4
H index
2
i10 index
64
Citations
University of Alberta | 4 H index 2 i10 index 64 Citations RESEARCH PRODUCTION: 15 Articles 11 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 Valentina Galvani. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 4 |
| The Quarterly Review of Economics and Finance | 2 |
| Journal of Mathematical Economics | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832. Full description at Econpapers || Download paper |
| 2025 | Temporal dynamics of geopolitical risk: An empirical study on energy commodity interest-adjusted spreads. (2025). Lucey, Brian ; Rao, Amar ; Kumar, Satish. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007758. Full description at Econpapers || Download paper |
| 2024 | The role of central bank communication in the long-term stock-bond correlations: Evidence from China. (2024). Wang, Yanning. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009231. Full description at Econpapers || Download paper |
| 2024 | Corporate bond price reversals. (2024). Ivashchenko, Alexey. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782. Full description at Econpapers || Download paper |
| 2025 | Financial investors and cross-commodity markets integration. (2025). Isleimeyyeh, Mohammad. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000054. Full description at Econpapers || Download paper |
| 2024 | Herding 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. Full description at Econpapers || Download paper |
| 2025 | Does Saudi Arabias International Competitiveness Improve Due to Sanctions Imposed on Competitors? The case of two wars. (2025). Razek, Noha ; Rajan, Surya ; McQuinn, Brian ; Galvani, Valentina. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:457-482. Full description at Econpapers || Download paper |
| 2025 | The Effect of Macroeconomic Announcements on U.S. Treasury Markets: An Autometric General-to-Specific Analysis of the Greenspan Era. (2025). Forest, James. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:3:p:24-:d:1684581. Full description at Econpapers || Download paper |
| 2024 | Trading Activity in the Corporate Bond Market: A SAD Tale of Macro-Announcements and Behavioral Seasonality?. (2024). Forest, James ; Berry, Brian T ; Branch, Ben S. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:5:p:80-:d:1394432. Full description at Econpapers || Download paper |
| 2024 | Consideration of the Existence of the Value Effect in Japan in Recent Years. (2024). Maeda, Brooke Alexandra. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:16:y:2024:i:12:p:26. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Portfolio diversification in energy markets In: Energy Economics. [Full Text][Citation analysis] | article | 22 |
| 2009 | Portfolio Diversification in Energy Markets.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2013 | Mean–variance dominant trading strategies In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | The value premium during flights In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2018 | The Value Premium During Flights.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Underlying assets for which options complete the market In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2024 | Frog in the Pan and the market-state effect on momentum In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2018 | Market states, sentiment, and momentum in the corporate bond market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2023 | Can U.S. strategic petroleum reserves calm a tight market exacerbated by the Russia–Ukraine conflict? In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
| 2009 | Option spanning with exogenous information structure In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
| 2010 | Options and efficiency in spaces of bounded claims In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 4 |
| 2009 | Options and Efficiency in Spaces of Bounded Claims.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | A note on spanning with options In: Mathematical Social Sciences. [Full Text][Citation analysis] | article | 0 |
| 2013 | Spanning with futures contracts In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | Outliers and momentum in the corporate bond market In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Outliers and Momentum in the Corporate Bond Market.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Firm-specific stock and bond predictability: New evidence from Canada In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2013 | Riding the yield curve: a spanning analysis In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
| 2011 | Riding the Yield Curve: A Spanning Analysis.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Informed Trading and Momentum in the Corporate Bond Market* In: Review of Finance. [Full Text][Citation analysis] | article | 4 |
| 2009 | Spanning with Zero-Price Investment Assets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | The Momentum Effect for Canadian Corporate Bonds In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Asymmetric Information, Predictability and Momentum in the Corporate Bond Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The Mean-Variance Core of Cryptocurrencies: When More is Not Better In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Country-Based Investing with Exchange Rate and Reserve Currency In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team