Alexander Dickerson : Citation Profile

UNSW Sydney

2

H index

2

i10 index

62

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

   4 years (2022 - 2026). See details.
   Cites by year: 15
   Journals where Alexander Dickerson has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 5 (7.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi654
   Updated: 2026-10-17    RAS profile: 2026-09-12    
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Relations with other researchers

Works with:

Mueller, Philippe (5)

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

Is cited by:

Będowska-Sójka, Barbara (2)

Yarovaya, Larisa (2)

Urquhart, Andrew (2)

Demir, Ender (1)

Sakemoto, Ryuta (1)

Gharghori, Philip (1)

Huang, Jingzhi (1)

Gubareva, Mariya (1)

Sheenan, Lisa (1)

Lin, Hai (1)

Maynard, Alex (1)

Cites to:

Stambaugh, Robert (8)

Fama, Eugene (8)

He, Zhiguo (7)

Campbell, John (7)

French, Kenneth (6)

Goyal, Amit (6)

Shanken, Jay (6)

Grossman, Sanford (5)

Choi, Jaewon (5)

Nagel, Stefan (5)

Gospodinov, Nikolay (4)

Main data

Where Alexander Dickerson has published?

Journals with more than one article published# docs
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Alexander Dickerson (2026 and 2025)

YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2026Cryptocurrency as an Investable Asset Class: Coming of Age. (2025). Borri, Nicola ; Wu, XI ; Tsyvinski, Aleh ; Liu, Yukun. In: Papers. RePEc:arx:papers:2510.14435.

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2025Disagreement and returns: The case of cryptocurrencies. (2025). Hsiao, Lawrence ; Garfinkel, Jon A ; Hu, Danqi. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:3:p:633-672.

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2025Bitcoin Research: What Are the New Frontiers?. (2025). Elliott, Robert ; Urquhart, Andrew. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:4:p:1121-1127.

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2025Persistent Anomalies and Nonstandard Errors. (2025). Coqueret, Guillaume ; Prignon, Christophe. In: HEC Research Papers Series. RePEc:ebg:heccah:1578.

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2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

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2025Anchoring on safe haven: Russia–Ukraine war effects on the cryptocurrency market. (2025). Liu, Yifan ; Popova, Ivilina ; Yi, Ha-Chin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:48:y:2025:i:c:s2214635025001030.

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2025Environmental liabilities, borrowing costs, and pollution prevention activities: The nationwide impact of the Apex Oil ruling. (2025). Levine, Ross ; HSU, Po-Hsuan ; Hsieh, Pei-Fang ; Chen, Jianqiang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000070.

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2025An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:253-266.

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2026Climate transition risk and corporate bond pricing. (2026). Wang, Tianju ; Liu, Yaorong ; Dong, Yizhe ; Zhang, Longyao. In: Emerging Markets Review. RePEc:eee:ememar:v:73:y:2026:i:c:s1566014126000579.

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2026Factors in the cross-section of Chinese corporate bonds: Evidence from reduced-rank analysis. (2026). Chen, Yifan ; Jin, Xuejun ; Liu, Xiaobin ; Zeng, Tao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:85:y:2026:i:c:s0927539826000010.

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2026Factor pricing across asset classes. (2026). Prokopczuk, Marcel ; Hollstein, Fabian ; Dang, Thuy Duong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:87:y:2026:i:c:s0927539826000034.

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2026Salience theory and cross-sectional corporate bond returns. (2026). John, K C ; Wang, Junbo ; Chen, XI ; Zhang, Linti ; Wu, Chunchi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:87:y:2026:i:c:s0927539826000071.

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2025Risk factor disclosure in green bond prospectuses and investor compensation. (2025). Sheenan, Lisa ; O'Donohoe, Sheila ; Egan, Tom ; McGee, Paraic. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004922.

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2026Crypto factor zoo (.Zip). (2026). Demir, Ender ; Zaremba, Adam ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:113:y:2026:i:c:s1057521926000645.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2025(In)Frequently traded corporate bonds and pricing implications of liquidity dry-ups. (2025). Ivashchenko, Alexey. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500145x.

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2025Impact and mechanisms of digital finance on corporate bond credit spreads in China. (2025). Kang, Weijing. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008244.

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2025New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty. (2025). Sakemoto, Ryuta ; Nakagawa, Kei. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s154461232501058x.

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2026Convertible bond return predictability with machine learning. (2026). Qiao, Fang ; Wang, Yining ; Li, Zhiyong ; Yu, Mei. In: Journal of Financial Markets. RePEc:eee:finmar:v:79:y:2026:i:c:s1386418125000503.

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2026Technical indicators and the cross-section of corporate bond returns in a machine learning era. (2026). Lin, Hai ; Guo, XU ; Chin, Jern Tat ; Mei, YI. In: Journal of Financial Markets. RePEc:eee:finmar:v:79:y:2026:i:c:s1386418125000692.

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2026Order flow and cryptocurrency returns. (2026). Tsiakas, Ilias ; Maynard, Alex ; Anastasopoulos, Alexia ; Liu, Fred ; Gradojevic, Nikola. In: Journal of Financial Markets. RePEc:eee:finmar:v:79:y:2026:i:c:s1386418126000029.

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2026Predictive sorting of cryptocurrencies based on fundamentals and sentiment. (2026). Guidolin, Massimo ; Ionta, Serena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:107:y:2026:i:c:s1042443126000016.

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2025How should we measure the performance of corporate bond mutual funds? Evaluating model quality and impact on inferences. (2025). Liu, Yuekun ; Riley, Timothy B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426624002814.

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2025Returns from liquidity provision in cryptocurrency markets. (2025). Farag, Hisham ; Yarovaya, Larisa ; Luo, DI ; Zieba, Damian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000317.

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2025The short-duration premium and news announcements. (2025). Meyerhof, Paul ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000652.

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2026Psychological anchoring effect and cross section of cryptocurrency returns. (2026). Yan, Shu ; Jia, yuecheng ; Zhao, Jiangyu ; Zhang, Hongyu ; Simkins, Betty. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:182:y:2026:i:c:s0378426625002122.

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2026Predicting stock returns of past-winner stocks and bond returns of past-loser stocks with a stock’s 52-week price anchor. (2026). Shafaati, Mobina ; Saha, Sounak ; Chen, Chen ; Sun, Licheng ; Stivers, Chris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:186:y:2026:i:c:s0378426626000178.

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2025Economic links from bonds and cross-stock return predictability. (2025). Xiang, Hong ; Mao, Yifei ; Liu, Xin ; Huo, Xiaolin ; Feng, Jian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25001187.

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2026Glass box machine learning and corporate bond returns. (2026). Lettau, Martin ; Kakhbod, Ali ; Bell, Sebastian ; Nazemi, Abdolreza. In: Journal of Financial Economics. RePEc:eee:jfinec:v:181:y:2026:i:c:s0304405x26000656.

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2025Listening to the Market: Music sentiment and cryptocurrency returns. (2025). Yarovaya, Larisa ; Naeem, Muhammad Abubakr ; Younus, Mehak ; Hadhri, Sinda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001299.

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2025Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2025). di Casola, Paola ; Habib, Maurizio Michael ; Tercero-Lucas, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001408.

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2026Impermanent loss in cryptocurrency. (2026). Li, Xiao ; Dowling, Michael ; Chu, Gang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002116.

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2025Which factors in China? A pre-registered report. (2025). Nguyen, Annette ; Gharghori, Philip. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x24003147.

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2025The effect of the cryptocurrency halving event. (2025). Wang, YE ; Zhao, Xiaojuan ; Li, Wenjia ; Liu, Weiyi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002501.

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2026Predicting cryptocurrency returns with machine learning: Evidence from high-dimensional factor modeling. (2026). Liu, Zhuang ; Zhu, Shushang ; Yan, Jingzhou. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:96:y:2026:i:c:s0927538x25003701.

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2025An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126508.

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2026Issuer Term Variability, Bond Yield Spreads, and Reaching for Yield. (2026). Massa, Massimo ; Kim, Gi H. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:2209-2227.

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2026T + 0 Settlement: A Game Changer for the Indian Stock Market. (2026). Sharma, Vikas ; Aggarwal, Shalini ; Singh, Tejinder. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:33:y:2026:i:3:d:10.1007_s10690-025-09541-7.

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2026The Influence of Ethical, Sustainable, and Environmental Beliefs on Individual Cryptocurrency Participation in Denmark, Finland, and Sweden. (2026). Roloff, Julia ; Matkovskyy, Roman ; Jalan, Akanksha ; Baeckstrm, Ylva. In: Journal of Business Ethics. RePEc:kap:jbuset:v:204:y:2026:i:4:d:10.1007_s10551-025-06051-4.

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2025Nonlinear structural estimation of corporate bond liquidity. (2025). Zhou, Xinyue ; Gonzalez, Diego Leal ; Stanhouse, Bryan ; Stock, Duane. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01323-y.

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2025Policy uncertainty and corporate bond issuance costs. (2025). Zhou, YE ; Yang, Xiaoguang ; Wang, Junbo ; Wu, Chunchi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:4:d:10.1007_s11156-025-01386-5.

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2025An Impartial Look at Asset Correlation Stability and Market Structure. (2025). Lucas, Andre ; Wijler, Etienne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250051.

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Works by Alexander Dickerson:

YearTitleTypeCited
2026The Co-Pricing Factor Zoo In: Papers.
[Full Text][Citation analysis]		paper0
2026The co-pricing factor zoo.(2026) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2026The co-pricing factor zoo.(2026) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2026Priced risk in corporate bonds In: Papers.
[Full Text][Citation analysis]		paper30
2023Priced risk in corporate bonds.(2023) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2026The Corporate Bond Factor Replication Crisis In: Papers.
[Full Text][Citation analysis]		paper0
2022Trading volume and liquidity provision in cryptocurrency markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article32
2025Factor Investing with Delays In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0

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