Vinay Patel : Citation Profile


Are you Vinay Patel?

University of Technology Sydney

3

H index

2

i10 index

53

Citations

RESEARCH PRODUCTION:

7

Articles

4

Papers

1

Books

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 7
   Journals where Vinay Patel has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 6 (10.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1131
   Updated: 2023-11-04    RAS profile: 2022-11-23    
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Relations with other researchers


Works with:

Michayluk, David (4)

Putnins, Talis (3)

Moinas, Sophie (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Walsh, Kathleen (2)

Harris, Jeffrey (2)

Horenstein, Alex (2)

Smales, Lee (2)

Patton, Andrew (2)

Ødegaard, Bernt (2)

Heath, Davidson (2)

Wong, Wing-Keung (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Abudy, Menachem (2)

Gerritsen, Dirk (2)

Lopez-Lira, Alejandro (2)

Menkveld, Albert (2)

Bouri, Elie (2)

Hjalmarsson, Erik (2)

Scaillet, Olivier (2)

Schuerhoff, Norman (2)

Ait-Sahalia, Yacine (2)

Regis, Luca (2)

Adrian, Tobias (2)

Dreber, Anna (2)

Walther, Thomas (2)

Alexeev, Vitali (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Pasquariello, Paolo (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Wilhelmsson, Anders (2)

Roy, Saurabh (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Chow, Nikolai Sheung-Chi (2)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Wolff, Christian (2)

Reitz, Stefan (2)

Ferrara, Gerardo (2)

van Kervel, Vincent (2)

Pastor, Lubos (2)

Sarno, Lucio (2)

Deev, Oleg (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Lof, Matthijs (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

Verousis, Thanos (2)

Sojli, Elvira (2)

Liew, Chee (2)

Colliard, Jean-Edouard (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

FERROUHI, EL MEHDI (2)

Nielsson, Ulf (2)

Vilkov, Grigory (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Foucault, Thierry (2)

Bos, Charles (2)

Caporin, Massimiliano (2)

PASCUAL, ROBERTO (2)

Brownlees, Christian (2)

Hurlin, Christophe (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

Rakowski, David (2)

Xia, Shuo (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Dumitrescu, Ariadna (2)

Frijns, Bart (2)

Tonks, Ian (2)

Kassner, Bernhard (2)

Chernov, Mikhail (2)

Mihet, Roxana (2)

Park, Andreas (2)

Pelizzon, Loriana (2)

Taylor, Nick (2)

Rinne, Kalle (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Vinay Patel.

Is cited by:

faff, robert (6)

Walsh, Kathleen (2)

Corbet, Shaen (1)

Tonzer, Lena (1)

Papavassiliou, Vassilios (1)

Sakawa, Hideaki (1)

Verousis, Thanos (1)

Huber, Christoph (1)

HU, YANG (1)

Dimpfl, Thomas (1)

Ftiti, Zied (1)

Cites to:

Michayluk, David (13)

Putnins, Talis (13)

Lee, Charles (10)

Lin, Tse-Chun (8)

Ready, Mark (8)

Subrahmanyam, Avanidhar (7)

Walter, Terry (6)

Stambaugh, Robert (5)

Fama, Eugene (5)

Ge, Li (5)

Roll, Richard (5)

Main data


Where Vinay Patel has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal2

Working Papers Series with more than one paper published# docs
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2

Recent works citing Vinay Patel (2023 and 2022)


YearTitle of citing document
2022Informed trading of out?of?the?money options and market efficiency. (2022). Kim, Dong Hyun ; Kang, Changmo ; Lee, Geul. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:247-279.

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2022Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities. (2022). Gong, XU ; Wen, Fenghua ; Wu, Nan. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005151.

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2023Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222.

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2022The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. (2022). Corbet, Shaen ; Oxley, Les ; Larkin, Charles ; Hu, Yang ; Hou, Yang ; Collings, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000229.

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2022The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms acquisitions. (2022). Zhang, Zeyu ; Monaco, Eleonora ; Ibikunle, Gbenga ; Palumbo, Riccardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200148x.

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2022Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation. (2022). Milo, Orit ; Kedar-Levy, Haim ; Hauser, Shmuel . In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000015.

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2022Tick Size Pilot Program and price discovery in U.S. stock markets. (2022). Upson, James E ; Cox, Justin ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000409.

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2022The information content of ETF options. (2022). Yang, Dongxiao ; Ramchander, Sanjay ; Miao, Hong ; Lockwood, Larry . In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000278.

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2022Internationalization and the reliance of analyst forecasts in stakeholder-oriented corporate governance: Evidence from Japanese MNEs. (2022). Gu, Junjian ; Watanabel, Naoki ; Sakawa, Hideaki. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000506.

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2022Financial 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.

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2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-04121327.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2022Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets. (2022). Yuan, Xianghui ; Wang, Shihao ; Li, Peiran ; Lian, Feng ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2235-2247.

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2022Information and the arrival rate of option trading volume. (2022). Kalaitzoglou, Iordanis ; Verousis, Thanos ; Zhang, Mengyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:605-644.

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2022Price discovery in the CSI 300 Index derivatives markets. (2022). Lian, Feng ; Long, Jun ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1352-1368.

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2023Option features and price discovery in convertible bonds. (2023). Lian, Feng ; Xu, Hailun ; Peiran, LI ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:384-403.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Vinay Patel:


YearTitleTypeCited
2022Informed options trading prior to FDA announcements In: Journal of Business Finance & Accounting.
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article0
2016Return predictability following different drivers of large price changes In: International Review of Financial Analysis.
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article1
2020Price discovery in stock and options markets In: Journal of Financial Markets.
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article27
2019Liquidity and earnings in event studies: Does data granularity matter? In: Pacific-Basin Finance Journal.
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article3
2019Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework In: Pacific-Basin Finance Journal.
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article3
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper2
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2015The microstructure of Australian takeover announcements In: Australian Journal of Management.
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article6
2015Price Discovery in US and Australian Stock and Options Markets In: PhD Thesis.
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book0
2020Information Leakage in Energy Derivatives around News Announcements In: Published Paper Series.
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paper0
2021Practical Applications of Information Leakage in Energy Derivatives around News Announcements In: Published Paper Series.
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paper0
2019Price discovery in commodity derivatives: Speculation or hedging? In: Journal of Futures Markets.
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article11

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