Stuart Hyde : Citation Profile

Are you Stuart Hyde?

University of Manchester

13

H index

15

i10 index

466

Citations

RESEARCH PRODUCTION:

31

Articles

14

Papers

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 21
   Journals where Stuart Hyde has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 20 (4.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phy6
   Updated: 2024-12-03    RAS profile: 2024-07-05    
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Relations with other researchers

Works with:

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

Is cited by:

GUPTA, RANGAN (19)

Guidolin, Massimo (14)

Møller, Stig (9)

Kontonikas, Alexandros (9)

Hammoudeh, Shawkat (7)

KOSTAKIS, ALEXANDROS (7)

Florackis, Chris (6)

Engsted, Tom (6)

Kapetanios, George (6)

Papadamou, Stephanos (6)

Kočenda, Evžen (6)

Cites to:

Campbell, John (81)

Guidolin, Massimo (40)

Bekaert, Geert (37)

Timmermann, Allan (32)

Fratzscher, Marcel (27)

Ehrmann, Michael (27)

Harvey, Campbell (25)

Shiller, Robert (25)

Abel, Andrew (24)

Rigobon, Roberto (21)

Cochrane, John (19)

Main data

Where Stuart Hyde has published?

Journals with more than one article published# docs
International Review of Financial Analysis4
International Journal of Finance & Economics3
Journal of International Money and Finance3
Journal of Banking & Finance2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis5
Research Technical Papers / Central Bank of Ireland2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Stuart Hyde (2024 and 2023)

YearTitle of citing document
2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2024Systemic risk monitoring model from the perspective of public information arrival. (2024). Zhu, Xingting ; Liu, Bin ; Yan, Han ; Wu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664.

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2023Moments, shocks and spillovers in Markov-switching VAR models. (2023). Kole, Erik ; van Dijk, Dick. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

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

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Research on the evolutionary strategy of carbon market under “dual carbon” goal: From the perspective of dynamic quota allocation. (2023). Han, Ying ; Qi, Xiaoyuan. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s036054422300659x.

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2023Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. 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). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. 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). Lu, Shanglin ; Wei, Ran ; He, YU ; Wang, Shixuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643.

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

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2023Equity premium prediction: The role of information from the options market. (2023). Voukelatos, Nikolaos ; Panopoulou, Ekaterini ; Apergis, Iraklis ; Alexandridis, Antonios K. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000908.

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2023Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Escribano, Ana ; Jareo, Francisco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191.

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2024Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579.

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2023Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:587-605.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2023Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?. (2023). Chiu, Chien-Liang ; Day, Min-Yuh ; Chou, Ke-Hsin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:365-385.

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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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2023How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227.

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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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2023The motifs of risk transmission in multivariate time series: Application to commodity prices. (2023). Spelta, Alessandro ; Pagnottoni, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122002609.

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2023.

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2023Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries. (2023). Papadamou, Stephanos ; Spyromitros, Eleftherios ; Oikonomou, Georgios ; Dokas, Ioannis. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:10:p:257-:d:1260178.

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2023An Exploratory Study on the Development of a Crisis Index: Focusing on South Korea’s Petroleum Industry. (2023). Cha, Jeonghwa ; Kim, Hangook ; Park, Kyungbo. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5346-:d:1192956.

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2023Contagion Spillover from Bitcoin to Carbon Futures Pricing: Perspective from Investor Attention. (2023). Zhang, Yinpeng ; Zhu, Panpan ; Zhou, Qingjie. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:929-:d:1035420.

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2023.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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2023The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:105-126.

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2023Multivariate Regime Switching Model Estimation and Asset Allocation. (2023). Zhang, Xili ; Xu, Weidong ; Zheng, Kai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10203-9.

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2023Constrained portfolio strategies in a regime-switching economy. (2023). Campani, Carlos Heitor ; Lewin, Marcelo. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00414-x.

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2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

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2023The influencing mechanism of financial development on CO2 emissions in China: double moderating effect of technological innovation and fossil energy dependence. (2023). Chen, Jinhua ; Feng, David ; Zang, Leizhen ; Xiong, Feng. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:6:d:10.1007_s10668-022-02250-5.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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2023The linkage between Bitcoin and foreign exchanges in developed and emerging markets. (2023). Bensaida, Ahmed. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00454-w.

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2024Liquidity, time?varying betas and anomalies: Is the high trading activity enhancing the validity of the CAPM in the UK equity market?. (2022). Ferreropozo, Ricardo ; Alonsoconde, Ana Belen ; Rojosuarez, Javier. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:45-60.

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2023International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46.

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

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2023Explaining Monetary Spillovers: The Matrix Reloaded. (2023). Xia, Fan Dora ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1535-1568.

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Works by Stuart Hyde:

YearTitleTypeCited
2007Habit Formation, Surplus Consumption and Return Predictability: International Evidence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper14
2010Habit formation, surplus consumption and return predictability: International evidence.(2010) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2008Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies In: European Financial Management.
[Full Text][Citation analysis]		article13
2007UK Stock Returns and the Impact of Domestic Monetary Policy Shocks In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article56
2007MONETARY POLICY AND BEHAVIOURAL FINANCE In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article4
2005CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK* In: Manchester School.
[Full Text][Citation analysis]		article11
2014Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article7
2010Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2005European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response In: Research Technical Papers.
[Citation analysis]		paper46
2009European monetary policy surprises: the aggregate and sectoral stock market response.(2009) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2002Forex Risk: Measurement and Evaluation using Value-at-Risk In: Research Technical Papers.
[Full Text][Citation analysis]		paper1
2013Determinants of corporate exchange rate exposure in Chilean firms In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article2
2012Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2002Excess volatility and efficiency in French and German stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article10
2013Duration, trading volume and the price impact of trades in an emerging futures market In: Emerging Markets Review.
[Full Text][Citation analysis]		article2
2014A microstructure analysis of the carbon finance market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article34
2015Time-varying regional and global integration and contagion: Evidence from style portfolios In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2020News sentiment in the cryptocurrency market: An empirical comparison with Forex In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article43
2023Time-varying bond market integration and the impact of financial crises In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2022The yen–dollar risk premium: A story of regime shifts in bond markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2022Measuring market integration during crisis periods In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2009Non-linear predictability in stock and bond returns: When and where is it exploitable? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article51
2009Non-linear predictability in stock and bond returns: when and where is it exploitable?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2011Investigating sources of unanticipated exposure in industry stock returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2010Investigating Sources of Unanticipated Exposure in Industry Stock Returns.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2012Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article29
2010Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2011Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2010Monetary policy surprises and international bond markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article26
2018The reality of stock market jumps diversification In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
2024Revisiting the pricing impact of commodity market spillovers on equity markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2008Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article5
2010Consumption asset pricing and the term structure In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article9
2007What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model In: Working Papers.
[Full Text][Citation analysis]		paper3
2009What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model.(2009) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2008Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK In: Working Papers.
[Full Text][Citation analysis]		paper3
2012Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Resuscitating the C-CAPM: empirical evidence from France and Germany In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article7
2010Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article4
2004Dont break the habit: structural stability tests of consumption models in the UK In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper0
2007The response of industry stock returns to market, exchange rate and interest rate risks In: MPRA Paper.
[Full Text][Citation analysis]		paper21
2007Correlation dynamics between Asia-Pacific, EU and US stock returns In: MPRA Paper.
[Full Text][Citation analysis]		paper20
2005Dont break the habit: structural stability tests of consumption asset pricing models in the UK In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2024A reality check on the GARCH-MIDAS volatility models In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2014Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data In: Quantitative Finance.
[Full Text][Citation analysis]		article2

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