Econpapers || Download paper | |
| 2024 | Commodities and Policy Uncertainty Channel(s). (2024). Smimou, K ; Filbeck, G ; Bosch, D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379. Full description at Econpapers || Download paper | |
| 2024 | Monetary policy shocks and the high-frequency network connectedness of stock markets. (2024). Caraiani, Petre ; Anghel, Dan Gabriel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005501. Full description at Econpapers || Download paper | |
| 2024 | Price spillovers and interdependences in Chinas agricultural commodity futures market: Evidence from the US-China trade dispute. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005719. Full description at Econpapers || Download paper | |
| 2024 | Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Yue, Zhonggang ; Jiang, Lijun ; Hong, Hui ; Zhang, Cheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465. Full description at Econpapers || Download paper | |
| 2024 | The effects of NASDAQ delisting on firm performance. (2024). Zhu, Xiaorui ; Li, Mingsheng ; Liu, Karen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002271. Full description at Econpapers || Download paper | |
| 2024 | Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x. Full description at Econpapers || Download paper | |
| 2024 | Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642. Full description at Econpapers || Download paper | |
| 2025 | How robust are financial connectedness networks? A network attack assessment. (2025). Cao, Yufei ; Zou, Yueming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000649. Full description at Econpapers || Download paper | |
| 2024 | The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques. (2024). Gao, Wang ; Zhang, Hongwei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004013. Full description at Econpapers || Download paper | |
| 2024 | Factor Selection and Structural Breaks. (2024). Smith, Simon ; Chib, Siddhartha. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-37. Full description at Econpapers || Download paper | |
| 2024 | Interconnectedness in the Corporate Bond Market. (2024). Scotti, Chiara ; Brunetti, Celso ; Carl, Matthew ; Gerszten, Jacob ; Shin, Chaehee. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-66. Full description at Econpapers || Download paper | |
| 2024 | Financial Market Stress and Commodity Returns: A Dynamic Approach. (2024). Adhikari, Ramesh ; Putnam, Kyle J. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:1:p:4-61:d:1325163. Full description at Econpapers || Download paper | |
| 2025 | Agricultural Futures Contracts as Part of a Sustainable Investment Strategy: Issues and Opportunities. (2025). Martell, Terrence F ; Skou, Lene ; Demir, Mert. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:3:p:15-:d:1722400. Full description at Econpapers || Download paper | |
| 2024 | Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; Shi, Guiqiang. In: Post-Print. RePEc:hal:journl:hal-04348526. Full description at Econpapers || Download paper | |
| 2024 | Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984. Full description at Econpapers || Download paper | |
| 2024 | Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper | |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper | |
| 2024 | Directed association network analysis on the Standard and Poor’s 500 Index. (2024). Li, Zhaoyang ; Yang, Yuehan. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10331-w. Full description at Econpapers || Download paper | |
| 2024 | Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4. Full description at Econpapers || Download paper | |
| 2025 | Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x. Full description at Econpapers || Download paper | |
| 2024 | The cost of going public and financial constraints. (2024). Pinto, Gerard. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:4:d:10.1007_s11408-024-00456-3. Full description at Econpapers || Download paper | |
| 2024 | Forced consolidation. (2024). Weaver, Daniel G ; Pomeranets, Anna. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01209-5. Full description at Econpapers || Download paper | |
| 2025 | The predictive effect of heterogeneous investor behavior on commodity pricing. (2025). Li, Zhou ; Shao, Hang. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04795-y. Full description at Econpapers || Download paper | |
| 2024 | The Risk Spillover Effects and Network Connectedness Between Real Estate and Other Sectors in China. (2024). Hu, Wenhua ; Li, Wei ; Pang, Jing. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240866. Full description at Econpapers || Download paper | |
| 2024 | Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3. Full description at Econpapers || Download paper | |
| 2025 | Optimal bubble riding: a mean field game with varying entry times. (2025). Tangpi, Ludovic ; Wang, Shichun. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:2:d:10.1007_s00780-025-00559-3. Full description at Econpapers || Download paper | |
| 2024 | COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach. (2024). Boukhatem, Jamel ; Alhazmi, Ali M. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00338-0. Full description at Econpapers || Download paper | |
| 2024 | A study of the effect of influential spreaders on the different sectors of Indian market and a few foreign markets: a complex networks perspective. (2024). Upadhyay, Shashankaditya ; Panigrahi, Prasanta K ; Mukherjee, Indranil ; Sengupta, Anwesha. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:1:d:10.1007_s42001-023-00229-4. Full description at Econpapers || Download paper | |
| 2024 | Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise. (2024). Tangpi, Ludovic ; Wang, Shichun. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00353-3. Full description at Econpapers || Download paper | |
| 2024 | Climate-risk materiality and firm risk. (2024). Matsumura, Ella Mae ; Vera-Muoz, Sandra C ; Prakash, Rachna. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:1:d:10.1007_s11142-022-09718-9. Full description at Econpapers || Download paper | |
| 2024 | A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection. (2024). Li, Zhaoyang ; Yang, Yuehan. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-024-01537-1. Full description at Econpapers || Download paper | |
| 2024 | Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures. (2024). lucey, brian ; Gabauer, David ; Chatziantoniou, Ioannis ; Long, Suwan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:13:p:1470-1489. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
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| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Do Speculators Drive Crude Oil Futures Prices? In: The Energy Journal. [Full Text][Citation analysis] | article | 197 |
| 2011 | Do Speculators Drive Crude Oil Futures Prices?.(2011) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | article | |
| 2013 | Herding and Speculation in the Crude Oil Market In: The Energy Journal. [Full Text][Citation analysis] | article | 10 |
| 2013 | Herding and Speculation in the Crude Oil Market.(2013) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2015 | Speculators, Prices and Market Volatility In: Staff Working Papers. [Full Text][Citation analysis] | paper | 96 |
| 2016 | Speculators, Prices, and Market Volatility.(2016) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | article | |
| 2015 | Informed Trading and Market Structure In: European Financial Management. [Full Text][Citation analysis] | article | 1 |
| 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 | 165 |
| 1999 | Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks In: Journal of Finance. [Full Text][Citation analysis] | article | 88 |
| 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 | 51 |
| 2003 | The Dynamics of Institutional and Individual Trading In: Journal of Finance. [Full Text][Citation analysis] | article | 203 |
| 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 | 119 |
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 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 nother version. Agregated cites: 0 | paper | |
| 2015 | CoMargin.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother 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 | 18 |
| 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 | 3 |
| 2019 | Interconnectedness in the interbank market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 100 |
| 2015 | Interconnectedness in the Interbank Market.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | 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 | 38 |
| 2007 | Why are IPO investors net buyers through lead underwriters? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 24 |
| 2018 | An update on speculation and financialization in commodity markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 45 |
| 2018 | Bank Holdings and Systemic Risk In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 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 | 32 |
| 2024 | Crude Oil Price Movements and Institutional Traders In: Commodities. [Full Text][Citation analysis] | article | 0 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 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 nother version. Agregated cites: 6 | paper | |
| 2011 | Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 77 |
| 2024 | The SWF Portfolio: Next-Generation Challenges and Opportunities In: Springer Books. [Citation analysis] | chapter | 0 |
| 2024 | Correction to: The Palgrave Handbook of Sovereign Wealth Funds In: Springer Books. [Citation analysis] | chapter | 0 |
| 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 | 13 |
| 2016 | The Prevalence, Sources, and Effects of Herding In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 10 |
| 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. Last updated November, 20 2025. Contact: CitEc Team