Tzuo Hann Law : Citation Profile

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232

Citations

RESEARCH PRODUCTION:

1

Articles

3

Papers

RESEARCH ACTIVITY:

   7 years (2007 - 2014). See details.
   Cites by year: 33
   Journals where Tzuo Hann Law has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla540
   Updated: 2024-11-04    RAS profile: 2023-03-11    
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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 Tzuo Hann Law.

Is cited by:

Robin, Jean-Marc (11)

Lise, Jeremy (10)

Caporin, Massimiliano (6)

Schulz, Bastian (6)

Meghir, Costas (6)

Neely, Christopher (5)

Borowczyk-Martins, Daniel (5)

Wolthoff, Ronald (5)

Lochner, Benjamin (5)

Renò, Roberto (5)

Liao, Yin (5)

Cites to:

Diebold, Francis (8)

Andersen, Torben (8)

Bollerslev, Tim (8)

Vega, Clara (4)

Shephard, Neil (3)

Eeckhout, Jan (2)

Kircher, Philipp (2)

Lunde, Asger (2)

Chade, Hector (2)

Hansen, Peter (2)

Podolskij, Mark (1)

Main data

Where Tzuo Hann Law has published?

Recent works citing Tzuo Hann Law (2024 and 2023)

YearTitle of citing document
2023Sluggish news reactions: A combinatorial approach for synchronizing stock jumps. (2023). Neely, Christopher ; Boudt, Kris ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2309.15705.

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2024Labor market dynamics with sorting. (2024). Schulz, Bastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001823.

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2024Systemic risk monitoring model from the perspective of public information arrival. (2024). Zhu, Xingting ; Liu, Bin ; Yan, Han ; Wu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664.

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2023Cyclical labor market sorting. (2023). Murray, Seth M ; Hyatt, Henry R ; Crane, Leland D. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:2:p:524-543.

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2023State-domain change point detection for nonlinear time series regression. (2023). Zhou, Zhou ; Yang, Jun ; Cui, Yan. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:3-27.

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2024Stock co-jump networks. (2024). Zheng, Xinghua ; Liu, Guoli ; Ding, YI. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s030440762300057x.

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2024The law of large numbers for large stable matchings. (2024). Song, Kyungchul ; Schwartz, Jacob. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000885.

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2023Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

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2024Does oil price volatility matter for the US transportation industry?. (2024). Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam ; Uddin, Gazi Salah ; Azoury, Nehme. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

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2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

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2023Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures. (2023). Haugom, Erik ; Hadina, Jelena ; Ewald, Christian ; Yahya, Muhammad ; Stordal, Stle ; Lien, Gudbrand. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300288x.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2023Assessing jump and cojumps in financial asset returns with applications in futures markets. (2023). Yun, Mu-Shu ; Yeh, Jin-Huei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002287.

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2023Corruption and assortative matching of partners in international trade. (2023). Cooray, Arusha ; Panda, Bibhudutta ; Jha, Chandan Kumar. In: European Journal of Political Economy. RePEc:eee:poleco:v:77:y:2023:i:c:s0176268022000738.

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2023Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2023). Yang, Xiye ; Neely, Christopher J ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2024Sluggish news reactions: A combinatorial approach for synchronizing stock jumps. (2024). Neely, Christopher ; Laurent, Sebastien ; Boudt, Kris ; Bouamara, Nabil. In: Working Papers. RePEc:fip:fedlwp:97969.

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2024Intergenerational Mobility and Credit. (2024). Phillips, Gordon ; Herkenhoff, Kyle ; Chikhale, Nisha ; Braxton, John Carter. In: IZA Discussion Papers. RePEc:iza:izadps:dp16826.

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2023Research on cojumps of electronic commerce overnight factors in volatility prediction based on joint BW test. (2023). Wang, Zhiqiang ; Xiong, Haifang ; Deng, Liling. In: Electronic Commerce Research. RePEc:spr:elcore:v:23:y:2023:i:1:d:10.1007_s10660-022-09545-9.

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2023Workplace heterogeneity and wage inequality in Denmark. (2023). Morin, Annaig. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:123-133.

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Works by Tzuo Hann Law:

YearTitleTypeCited
2007Risk, Jumps, and Diversification In: CREATES Research Papers.
[Full Text][Citation analysis]		paper129
2008Risk, jumps, and diversification.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		article
2012Identifying Equilibrium Models of Labor Market Sorting In: NBER Working Papers.
[Full Text][Citation analysis]		paper103
2014Identifying Equilibrium Models of Labor Market Sorting.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper

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