Tzuo Hann Law : Citation Profile

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H index

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i10 index

247

Citations

RESEARCH PRODUCTION:

1

Articles

3

Papers

RESEARCH ACTIVITY:

   7 years (2007 - 2014). See details.
   Cites by year: 35
   Journals where Tzuo Hann Law has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla540
   Updated: 2026-01-10    RAS profile: 2023-03-11    
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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 Tzuo Hann Law.

Is cited by:

Robin, Jean-Marc (11)

Lise, Jeremy (10)

Meghir, Costas (9)

Caporin, Massimiliano (6)

Schulz, Bastian (6)

Renò, Roberto (5)

Borowczyk-Martins, Daniel (5)

Tarasonis, Linas (5)

Bradley, Jake (5)

GUPTA, RANGAN (5)

Liao, Yin (5)

Cites to:

Diebold, Francis (8)

Bollerslev, Tim (8)

Andersen, Torben (8)

Vega, Clara (4)

Shephard, Neil (3)

Lunde, Asger (2)

Hansen, Peter (2)

Eeckhout, Jan (2)

Kircher, Philipp (2)

Drissi Bakhkhat, Mohamed (1)

Abowd, John (1)

Main data

Where Tzuo Hann Law has published?

Recent works citing Tzuo Hann Law (2025 and 2024)

YearTitle of citing document
2025Identification, Estimation, and Inference in Two-Sided Interaction Models. (2025). Crippa, Federico. In: Papers. RePEc:arx:papers:2510.22884.

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2024Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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2024Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2449.

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2024Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y. In: Janeway Institute Working Papers. RePEc:cam:camjip:2423.

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2025Effects of monetary policy on labor income: the role of the employer. (2025). Repele, Amalia ; Bobasu, Alina. In: Working Paper Series. RePEc:ecb:ecbwps:20253046.

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2024Labor market dynamics with sorting. (2024). Schulz, Bastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001823.

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2024The technological origins of the decline in labor market dynamism. (2024). Weng, Xi ; Eeckhout, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001544.

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

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2024Stock co-jump networks. (2024). Li, Yingying ; Ding, YI ; Zheng, Xinghua ; Liu, Guoli. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s030440762300057x.

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2024The law of large numbers for large stable matchings. (2024). Song, Kyungchul ; Schwartz, Jacob. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000885.

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2024Labor market effects of monetary policy across workers and firms. (2024). Ryzhenkov, Mykola ; Meier, Matthias ; Gulyas, Andreas. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124000850.

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2024Does oil price volatility matter for the US transportation industry?. (2024). Uddin, Gazi ; Rothovius, Timo ; Azoury, Nehme ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2024Co-jumps in the Chinese stock market before, during and after the COVID-19 pandemic: A network perspective. (2024). He, Zhipeng ; Zhang, Shuguang ; Zou, Renhao ; Hao, Chenlu. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013114.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2025Warp speed price moves: Jumps after earnings announcements. (2025). Veliyev, Bezirgen ; Timmermann, Allan ; Christensen, Kim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000182.

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2025From depegs to jumps: The role of stablecoin instabilities in crypto market dynamics. (2025). Gnabo, Jean-Yves ; Riaza, Baptiste Perez. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000749.

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2024Matching, centrality and the urban network. (2024). Sidib, Modibo ; Schmutz-Bloch, Benot. In: Journal of Urban Economics. RePEc:eee:juecon:v:144:y:2024:i:c:s0094119024000767.

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2024Conditional volatility targeting strategy considering jump effects: Evidence from sustainable ESG equity index. (2024). Huang, Jr-Wei ; Cheng, Hung-Wen ; Yang, Sharon S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002774.

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2024Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics. (2024). Lian, Yu-Min ; Liao, Szu-Lang ; Chen, Jun-Home. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:503-519.

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2025Investigating the impact of ESG ratings on ETF performance during market disruptions: Evidence from the COVID-19 pandemic and Russian (full-scale) invasion of Ukraine. (2025). Sarajoti, Pattarake ; Sahin, Olgun Fuat ; Phiromswad, Piyachart ; Supatgiat, Chonawee. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001606.

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2025Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2025). Yang, Xiye ; Neely, Christopher ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2025Sluggish news reactions: A combinatorial approach for synchronizing stock jumps. (2024). Neely, Christopher ; Boudt, Kris ; Bouamara, Nabil ; Laurent, Sebastien. In: Working Papers. RePEc:fip:fedlwp:97969.

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2024Intergenerational Mobility and Credit. (2024). Chikhale, Nisha ; Herkenhoff, Kyle ; Braxton, John Carter ; Phillips, Gordon. In: IZA Discussion Papers. RePEc:iza:izadps:dp16826.

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2024Marriage Market and Labour Market Sorting. (2024). Calvo, Paula ; Lindenlaub, Ilse ; Reynoso, Ana. In: The Review of Economic Studies. RePEc:oup:restud:v:91:y:2024:i:6:p:3316-3361..

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2024Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition. (2024). Louhichi, Wael ; Ftiti, Zied ; ben Ameur, Hachmi. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-023-05757-w.

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2024Price dynamics and volatility jumps in bitcoin options. (2024). Yang, Jimmy J ; Chen, Kuo Shing. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00653-z.

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2024Labor market efficiency: output as the measure of welfare. (2024). Shahdadi, Behrang Kamali. In: Social Choice and Welfare. RePEc:spr:sochwe:v:62:y:2024:i:2:d:10.1007_s00355-023-01496-w.

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2024Searching where Ideas Are Harder to Find – The Productivity Slowdown as a Result of Firms Hindering Disruptive Innovation. (2024). Brauer, Richard. In: IWH Discussion Papers. RePEc:zbw:iwhdps:281190.

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Works by Tzuo Hann Law:

YearTitleTypeCited
2007Risk, Jumps, and Diversification In: CREATES Research Papers.
[Full Text][Citation analysis]		paper137
2008Risk, jumps, and diversification.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 137		article
2012Identifying Equilibrium Models of Labor Market Sorting In: NBER Working Papers.
[Full Text][Citation analysis]		paper110
2014Identifying Equilibrium Models of Labor Market Sorting.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper

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