S. Sarah Zhang : Citation Profile

University of Manchester

5

H index

3

i10 index

160

Citations

RESEARCH PRODUCTION:

6

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 14
   Journals where S. Sarah Zhang has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 1 (0.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh513
   Updated: 2025-05-10    RAS profile: 2025-01-07    
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Relations with other researchers

Works with:

Roy, Saurabh (6)

Smales, Lee (6)

Park, Andreas (6)

Alexeev, Vitali (6)

Talavera, Oleksandr (6)

Hurlin, Christophe (6)

Ferrara, Gerardo (6)

Brownlees, Christian (6)

Caporin, Massimiliano (6)

Scaillet, Olivier (6)

FERROUHI, EL MEHDI (6)

Dreber, Anna (6)

Liew, Chee (6)

Xia, Shuo (6)

Bos, Charles (6)

Gerritsen, Dirk (6)

Holzmeister, Felix (6)

Ranaldo, Angelo (6)

Reitz, Stefan (6)

Pastor, Lubos (6)

Pasquariello, Paolo (6)

Rinne, Kalle (6)

Palan, Stefan (6)

Füllbrunn, Sascha (6)

Schuerhoff, Norman (6)

Stefanova, Denitsa (6)

Deev, Oleg (6)

Johannesson, Magnus (6)

Frömmel, Michael (6)

Sojli, Elvira (6)

Lof, Matthijs (6)

Xiu, Dacheng (6)

Chernov, Mikhail (6)

Nielsson, Ulf (6)

Foucault, Thierry (6)

Wolff, Christian (6)

Wilhelmsson, Anders (6)

Renault, Thomas (6)

Jurkatis, Simon (6)

Ødegaard, Bernt (6)

Schwarz, Marco (6)

Gehrig, Thomas (6)

Harris, Jeffrey (6)

Shachar, Or (6)

Tonks, Ian (6)

LINTON, OLIVER (6)

Sarno, Lucio (6)

Korajczyk, Robert (6)

Dimpfl, Thomas (5)

Davies, Ryan (5)

Bohorquez Correa, Santiago (5)

Huang, Wenqian (5)

Schenk-Hoppé, Klaus (5)

Vilkov, Grigory (5)

CAPELLE-BLANCARD, Gunther (5)

Frijns, Bart (5)

Deku, Solomon (5)

Neszveda, Gabor (5)

Menkveld, Albert (5)

Horenstein, Alex (5)

Eugster, Nicolas (5)

Walther, Thomas (5)

Koetter, Michael (5)

Verousis, Thanos (5)

Hautsch, Nikolaus (5)

Jalkh, Naji (5)

Güçbilmez, Ufuk (4)

van Kervel, Vincent (4)

Aloosh, Arash (4)

Ait-Sahalia, Yacine (4)

Colliard, Jean-Edouard (4)

Gil-Bazo, Javier (3)

Mihet, Roxana (3)

Shachat, Jason (3)

Abudy, Menachem (3)

Chow, Nikolai Sheung-Chi (3)

He, Xuezhong (Tony) (3)

Taylor, Nick (3)

Voigt, Stefan (3)

Degryse, Hans (3)

Zhou, Chen (2)

Moinas, Sophie (2)

Regis, Luca (2)

Vogel, Sebastian (2)

Hasse, Jean-Baptiste (2)

Kearney, Fearghal (2)

Kassner, Bernhard (2)

Putnins, Talis (2)

Bouri, Elie (2)

Patton, Andrew (2)

Adrian, Tobias (2)

Wong, Wing-Keung (2)

Lopez-Lira, Alejandro (2)

Bjønnes, Geir (2)

Rakowski, David (2)

Gorbenko, Arseny (2)

PASCUAL, ROBERTO (2)

Roy, Saurabh (2)

Dumitrescu, Ariadna (2)

Prokopczuk, Marcel (2)

Pelizzon, Loriana (2)

Hjalmarsson, Erik (2)

Heath, Davidson (2)

Lajaunie, Quentin (2)

Theissen, Erik (2)

Söderlind, Paul (2)

Patel, Vinay (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with S. Sarah Zhang.

Is cited by:

Clements, Adam (6)

Smales, Lee (6)

Huber, Christoph (6)

Dreber, Anna (4)

Holzmeister, Felix (4)

Greiner, Ben (4)

Ozkes, Ali (4)

Tourani-Rad, Alireza (3)

Fišar, Miloš (3)

Frijns, Bart (3)

Johannesson, Magnus (3)

Cites to:

Hautsch, Nikolaus (9)

Veredas, David (6)

Menkveld, Albert (6)

Biais, Bruno (6)

Moinas, Sophie (6)

Kirilenko, Andrei (5)

lucey, brian (5)

Brogaard, Jonathan (5)

Bertoni, Marco (4)

Saavedra, Martin (4)

Foucault, Thierry (4)

Main data

Where S. Sarah Zhang has published?

Working Papers Series with more than one paper published# docs
Working Papers / Chapman University, Economic Science Institute2

Recent works citing S. Sarah Zhang (2025 and 2024)

YearTitle of citing document
2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2024Non-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.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Benkraiem, Ramzi ; ben Osman, Myriam ; Guesmi, Khaled ; Urom, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Non-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.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Esparcia, Carlos ; Escribano, Ana. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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2024Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Wang, Shixuan ; Lu, Shanglin ; He, YU ; Wei, Ran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643.

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2024Skewness risk and the cross-section of cryptocurrency returns. (2024). Chen, Yan ; Liu, Yakun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005581.

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2024Proprietary algorithmic traders and liquidity supply during the pandemic. (2024). Nawn, Samarpan ; Banerjee, Anirban. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000825.

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2024ESG performance and corporate fraud. (2024). Yang, Jinglan ; Li, Hao ; Ma, Chaoqun. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002423.

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2024The dynamic effects of debtor bankruptcy on unsecured creditors stock liquidity. (2024). Pham, Thu Phuong ; Zurbruegg, Ralf ; Tran, Ngoc Anh ; Nguyen, Dinh Trung. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001074.

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2024Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul. (2024). Karahan, Cenk C ; Alayan-Gm, Aye. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000929.

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2024Fair value estimates for illiquid cryptocurrency. (2024). Afzal, Muhammad Talha ; Zhang, Guangyue ; Brennan, Gerard ; Sannella, Alexander. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:54:y:2024:i:c:s1467089524000332.

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2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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2024Behavioral 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.

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2024Impact of Black Swan Events on Ethereum blockchain ERC20 token transaction networks. (2024). Pradhan, Priodyuti ; Jalan, Sarika ; Reddy, Uday Kumar ; Pradeep, Moturi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006381.

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2024Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2025Timing complex news to target attention. (2025). Cuñat, Vicente ; Cuaat, Vicente ; Xu, Moqi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122380.

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2024Reproducibility 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.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2024Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series. (2024). Li, Xindan ; Azencott, Robert ; Zhu, Hongliang ; Kong, AO. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10367-6.

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2024ESG Tendencies from News - Investigated by AI Trained by Human Intelligence. (2024). Managi, Shunsuke ; Seki, Daikichi ; Takeda, Shutaro ; Keeley, Alexander Ryota ; Li, Chao. In: MPRA Paper. RePEc:pra:mprapa:122757.

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2024Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data. (2024). Nagy, Odett ; Saef, Danial ; Hrdle, Wolfgang Karl ; Sizov, Sergej. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00116-1.

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2024Do 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.

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2024Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns. (2024). Cepni, Oguzhan ; Serbest, Ozge ; Akyildirim, Erdinc ; Aysan, Ahmet Faruk. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:14:p:1577-1613.

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2024The end of an era: Who paid the price when the livestock futures pits closed?. (2024). Onur, Esen ; Gousgounis, Eleni. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:106:y:2024:i:3:p:1111-1140.

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2024The Bitcoin price and Bitcoin price uncertainty: Evidence of Bitcoin price volatility. (2024). Lin, Boqiang ; Kose, Nezir ; Yildirim, Hakan ; Unal, Emre. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:673-695.

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2024Feedback Trading: The Intraday Case of Retail Derivatives. (2024). Schlie, Sebastian ; Baule, Rainer ; Frijns, Bart. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1487-1507.

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2024Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209.

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2024A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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2024Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach. (2024). Siemroth, Christoph ; Desantis, Mark ; Corgnet, Brice. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302411.

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Works by S. Sarah Zhang:

YearTitleTypeCited
2019Asymmetric news responses of high‐frequency and non‐high‐frequency traders In: The Financial Review.
[Full Text][Citation analysis]		article0
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Speed Traps: Algorithmic Trader Performance Under Alternative Market Structures In: Working Papers.
[Full Text][Citation analysis]		paper5
2024Cognitive Abilities and Individual Earnings in Hybrid Continuous Double Auctions In: Working Papers.
[Full Text][Citation analysis]		paper0
2020News sentiment in the cryptocurrency market: An empirical comparison with Forex In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article51
2013Public information arrival: Price discovery and liquidity in electronic limit order markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article72
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2024Speed traps: algorithmic trader performance under alternative market balances and structures In: Experimental Economics.
[Full Text][Citation analysis]		article0
2013Interactive Data: Technology and Cost of Capital In: Lecture Notes in Information Systems and Organization.
[Citation analysis]		chapter0
2018Need for speed: Hard information processing in a high‐frequency world In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2017The ambivalent role of high-frequency trading in turbulent market periods In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper7

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