3
H index
2
i10 index
44
Citations
Academia Romana (55% share) | 3 H index 2 i10 index 44 Citations RESEARCH PRODUCTION: 14 Articles 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 Dan Gabriel Anghel. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Financial Research | 2 |
The Review of Finance and Banking | 2 |
Journal for Economic Forecasting | 2 |
Finance Research Letters | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805. Full description at Econpapers || Download paper |
2024 | Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762. Full description at Econpapers || Download paper |
2024 | The complex relationship between credit and liquidity risks: a linear and non-linear analysis for the banking sector. (2024). Zaghdoudi, Taha ; Hakimi, Abdelaziz ; Bouslimi, Jihen ; Tissaoui, Kais. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02951-4. Full description at Econpapers || Download paper |
2024 | Liquidity and Credit Risk in Indonesia: The Role of FinTech Development. (2024). , Mardiany ; Santi, Eka Nor ; Nugroho, Bramantyo Adi ; Fitrian, Zhikry ; Fitrianto, Yuli ; Yudaruddin, Rizky ; Hapsari, Pebiansyah. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241245248. Full description at Econpapers || Download paper |
2024 | Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5. Full description at Econpapers || Download paper |
2024 | Evaluating the discrimination ability of proper multi-variate scoring rules. (2024). Alexander, Carol ; Meng, X ; Han, Y ; Coulon, M. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04611-9. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2013 | THE PERFORMANCE OF ROC ON THE BSE In: Theoretical and Applied Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Predicting Intraday Prices in the Frontier Stock Market of Romania Using Machine Learning Algorithms In: International Journal of Economics and Financial Research. [Full Text][Citation analysis] | article | 1 |
2021 | Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2022 | No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2018 | Liquidity-threshold effect in non-performing loans In: Finance Research Letters. [Full Text][Citation analysis] | article | 16 |
2021 | A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
2021 | Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2020 | What Can Machine Learning Tell Us About Intraday Price Patterns in a Frontier Stock Market? In: International Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
2015 | Market Efficiency and Technical Analysis in Romania In: International Journal of Financial Research. [Full Text][Citation analysis] | article | 6 |
2021 | Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
2013 | How Reliable is the Moving Average Crossover Rule for an Investor on the Romanian Stock Market? In: The Review of Finance and Banking. [Full Text][Citation analysis] | article | 2 |
2018 | Market-Level Sports Sentiment: The case of the Romanian Frontier Stock Market In: The Review of Finance and Banking. [Full Text][Citation analysis] | article | 0 |
2017 | Intraday Market Efficiency for a Typical Central and Eastern European Stock Market: The Case of Romania In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 2 |
2020 | Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 2 |
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