3
H index
2
i10 index
123
Citations
Insper | 3 H index 2 i10 index 123 Citations RESEARCH PRODUCTION: 3 Articles 17 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 LEONIDAS SANDOVAL JUNIOR. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 11 |
| Business and Economics Working Papers / Unidade de Negocios e Economia, Insper | 5 |
| Year | Title of citing document |
|---|---|
| 2024 | Assessing the Effect of Monetary Policy on the Competitiveness of Agricultural Enterprises. (2024). Kozelsk, Robert ; Zelenka, Ondej ; Maitah, Mansoor ; Cvik, Eva Daniela ; Flegel, Emil ; Toth, Daniel ; Sindi, Ali. In: Research on World Agricultural Economy. RePEc:ags:reowae:343477. Full description at Econpapers || Download paper |
| 2024 | Modeling News Interactions and Influence for Financial Market Prediction. (2024). Ma, Tiejun ; Cohen, Shay B ; Wang, Mengyu. In: Papers. RePEc:arx:papers:2410.10614. Full description at Econpapers || Download paper |
| 2025 | Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability. (2025). Wan, Yu-Fan ; Wu, Feng-Lin ; Wang, Ming-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002687. Full description at Econpapers || Download paper |
| 2024 | Dynamic interactions among new energy metals and price adjustment strategies: A cross-industry chain perspective. (2024). Sun, Xiaotian ; Gao, Xiangyun ; Fang, Wei ; Si, Jingjian ; Wei, Hongyu. In: Energy. RePEc:eee:energy:v:303:y:2024:i:c:s0360544224016967. Full description at Econpapers || Download paper |
| 2024 | Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021. Full description at Econpapers || Download paper |
| 2024 | The spillover and comovement of downside and upside tail risks among crude oil futures markets. (2024). Yang, Hao ; Feng, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005106. Full description at Econpapers || Download paper |
| 2024 | The uncertainty of fluctuation correlations in global stock markets. (2024). Rong, Xueyun ; Yin, Lei ; Wang, Faming. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007372. Full description at Econpapers || Download paper |
| 2024 | Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044. Full description at Econpapers || Download paper |
| 2024 | A temporal information transfer network approach considering federal funds rate for an interpretable asset fluctuation prediction framework. (2024). Choi, Insu ; Kim, Woo Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005549. Full description at Econpapers || Download paper |
| 2024 | Partisan conflict, trade policy uncertainty, and the energy market. (2024). Niu, Zibo ; Qin, Yun ; Zhang, Hongwei ; Yang, Cai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002435. Full description at Econpapers || Download paper |
| 2025 | Spillovers Between Euronext Stock Indices: The COVID-19 Effect. (2025). Pereira, Cludia ; Lopes, Cristina ; Gomes, Lus ; Carneiro, Luana. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:2:p:66-:d:1634995. Full description at Econpapers || Download paper |
| 2024 | Exploring the predictive power of artificial neural networks in linking global Islamic indices with a local Islamic index. (2024). Grassa, Rihab ; Abdennadher, Sonia ; Boulanouar, Zakaria ; Benrhmach, Ghassane ; Aldhaheri, Mariam. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03885-7. Full description at Econpapers || Download paper |
| 2024 | An evolutionary game theory approach for analyzing risk-based financing schemes. (2024). Hosseini-Motlagh, Seyyed-Mahdi ; Johari, Maryam. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:3:d:10.1007_s10479-023-05308-3. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency spillovers and correlations: inefficiency and co-movement. (2024). Baur, Dirk G ; Hoang, Lai T. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00099-5. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Building portfolios of stocks in the São Paulo Stock Exchange usingRandom Matrix Theory In: Business and Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Building portfolios of stocks in the S\~ao Paulo Stock Exchange using Random Matrix Theory.(2013) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Weak Approximations for Wiener Functionals In: Business and Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Structure and causality relations in a global network of financial companies In: Business and Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Structure and causality relations in a global network of financial companies.(2013) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | To lag or not to lag? How to compare indices of stock markets that operate at different times In: Business and Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | To lag or not to lag? How to compare indices of stock markets that operate at different times.(2013) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Dynamics in two networks based on stocks of the US stock market In: Business and Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Dynamics in two networks based on stocks of the US stock market.(2014) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Correlation of financial markets in times of crisis In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Shocks in financial markets, price expectation, and damped harmonic oscillators In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A Map of the Brazilian Stock Market In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Pruning a Minimum Spanning Tree In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Cluster formation and evolution in networks of financial market indices In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Survivability and centrality measures for networks of financial market indices In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Correlations and Flow of Information between The New York Times and Stock Markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 72 |
| 2016 | Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2015 | Dependency Relations among International Stock Market Indices In: JRFM. [Full Text][Citation analysis] | article | 41 |
| Networks of log returns and volatilities of international stock market indexes In: Journal of Network Theory in Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team