Vinay Patel : Citation Profile


Are you Vinay Patel?

University of Technology Sydney

5

H index

2

i10 index

83

Citations

RESEARCH PRODUCTION:

7

Articles

4

Papers

1

Books

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 11
   Journals where Vinay Patel has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 6 (6.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa1131
   Updated: 2024-11-04    RAS profile: 2022-11-23    
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Relations with other researchers


Works with:

Michayluk, David (4)

Putnins, Talis (3)

Liew, Chee (2)

Vilkov, Grigory (2)

Dumitrescu, Ariadna (2)

Korajczyk, Robert (2)

Wilhelmsson, Anders (2)

Bohorquez Correa, Santiago (2)

Talavera, Oleksandr (2)

Söderlind, Paul (2)

Schuerhoff, Norman (2)

Wong, Wing-Keung (2)

Theissen, Erik (2)

Dimpfl, Thomas (2)

Zhang, S. Sarah (2)

Holzmeister, Felix (2)

Pastor, Lubos (2)

Rinne, Kalle (2)

Menkveld, Albert (2)

Füllbrunn, Sascha (2)

Tonks, Ian (2)

Walsh, Kathleen (2)

Colliard, Jean-Edouard (2)

Sojli, Elvira (2)

Wolff, Christian (2)

Jalkh, Naji (2)

Heath, Davidson (2)

Chernov, Mikhail (2)

Park, Andreas (2)

FERROUHI, EL MEHDI (2)

Pasquariello, Paolo (2)

Bouri, Elie (2)

Stefanova, Denitsa (2)

Harris, Jeffrey (2)

Deev, Oleg (2)

Horenstein, Alex (2)

Regis, Luca (2)

CAPELLE-BLANCARD, Gunther (2)

Alexeev, Vitali (2)

Renault, Thomas (2)

Verousis, Thanos (2)

Vogel, Sebastian (2)

Davies, Ryan (2)

PASCUAL, ROBERTO (2)

Deku, Solomon (2)

Palan, Stefan (2)

Kearney, Fearghal (2)

He, Xuezhong (Tony) (2)

Johannesson, Magnus (2)

Hautsch, Nikolaus (2)

van Kervel, Vincent (2)

Foucault, Thierry (2)

Lopez-Lira, Alejandro (2)

Roy, Saurabh (2)

Voigt, Stefan (2)

Patton, Andrew (2)

Frömmel, Michael (2)

Sarno, Lucio (2)

Dreber, Anna (2)

Bos, Charles (2)

Zhou, Chen (2)

Degryse, Hans (2)

Schenk-Hoppé, Klaus (2)

Shachar, Or (2)

Ødegaard, Bernt (2)

Hjalmarsson, Erik (2)

Lajaunie, Quentin (2)

Schwarz, Marco (2)

Nielsson, Ulf (2)

Rakowski, David (2)

Hurlin, Christophe (2)

Brownlees, Christian (2)

LINTON, OLIVER (2)

Smales, Lee (2)

Scaillet, Olivier (2)

Mihet, Roxana (2)

Kassner, Bernhard (2)

Jurkatis, Simon (2)

Gorbenko, Arseny (2)

Xia, Shuo (2)

Roy, Saurabh (2)

Moinas, Sophie (2)

Gerritsen, Dirk (2)

Huang, Wenqian (2)

Gehrig, Thomas (2)

Prokopczuk, Marcel (2)

Frijns, Bart (2)

Ait-Sahalia, Yacine (2)

Caporin, Massimiliano (2)

Adrian, Tobias (2)

Bjønnes, Geir (2)

Reitz, Stefan (2)

Chow, Nikolai Sheung-Chi (2)

Walther, Thomas (2)

Lof, Matthijs (2)

Ferrara, Gerardo (2)

Taylor, Nick (2)

Xiu, Dacheng (2)

Ranaldo, Angelo (2)

Abudy, Menachem (2)

Pelizzon, Loriana (2)

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

Is cited by:

faff, robert (7)

Huber, Christoph (5)

Dreber, Anna (4)

Johannesson, Magnus (3)

Holzmeister, Felix (3)

Greiner, Ben (3)

Ozkes, Ali (3)

Merkle, Christoph (2)

Fišar, Miloš (2)

Walsh, Kathleen (2)

Sakawa, Hideaki (1)

Cites to:

Michayluk, David (13)

Putnins, Talis (13)

Lee, Charles (10)

Ready, Mark (8)

Johannesson, Magnus (8)

Dreber, Anna (8)

Lin, Tse-Chun (8)

Ho, Teck (8)

Subrahmanyam, Avanidhar (7)

Beam, Emily (6)

Huntington-Klein, Nick (6)

Main data


Where Vinay Patel has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal2

Working Papers Series with more than one paper published# docs
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2

Recent works citing Vinay Patel (2024 and 2023)


YearTitle of citing document
2023Adaptive hedging horizon and hedging performance estimation. (2023). Han, Qing ; Di, Junpeng ; Haoyu, Wang. In: Papers. RePEc:arx:papers:2302.00251.

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2023.

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2024Informed options trading before FDA drug advisory meetings. (2024). Golec, Joseph ; Borochin, Paul ; Wu, Zekun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300144x.

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2023Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Price discovery of the Chinese crude oil options and futures markets. (2024). Yang, Zhini ; Han, Lin ; Zou, MI. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320.

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2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289.

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2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-04121327.

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2023Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach. (2023). Tessmann, Mathias ; Carrasco-Gutierrez, Carlos ; Lima, Alexandre Vasconcelos. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:1:p:65.

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2023Declining trade interest in Indian commodity derivatives: a survey-based study on cardamom futures contract. (2023). Vijayakumar, A N. In: Global Business and Economics Review. RePEc:ids:gbusec:v:28:y:2023:i:3:p:333-346.

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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2023Price discovery and risk management in asset class: a bibliometric analysis and research agenda. (2023). Dey, Kushankur ; Gairola, Gaurav. In: Applied Economics Letters. RePEc:taf:apeclt:v:30:y:2023:i:17:p:2320-2331.

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2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2024Who leads in intraday gold price discovery and volatility connectedness: Spot, futures, or exchange?traded fund?. (2021). Diesting, Florent ; Sobti, Neharika ; Sehgal, Sanjay. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1092-1123.

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2023Option features and price discovery in convertible bonds. (2023). Lian, Feng ; Xu, Hailun ; Peiran, LI ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:384-403.

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2024Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market. (2024). Zhao, Yinxin ; Liang, Mengru ; Yan, BO. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:744-766.

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2024.

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2024A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Vinay Patel:


YearTitleTypeCited
2022Informed options trading prior to FDA announcements In: Journal of Business Finance & Accounting.
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article0
2016Return predictability following different drivers of large price changes In: International Review of Financial Analysis.
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article3
2020Price discovery in stock and options markets In: Journal of Financial Markets.
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article36
2019Liquidity and earnings in event studies: Does data granularity matter? In: Pacific-Basin Finance Journal.
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article3
2019Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework In: Pacific-Basin Finance Journal.
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article4
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper5
2021Non-Standard Errors In: Working Papers.
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paper9
2015The microstructure of Australian takeover announcements In: Australian Journal of Management.
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article6
2015Price Discovery in US and Australian Stock and Options Markets In: PhD Thesis.
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book0
2020Information Leakage in Energy Derivatives around News Announcements In: Published Paper Series.
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paper0
2021Practical Applications of Information Leakage in Energy Derivatives around News Announcements In: Published Paper Series.
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paper0
2019Price discovery in commodity derivatives: Speculation or hedging? In: Journal of Futures Markets.
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article17

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team