9
H index
7
i10 index
217
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 Financial Research | 2 |
| Journal of International Financial Markets, Institutions and Money | 2 |
| European Financial Management | 2 |
| Review of Quantitative Finance and Accounting | 2 |
Recent works citing Bruce G Resnick (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Can volatility spread fully capture the put–call parity violation?. (2025). Zhu, Songping ; Liu, Shican. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001330. Full description at Econpapers || Download paper |
| 2024 | A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545. Full description at Econpapers || Download paper |
| 2024 | Put–call parity in a crypto option market — Evidence from Binance. (2024). Felfoldi-Szcs, Nora ; Varadi, Kata ; Kralik, Balazs. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012461. Full description at Econpapers || Download paper |
| 2024 | Foreign equity lookback options with partial monitoring. (2024). Ha, Hongjun ; Lee, Hangsuck ; Kong, Byungdoo. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007566. Full description at Econpapers || Download paper |
| 2025 | US sectors and geopolitical risk: The investors perspective. (2025). Choudhury, Tonmoy. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017197. Full description at Econpapers || Download paper |
| 2024 | Arbitrage opportunities and efficiency tests in crypto derivatives. (2024). Chen, XI ; Alexander, Carol ; Wang, Tianyi ; Deng, Jun. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s138641812400048x. Full description at Econpapers || Download paper |
| 2024 | Hedging global currency risk: A dynamic machine learning approach. (2024). Pagnottoni, Paolo ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004576. Full description at Econpapers || Download paper |
| 2024 | Does market efficiency matter for Shanghai 50 ETF index options?. (2024). Le, Thi ; Hasan, Morshadul ; Abedin, Mohammad Zoynul ; Hoque, Ariful. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002556. Full description at Econpapers || Download paper |
| 2024 | Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411. Full description at Econpapers || Download paper |
| 2025 | Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules. (2025). Cornet, Bernard ; Chateauneuf, Alain ; Bastianello, Lorenzo. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202509. Full description at Econpapers || Download paper |
| 2024 | Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets. (2024). Chun, Dohyun ; Kang, Jongho ; Kim, Jihun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00648-w. Full description at Econpapers || Download paper |
| 2024 | Improved robust price bounds for multi-asset derivatives under market-implied dependence information. (2024). Lütkebohmert, Eva ; Ansari, Jonathan ; Sester, Julian ; Neufeld, Ariel ; Lutkebohmert, Eva. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00539-z. Full description at Econpapers || Download paper |
| 2024 | The role of long‐ and short‐run correlation networks in international portfolio selection. (2024). Liu, Yezheng ; Xu, Qifa ; Jiang, Cuixia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3147-3176. Full description at Econpapers || Download paper |
| 2025 | The term structure of interest rates as predictor of stock market volatility. (2025). Megaritis, Anastasios ; Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Kontonikas, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:3212-3229. 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 | 8 |
| 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 | 30 |
| 1984 | Estimating the Correlation Structure of International Share Prices. In: Journal of Finance. [Full Text][Citation analysis] | article | 40 |
| 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 | 4 |
| 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 | 9 |
| 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 | 35 |
| 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 | 15 |
| 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 |
| 2002 | Using the Yield Curve to Time the Stock Market In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team