Birger Nilsson : Citation Profile

Lunds Universitet

8

H index

6

i10 index

133

Citations

RESEARCH PRODUCTION:

9

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 8
   Journals where Birger Nilsson has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 1 (0.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pni227
   Updated: 2026-05-16    RAS profile: 2025-04-28    
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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 Birger Nilsson.

Is cited by:

Jones, Barry (8)

Anderson, Richard (5)

Arneric, Josip (3)

Elger, Thomas (3)

Çevik, Emrah (2)

Miles, David (2)

Rather, Sartaj Rasool (2)

Gogas, Periklis (2)

Karoglou, Michail (2)

Brooks, Robert (2)

Bissoondeeal, Rakesh (2)

Cites to:

Watson, Mark (9)

Ferrier, Gary (9)

Engle, Robert (9)

Goffe, William (9)

Amihud, Yakov (8)

Subrahmanyam, Avanidhar (8)

Stock, James (7)

Barnett, William (7)

Bekaert, Geert (6)

Harvey, Campbell (6)

Stambaugh, Robert (6)

Main data

Where Birger Nilsson has published?

Journals with more than one article published# docs
Manchester School2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Lund University, Department of Economics11
Working Papers / Federal Reserve Bank of St. Louis3

Recent works citing Birger Nilsson (2025 and 2024)

YearTitle of citing document
2024How does liberalization affect emerging stock markets? Theories and empirical evidence. (2024). Hoang, Bao Trung ; Mateus, Cesario. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:877-898.

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2025The role of international and domestic investors in international market information spillover effects: Evidence from interconnected multilayer networks. (2025). Li, Songsong ; Sercu, Piet ; Xu, Nan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001056.

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2025Does carbon news influence carbon prices?–Taking Chinas carbon market as an example. (2025). Sun, Tao ; Zhang, Heng-Guo. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225029810.

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2025Reassessing the Illiquidity-Return Relationship: Evidence from Germany, the UK, and the U.S.. (2025). Walther, Thomas ; Paul, Thomas ; Aryoubi, Abdullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005563.

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2024Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970.

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2025Cross-listing versus QFIIs: Foreign investors heterogeneity and stock price crash risk. (2025). Liu, Xiaoli ; Zhuo, Qianyun. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s1544612325010608.

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2025The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000134.

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2024Impact of using derivatives on stock market liquidity. (2024). Gupta, Aastha ; Chaudhry, Neeru. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001434.

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2025Financial investors and cross-commodity markets integration. (2025). Isleimeyyeh, Mohammad. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000054.

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2024Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?. (2024). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003131.

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2025Internationalization: The impact of commodity futures market expansion on market quality. (2025). Rajvanshi, Vivek ; Sahoo, Gouri Sankar ; Bansal, Avijit. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002719.

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2025Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China. (2025). Cheung, Adrian ; Yan, Wan-Lin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000704.

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2025Stock illiquidity and economic policy uncertainty in Chinese security market. (2025). Xie, Linyin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002776.

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2024How Foreign Institutional Investors€™ Ownership Affects Stock Liquidity? Evidence from China. (2024). Zhu, Sha ; Wu, Qiong ; Lai, Fujun ; Xiong, Deping. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241260509.

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2025Granger predictability of real oil prices by us money and inflation in Markov-switching regimes. (2025). Gillman, Max ; Çevik, Emrah ; Benk, Szilard ; Dibooglu, Sel ; Cevik, Emrah I. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00305-8.

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2025Causality Nexus Between Volatility, Liquidity and Foreign Ownership: Evidence from Borsa Istanbul. (2025). Benturk, Mehmet. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:3:d:10.1007_s40953-025-00446-w.

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2025Optimal Investment and Risk Control for An Insurer in A Jump-diffusion Market with Regime-switching. (2025). Shen, Weiwei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:4:d:10.1007_s11009-025-10228-9.

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Works by Birger Nilsson:

YearTitleTypeCited
2003Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon In: European Financial Management.
[Full Text][Citation analysis]		article21
2002Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon.(2002) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2017Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions In: The Financial Review.
[Full Text][Citation analysis]		article20
2008MEAN–VARIANCE VERSUS FULL‐SCALE OPTIMIZATION: BROAD EVIDENCE FOR THE UK In: Manchester School.
[Full Text][Citation analysis]		article2
2012NEW YORK MARK‐UPS ON PETROLEUM PRODUCTS In: Manchester School.
[Full Text][Citation analysis]		article0
2007New York mark-ups on petroleum products.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2006Predictable non-linearities in U.S. inflation In: Economics Letters.
[Full Text][Citation analysis]		article12
2013The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010 In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2011The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2018Cross-commodity news transmission and volatility spillovers in the German energy markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2016Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2006Forecasting with Monetary Aggregates: Recent Evidence for the United States In: Journal of Economics and Business.
[Full Text][Citation analysis]		article13
2004TOOLS FOR NON-LINEAR TIME SERIES FORECASTING IN ECONOMICS – AN EMPIRICAL COMPARISON OF REGIME SWITCHING VECTOR AUTOREGRESSIVE MODELS AND RECURRENT NEURAL NETWORKS In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2007Mean-variance vs. full-scale optimization: broad evidence for the U.K. In: Working Papers.
[Full Text][Citation analysis]		paper4
2007Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK.(2007) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2009Dynamics in systematic liquidity In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Dynamics in Systematic Liquidity.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Does commonality in illiquidity matter to investors? In: Working Papers.
[Full Text][Citation analysis]		paper2
2013Does Commonality in Illiquidity Matter to Investors?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2002International Asset Pricing and the Benefits from World Market Diversification In: Working Papers.
[Full Text][Citation analysis]		paper8
2002Financial Liberalization and the Changing Characteristics of Nordic Stock Returns In: Working Papers.
[Full Text][Citation analysis]		paper3
2004A Two-State Capital Asset Pricing Model with Unobservable States In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry In: Working Papers.
[Full Text][Citation analysis]		paper9
2013Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry.(2013) In: Knut Wicksell Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2006Forecasting Inflation: the Relevance of Higher Moments In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0
2010Inflation forecasting, relative price variability and skewness In: Applied Economics Letters.
[Full Text][Citation analysis]		article3

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