Mark Salmon : Citation Profile

University of Cambridge

13

H index

15

i10 index

692

Citations

RESEARCH PRODUCTION:

17

Articles

26

Papers

1

Books

2

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   42 years (1979 - 2021). See details.
   Cites by year: 16
   Journals where Mark Salmon has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 3 (0.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa111
   Updated: 2025-07-12    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Rubesam, Alexandre (2)

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

Is cited by:

Ralf, Kirsten (19)

Chatelain, Jean-Bernard (19)

van der Ploeg, Frederick (Rick) (14)

Sentana, Enrique (11)

Nautz, Dieter (11)

Fiorentini, Gabriele (10)

Durlauf, Steven (9)

Brock, William (9)

Calzolari, Giorgio (8)

GUPTA, RANGAN (8)

Wueger, Michael (7)

Cites to:

Shleifer, Andrei (9)

Miller, Marcus (6)

Engle, Robert (6)

Evans, Martin (4)

Sarno, Lucio (4)

Thaler, Richard (4)

Lyons, Richard (4)

Hirshleifer, David (4)

Taylor, Mark (3)

Hylleberg, Svend (3)

Baker, Malcolm (3)

Main data

Where Mark Salmon has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control5
Economic Journal2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers9
Economic Research Papers / University of Warwick - Department of Economics7
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics7

Recent works citing Mark Salmon (2025 and 2024)

YearTitle of citing document
2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

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2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Xie, Yuxin ; Lu, Xiaomeng ; Tang, Ruohua ; Pantelous, Athanasios A. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets. (2024). Liu, Zhidong ; Zhang, YI ; Zhou, Long ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400144x.

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2025Score-type tests for normal mixtures. (2025). Sentana, Enrique ; Amengual, Dante ; Bei, Xinyue ; Carrasco, Marine. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000630.

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2024Herding 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.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024Complements or substitutes? The effect of ETFs on other managed funds. (2024). Tan, Kian ; Low, Rand ; Tang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003466.

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2024Exchange rate stability and expectation management under heterogeneous expectations. (2024). Li, Xiaoping ; Shi, Wenming ; Wang, Nan ; Duan, Jihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003855.

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2024Mutual fund herding and performance: Evidence from China. (2024). Guan, Rong ; Song, Qinhao ; Fan, Yaoyao ; Ly, Kim Cuong ; Jiang, Yuxiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004356.

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2024Do investors herd under global crises? A comparative study between Chinese and the United States stock markets. (2024). Cheng, Tingting ; Xing, Shuo ; Sun, Shuanglin. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001508.

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2024Beyond hype: Unveiling the herd effect in ESG and non-ESG cryptocurrency portfolios. (2024). Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus ; Gomes, Leonardo Lima ; de Almeida, Israel Nunes ; Figueiredo, Antonio Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005300.

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2024Herd behavior in U.S. bank stocks. (2024). Payne, James ; Alkhazali, Osamah ; Kirimhan, Destan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009607.

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2025Predicting FX market movements using GAN with limit order event data. (2025). Iima, Hitoshi ; Peng, Kexin ; Kitamura, Yoshihiro. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015563.

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2024Substitutability of U.S. and Canadian softwood lumber: A threshold modeling approach. (2024). Goodwin, Barry K ; Zhang, Yifei. In: Forest Policy and Economics. RePEc:eee:forpol:v:169:y:2024:i:c:s1389934124001977.

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2024Did 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.

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2025The evolution of herding behavior in stock markets: Evidence from a smooth time-varying analysis. (2025). Li, Xiaoyang ; Qiu, Liping ; Cheng, Tingting ; Xing, Shuo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000010.

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2024Attention of womens liberation and investor herding behavior. (2024). Yang, Zhuoyi ; Feng, XU ; Xiong, Xiong ; Wang, QI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:520-544.

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2025Flight to Bitcoin (in)attention and herding in cryptocurrencies. (2025). Li, Xiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001777.

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2024Do 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.

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2024Herding states and stock market returns. (2024). Fortuna, Natercia ; Lobo, Julio ; Costa, Filipe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002891.

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2024Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; Shi, Guiqiang. In: Post-Print. RePEc:hal:journl:hal-04348526.

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2025COVID-19 and persistence in the stock market: a study on a leading emerging market. (2025). Bhattacharjee, Anindita ; Nandy, Monomita ; Lodh, Suman. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:2:d:10.1057_s41310-024-00250-7.

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2024Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Ul, Wasim ; Degirmen, Suleyman ; Saltik, Omur ; Jalil, Faryal. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7.

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2025Confirmation bias and herding behavior across the housing markets. (2025). You, Taewoo. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05021-5.

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2024Impact of Financial Literacy and Behavioural Biases on Investment Decision-making. (2024). G, Suresh. In: FIIB Business Review. RePEc:sae:fbbsrw:v:13:y:2024:i:1:p:72-86.

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2024How herding led to a speculative bubble during a period of severely negative macro fundamentals: the case of Istanbul stock market. (2024). Dogan, Burak ; Erol, Umit. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00267-x.

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2024The impact of COVID-19 on Ethereum returns and Ethereum market efficiency. (2024). al Rahahleh, Naseem ; al Qurashi, Ahmed. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00273-z.

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2025Economic freedom, economic sustainability, and herding behavior: Does the ubiquity of information communication technology matter?. (2025). Mallek, Ray Saadaoui ; Albaity, Mohamed ; Rahman, Mahfuzur. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00756-1.

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2025Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification. (2025). Peters, Gareth W ; Koukorinis, Andreas ; Germano, Guido. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:2:d:10.1007_s11009-025-10148-8.

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2024“All are investing in Crypto, I fear of being missed out”: examining the influence of herding, loss aversion, and overconfidence in the cryptocurrency market with the mediating effect of FOMO. (2024). Sood, Kirti ; Jain, Jinesh ; Kaur, Manpreet. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01739-z.

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2024Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Larson, Robert K ; Mo, Han. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110.

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2024Better ways to test for herding. (2024). Hudson, Robert ; Wang, Junkai. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:790-818.

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2024Hedging performance analysis of energy markets: Evidence from copula quantile regression. (2024). Yu, Xinping ; Ren, Xianling. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:432-450.

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Mark Salmon has edited the books:

YearTitleTypeCited

Works by Mark Salmon:

YearTitleTypeCited
1987Credibility and the value of information transmission in a model of monetary policy and inflation In: Economic Research Papers.
[Full Text][Citation analysis]		paper15
1989Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation.(1989) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
1990Credibility and the value of information transmission in a model of monetary policy and inflation.(1990) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
1987Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation.(1987) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
1986Error correction modeler . co-integration and the internal model principle In: Economic Research Papers.
[Full Text][Citation analysis]		paper4
1988Error Correction Models, Co-integration and the Internal Model Principle.(1988) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1988Error correction models, cointegration and the internal model principle.(1988) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 4		article
1988ERROR CORRECTION MODELS, CO-INTEGRATION AND THE INTERNAL MODEL PRINCIPLE.(1988) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 4		paper
1989WHEN DOES COORDINATION PAY? In: Economic Research Papers.
[Full Text][Citation analysis]		paper6
1990When Does Coordination Pay?.(1990) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 6		paper
1990When does coordination pay?.(1990) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
1989WHEN DOES COORDINATION PAY?..(1989) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 6		paper
1980MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS In: Economic Research Papers.
[Full Text][Citation analysis]		paper2
1980Model Validation and Forecast Comparisons : Theoretical and Practical Considerations.(1980) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 2		paper
1982ERROR CORRECTION MECHANISMS In: Economic Research Papers.
[Full Text][Citation analysis]		paper57
1982Error Correction Mechanisms..(1982) In: Economic Journal.
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1982Error Correction Mechanisms.(1982) In: The Warwick Economics Research Paper Series (TWERPS).
[Citation analysis]
This paper has nother version. Agregated cites: 57		paper
1982TESTING NORMALITY IN ECONOMETRIC MODELS In: Economic Research Papers.
[Full Text][Citation analysis]		paper51
1983Testing normality in econometric models.(1983) In: Economics Letters.
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This paper has nother version. Agregated cites: 51		article
1982Testing Normality in Econometric Models.(1982) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 51		paper
1983Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies In: Economic Research Papers.
[Full Text][Citation analysis]		paper52
1984Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies.(1984) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 52		paper
1985Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies..(1985) In: Economic Journal.
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1983Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies.(1983) In: The Warwick Economics Research Paper Series (TWERPS).
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2007Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index In: Bank of England working papers.
[Full Text][Citation analysis]		paper13
2005Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: CEPR Discussion Papers.
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2005Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: Computing in Economics and Finance 2005.
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This paper has nother version. Agregated cites: 13		paper
1995On the Evolution of Credibility and Flexible Exchange Rate Target Zones In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2004Market Stress and Herding In: CEPR Discussion Papers.
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2004Market stress and herding.(2004) In: Journal of Empirical Finance.
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2005Performance Measurement with Loss Aversion In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2006Performance measurement with loss aversion.(2006) In: Journal of Asset Management.
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This paper has nother version. Agregated cites: 6		article
1985On Evaluating the Importance of Non-Linearity in Large Macroeconometric Models In: CEPR Discussion Papers.
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1986On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models..(1986) In: International Economic Review.
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1997Nonlinear Dynamics and Economics In: Cambridge Books.
[Citation analysis]		book19
2002ROBUST DECISION THEORY AND THE LUCAS CRITIQUE In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article17
1996On the Differential Geometry of the Wald Test with Nonlinear Restrictions. In: Econometrica.
[Full Text][Citation analysis]		article12
1986The principle of effective demand revisited In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2009Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article13
1998Representations of I(2) cointegrated systems using the Smith-McMillan form In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2012The information content of a limit order book: The case of an FX market In: Journal of Financial Markets.
[Full Text][Citation analysis]		article20
2021Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article19
2021Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly.(2021) In: Post-Print.
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1985Policy Coordination and Dynamic Games In: NBER Chapters.
[Full Text][Citation analysis]		chapter41
1979Control Methods and Quantitative Economic Policy In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article50

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