8
H index
7
i10 index
197
Citations
Bruce G Resnick : Citation Profile
Wake Forest University | RESEARCH PRODUCTION: 23 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1979 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bruce G Resnick. | Is cited by:
| Cites to:
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Main data
Where Bruce G Resnick has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 3 |
| Journal of Finance | 3 |
| Journal of International Financial Markets, Institutions and Money | 2 |
| Journal of Financial Research | 2 |
| European Financial Management | 2 |
| Review of Quantitative Finance and Accounting | 2 |
Recent works citing Bruce G Resnick (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information. (2022). Sester, Julian ; Neufeld, Ariel ; Lutkebohmert, Eva ; Ansari, Jonathan. In: Papers. RePEc:arx:papers:2204.01071. Full description at Econpapers || Download paper |
| 2023 | Analysis of the RMM-01 Market Maker. (2023). Roberts, Colin ; Jepsen, Waylon. In: Papers. RePEc:arx:papers:2310.14320. Full description at Econpapers || Download paper |
| 2023 | Exploring the performance of US international bond mutual funds. (2023). Littlejohn, Elizabeth ; Fletcher, Jonathan ; Marshall, Andrew. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:765-782. Full description at Econpapers || Download paper |
| 2024 | Put–call parity in a crypto option market — Evidence from Binance. (2024). Varadi, Kata ; Kralik, Balazs ; Felfoldi-Szcs, Nora. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012461. Full description at Econpapers || Download paper |
| 2023 | Benchmarking the effects of the Feds Secondary Market Corporate Credit Facility using Yankee bonds. (2023). Pennacchi, George G ; Xu, Hui. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000034. Full description at Econpapers || Download paper |
| 2024 | Does market efficiency matter for Shanghai 50 ETF index options?. (2024). Hasan, Morshadul ; Le, Thi ; Hoque, Ariful ; Abedin, Mohammad Zoynul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002556. Full description at Econpapers || Download paper |
| 2023 | When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach. (2023). Jackson, Dave ; Tokic, Damir. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00306-3. Full description at Econpapers || Download paper |
| 2023 | A topic modeling perspective on investor uncertainty. (2023). Seifert, Oleg ; Schnaubelt, Matthias ; Ortiz, Daniel Perico. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:042023. Full description at Econpapers || Download paper |
Works by Bruce G Resnick:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Information Transmission in the World Money Markets In: European Financial Management. [Full Text][Citation analysis] | article | 2 |
| 2000 | The Optimal Construction of Internationally Diversified Equity Portfolios Hedged Against Exchange Rate Uncertainty In: European Financial Management. [Full Text][Citation analysis] | article | 6 |
| 1988 | Estimating the Dependence Structure of Share Prices: A Comparative Study of the United States and Japan. In: The Financial Review. [Citation analysis] | article | 0 |
| 1979 | Put-Call Parity and Market Efficiency. In: Journal of Finance. [Full Text][Citation analysis] | article | 27 |
| 1984 | Estimating the Correlation Structure of International Share Prices. In: Journal of Finance. [Full Text][Citation analysis] | article | 34 |
| 1985 | More on Estimation Risk and Simple Rules for Optimal Portfolio Selection. In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
| 2002 | The Random Character of Currency Prices In: Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
| 2004 | MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD In: Journal of Financial Research. [Full Text][Citation analysis] | article | 4 |
| 1993 | Time Varying Volatilities and Calculation of the Weighted Implied Standard Deviation In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 3 |
| 1989 | The globalization of world financial markets In: Business Horizons. [Full Text][Citation analysis] | article | 0 |
| 2017 | A note on modeling world equity markets with nonsynchronous data In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 1997 | International equity investment with selective hedging strategies In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 11 |
| 1992 | A note on the no premature exercise condition of dividend payout unprotected american call options: A clarification In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 1992 | Forecasting the correlation structure of share prices: A test of new models In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 1985 | Using linear and goal programming to immunize bond portfolios In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 1980 | An ex ante analysis of put-call parity In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 18 |
| 2012 | Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
| 1994 | International Diversification of Investment Portfolios: U.S. and Japanese Perspectives In: Management Science. [Full Text][Citation analysis] | article | 31 |
| 2008 | Return enhancement trading strategies for size based portfolios In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 1 |
| 1993 | A review of recent developments in international portfolio selection In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
| 1999 | A Performance Comparison between Cross-Sectional Stochastic Dominance and Traditional Event Study Methodologies. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 14 |
| 1996 | Refining the Bootstrap Method of Stochastic Dominance Analysis: The Case of the January Effect. In: Review of Quantitative Finance and Accounting. [Citation analysis] | article | 5 |
| In: . [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team