Alexander Kurov : Citation Profile

West Virginia University

12

H index

15

i10 index

826

Citations

RESEARCH PRODUCTION:

30

Articles

4

Papers

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 41
   Journals where Alexander Kurov has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 18 (2.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku378
   Updated: 2025-04-19    RAS profile: 2023-03-16    
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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 Alexander Kurov.

Is cited by:

Smales, Lee (24)

GUPTA, RANGAN (18)

Mahieu, Ronald (13)

Kontonikas, Alexandros (13)

Eijffinger, Sylvester (13)

Raes, Louis (12)

Rousse, Olivier (10)

Benchimol, Jonathan (10)

KOSTAKIS, ALEXANDROS (10)

Saadon, Yossi (10)

Segev, Nimrod (10)

Cites to:

Diebold, Francis (27)

Bollerslev, Tim (26)

Andersen, Torben (24)

Swanson, Eric (24)

Gürkaynak, Refet (18)

Vega, Clara (15)

Ehrmann, Michael (13)

Fratzscher, Marcel (13)

Campbell, John (13)

Wolfe, Marketa (11)

Kilian, Lutz (11)

Main data

Production by document typepaperarticle200220032004200520062007200820092010201120122013201420152016201720182019202020212022052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200220032004200520062007200820092010201120122013201420152016201720182019202020212022010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2002200320042005200620072008200920102011201220132014201520162017201820192020202120220100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 12Most cited documents12345678910111213140100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Alexander Kurov has published?

Journals with more than one article published# docs
Journal of Futures Markets11
Journal of Banking & Finance5
Journal of Financial and Quantitative Analysis2
Journal of Financial Research2
Review of Financial Economics2
Review of Financial Economics2

Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics2

Recent works citing Alexander Kurov (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Kellard, Neil ; Ivan, Miruna-Daniela ; Banti, Chiara. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2025.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Chen, Ying ; Tang, Zhenpeng ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2024Bail-in in action. (2024). Marques-Ibanez, David ; Scardozzi, Giulia ; Santilli, Gianluca. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002489.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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2024Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

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2024Monetary policy uncertainty and ESG performance across energy firms. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sulong, Zunaidah ; Ji, Qiang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004079.

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2024ESG rating disagreement and stock returns: Evidence from China. (2024). Dong, Minghua ; Wang, Shaolin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005598.

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2024Social media attention and retail investor behavior: Evidence from r/wallstreetbets. (2024). Warkulat, Sonja ; Pelster, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006537.

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2024Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011668.

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2024Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401208x.

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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy. (2024). Meurer, Roberto ; Cavaca, Igor Bastos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:831-844.

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2024Central bank intervention and financial bubbles. (2024). Beteto, Danilo Lopomo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1-19.

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2024The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis. (2024). Yarovaya, Larisa ; Guesmi, Khaled ; Rachdi, Houssem ; Zouaoui, Riadh ; Aloui, Donia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192300329x.

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2024Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms. (2024). Hassan, M. Kabir ; Anwer, Zaheer ; Khan, Muhammad Arif ; Harnek, Manjeet Kaur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002691.

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2024Wisdom of crowds or awkward squad? Social interaction and the information efficiency of the Chinese capital market. (2024). Wu, Yanran ; Jiang, Jie ; Xu, Fujia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002794.

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2025How digital leadership guides ESG sustainability. (2025). Qiao, Penghua ; Zhao, Yuying ; Fung, Anna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004379.

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2025Has the outbreak of COVID-19 changed the carbon market?. (2025). Tsai, I-Chun. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09851-2.

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2025Does Fed communication affect uncertainty and risk aversion?. (2025). Chau, Frankie ; Deesomsak, Rataporn ; Shaikh, Raja. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01318-9.

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2025Piotroskis Fscore under varying economic conditions. (2025). Chowdhury, Anup ; Anderson, Keith ; Uddin, Moshfique. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01331-y.

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2024Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8.

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2025Volatility in the Turkish stock market: an analysis of influential events. (2025). Altinbas, Hazar. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00383-y.

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2024Is bitcoin an inflation hedge?. (2024). Colombo, Jéfferson ; Rodriguez, Harold. In: MPRA Paper. RePEc:pra:mprapa:120477.

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2024An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk. (2024). Patacca, Marco ; Fig-Talamanca, Gianna. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05129-w.

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2025Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties. (2025). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong ; Gao, Xing-Lu. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00669-5.

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2025Cryptocurrency returns and cryptocurrency uncertainty: a time–frequency analysis. (2025). Ah, Abdollah. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00734-z.

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2025Monetary policy transmission and household indebtedness in Australia. (2025). Javed, Naveed ; Groshenny, Nicolas ; Batsukh, Khuderchuluun. In: TEPP Working Paper. RePEc:tep:teppwp:wp25-02.

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2024Public Opinion and Chinese Exports: Evidence from Twitter Sentiment Analysis. (2024). Wu, Yanrui ; Wang, Haicheng ; Deng, Yuping. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:24-03.

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2024Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533.

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2024.

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2024Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension. (2024). Brooks, Robert ; Abrorov, Sirojiddin ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1403-1407.

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Works by Alexander Kurov:

Year  ↓Title  ↓Type  ↓Cited  ↓
2008Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets In: The Financial Review.
[Full Text][Citation analysis]		article73
2008INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E‐MINI INDEX FUTURES In: Journal of Financial Research.
[Full Text][Citation analysis]		article3
2019DO INVESTORS CARE ABOUT PRESIDENTIAL COMPANY‐SPECIFIC TWEETS? In: Journal of Financial Research.
[Full Text][Citation analysis]		article12
2015What do Chinese Macro Announcements Tell Us About the World Economy? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper23
2015What do Chinese macro announcements tell us about the world economy?.(2015) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper56
2019Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?.(2019) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		article
2016Price drift before U.S. macroeconomic news: private information about public announcements?.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2004Price Dynamics in the Regular and E-Mini Futures Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article37
2010Estimating earnings trend using unobserved components framework In: Economics Letters.
[Full Text][Citation analysis]		article0
2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article11
2021The disappearing pre-FOMC announcement drift In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2020Informational role of social media: Evidence from Twitter sentiment In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article47
2022When does the fed care about stock prices? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2008Macroeconomic cycles and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article133
2010Investor sentiment and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article167
2018Monetary policy uncertainty and the market reaction to macroeconomic news In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article75
2006Trading around macroeconomic announcements: Are all traders created equal? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article22
2012What determines the stock markets reaction to monetary policy statements? In: Review of Financial Economics.
[Full Text][Citation analysis]		article28
2012What determines the stock markets reaction to monetary policy statements?.(2012) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2014Business cycle, storage, and energy prices In: Review of Financial Economics.
[Full Text][Citation analysis]		article6
2014Business cycle, storage, and energy prices.(2014) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2019Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2002The effect of the introduction of Cubes on the Nasdaq‐100 index spot‐futures pricing relationship In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
2005Execution quality in open‐outcry futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2005Is it time to reduce the minimum tick sizes of the E‐mini futures? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article10
2008Tick size reduction, execution costs, and informational efficiency in the regular and E‐mini Nasdaq‐100 index futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
2012Trader Survival: Evidence from the Energy Futures Markets In: Journal of Futures Markets.
[Citation analysis]		article3
2014Noisy Inventory Announcements and Energy Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article26
2015The Impact of Monetary Policy Surprises on Energy Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article44
2016Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article9
2018What drives informed trading before public releases? Evidence from natural gas inventory announcements In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2022Market inefficiencies surrounding energy announcements In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2022The information content of the volatility index options trading volume In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team