13
H index
15
i10 index
674
Citations
Mark Salmon : Citation Profile
University of Cambridge | RESEARCH PRODUCTION: 17 Articles 26 Papers 1 Books 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1979 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Salmon. | Is cited by:
| Cites to:
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Main data
Where Mark Salmon has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 5 |
| Economic Journal | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 9 |
| The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics | 7 |
| Economic Research Papers / University of Warwick - Department of Economics | 7 |
Recent works citing Mark Salmon (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Uniqueness of equilibrium and redistributive policies: a geometric approach to efficiency. (2023). Uccheddu, Daria ; Matta, Stefano ; Loi, Andrea. In: Papers. RePEc:arx:papers:2308.03706. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229. Full description at Econpapers || Download paper |
| 2023 | Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242. Full description at Econpapers || Download paper |
| 2023 | Is institutional herding efficient? Evidence from an investment efficiency and informational network perspective. (2023). Li, Shouwei ; Lu, Shuai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000424. Full description at Econpapers || Download paper |
| 2024 | Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803. Full description at Econpapers || Download paper |
| 2023 | Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic. (2023). Eleftheriou, Konstantinos ; Grose, Christos ; Economou, Fotini ; Chantziaras, Antonios ; Alexakis, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000694. Full description at Econpapers || Download paper |
| 2023 | Modelling credit card exposure at default using vine copula quantile regression. (2023). So, Mee Chi ; Choudhry, Taufiq ; Okhrati, Ramin ; Mues, Christophe ; Wattanawongwan, Suttisak. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:1:p:387-399. Full description at Econpapers || Download paper |
| 2023 | Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133. Full description at Econpapers || Download paper |
| 2023 | Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245. Full description at Econpapers || Download paper |
| 2023 | Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions. (2023). Rudebusch, Glenn ; Diebold, Francis X. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005108. Full description at Econpapers || Download paper |
| 2023 | Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546. Full description at Econpapers || Download paper |
| 2023 | Factor investing and currency portfolio management. (2023). Cerrato, Mario ; Zhang, Zhekai ; Li, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001424. Full description at Econpapers || Download paper |
| 2023 | The destabilizing effect of mutual fund herding: Evidence from China. (2023). Hu, YU ; He, Zhongzhi ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001278. Full description at Econpapers || Download paper |
| 2023 | Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594. Full description at Econpapers || Download paper |
| 2024 | Herding towards carbon neutrality: The role of investor attention. (2024). Zhu, Zhaobo ; Shen, Dehua ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653. Full description at Econpapers || Download paper |
| 2024 | Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315. Full description at Econpapers || Download paper |
| 2024 | Do investors herd under global crises? A comparative study between Chinese and the United States stock markets. (2024). Sun, Shuanglin ; Cheng, Tingting ; Xing, Shuo. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001508. Full description at Econpapers || Download paper |
| 2023 | Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306. Full description at Econpapers || Download paper |
| 2023 | Investor trade allocation patterns in stock markets. (2023). Kanniainen, Juho ; Baltakys, Kstutis ; Kivela, Mikko ; Saramaki, Jari. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:191-209. Full description at Econpapers || Download paper |
| 2023 | Herding in Chinese stock markets: Evidence from the dual-investor-group. (2023). Lu, Yang ; Zheng, Suyan ; Liu, Tengdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000586. Full description at Econpapers || Download paper |
| 2023 | Tail comovements of implied volatility indices and global index futures returns predictability. (2023). Nguyen, Cuong ; Lee, Yun-Huan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001634. Full description at Econpapers || Download paper |
| 2023 | Understanding the role of social media sentiment in identifying irrational herding behavior in the stock market. (2023). Yu, Yongtian ; Liu, Wei ; Chen, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:163-179. Full description at Econpapers || Download paper |
| 2024 | Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Zhang, Cheng ; Jiang, Lijun ; Hong, Hui ; Yue, Zhonggang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465. Full description at Econpapers || Download paper |
| 2024 | Herding states and stock market returns. (2024). Lobo, Julio ; Fortuna, Natercia ; Costa, Filipe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002891. Full description at Econpapers || Download paper |
| 2023 | Testing of Herd Behavior In african Stock Markets During COVID-19 Pandemic. (2023). Benboubker, Mounir ; Gohou, Jude ; Es-Sanoun, Mohamed. In: Post-Print. RePEc:hal:journl:hal-04144289. Full description at Econpapers || Download paper |
| 2023 | Social Network Matters: Capital Structure Risk Control on REITs. (2023). Qin, Zhenjiang ; Lai, Rose Neng ; Meng, Stanley Iat. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:3:d:10.1007_s11146-021-09833-5. Full description at Econpapers || Download paper |
| 2024 | Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Jalil, Faryal ; Saltik, Omur ; Ul, Wasim ; Degirmen, Suleyman. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7. Full description at Econpapers || Download paper |
| 2023 | Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions. (2023). Rudebusch, Glenn ; Diebold, Francis X. In: PIER Working Paper Archive. RePEc:pen:papers:24-010. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. (2023). Selmi, Refk ; Vo, Xuan Vinh ; Maitra, Debasish ; Mensi, Walid. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00451-z. Full description at Econpapers || Download paper |
| 2023 | Copula-based link functions in binary regression models. (2023). Belalia, M ; Bouezmarni, T ; Mesfioui, M. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:2:d:10.1007_s00362-022-01330-y. Full description at Econpapers || Download paper |
| 2024 | Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Mo, Han ; Larson, Robert K. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110. Full description at Econpapers || Download paper |
| 2023 | Herding Behavior in Frontier Nordic Countries. (2023). Arina, Ivasiuc. In: Studia Universitatis Babe?-Bolyai Oeconomica. RePEc:vrs:subboe:v:68:y:2023:i:1:p:21-41:n:1. Full description at Econpapers || Download paper |
Mark Salmon has edited the books:
| Year | Title | Type | Cited |
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Works by Mark Salmon:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1987 | Credibility and the value of information transmission in a model of monetary policy and inflation In: Economic Research Papers. [Full Text][Citation analysis] | paper | 16 |
| 1989 | Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation.(1989) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 1990 | Credibility and the value of information transmission in a model of monetary policy and inflation.(1990) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 1987 | Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation.(1987) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 1986 | Error correction modeler . co-integration and the internal model principle In: Economic Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 1989 | WHEN DOES COORDINATION PAY? In: Economic Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 1990 | When Does Coordination Pay?.(1990) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1990 | When does coordination pay?.(1990) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1989 | WHEN DOES COORDINATION PAY?..(1989) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1980 | MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 1980 | Model Validation and Forecast Comparisons : Theoretical and Practical Considerations.(1980) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1982 | ERROR CORRECTION MECHANISMS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 56 |
| 1982 | Error Correction Mechanisms..(1982) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
| 1982 | Error Correction Mechanisms.(1982) In: The Warwick Economics Research Paper Series (TWERPS). [Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
| 1982 | TESTING NORMALITY IN ECONOMETRIC MODELS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 49 |
| 1983 | Testing normality in econometric models.(1983) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 1982 | Testing Normality in Econometric Models.(1982) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 1983 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies In: Economic Research Papers. [Full Text][Citation analysis] | paper | 52 |
| 1984 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies.(1984) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 1985 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies..(1985) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 1983 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies.(1983) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2007 | Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index In: Bank of England working papers. [Full Text][Citation analysis] | paper | 13 |
| 2005 | Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2005 | Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: Computing in Economics and Finance 2005. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 1995 | On the Evolution of Credibility and Flexible Exchange Rate Target Zones In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Error Correction Models, Co-integration and the Internal Model Principle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 1988 | ERROR CORRECTION MODELS, CO-INTEGRATION AND THE INTERNAL MODEL PRINCIPLE.(1988) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | Market Stress and Herding In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 239 |
| 2004 | Market stress and herding.(2004) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | article | |
| 2005 | Performance Measurement with Loss Aversion In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2006 | Performance measurement with loss aversion.(2006) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1985 | On Evaluating the Importance of Non-Linearity in Large Macroeconometric Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 1986 | On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models..(1986) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 1997 | Nonlinear Dynamics and Economics In: Cambridge Books. [Citation analysis] | book | 19 |
| 2002 | ROBUST DECISION THEORY AND THE LUCAS CRITIQUE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 17 |
| 1996 | On the Differential Geometry of the Wald Test with Nonlinear Restrictions. In: Econometrica. [Full Text][Citation analysis] | article | 12 |
| 1986 | The principle of effective demand revisited In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1988 | Error correction models, cointegration and the internal model principle In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2009 | Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 12 |
| 1998 | Representations of I(2) cointegrated systems using the Smith-McMillan form In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2012 | The information content of a limit order book: The case of an FX market In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 18 |
| 2021 | Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 17 |
| 2021 | Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 1985 | Policy Coordination and Dynamic Games In: NBER Chapters. [Full Text][Citation analysis] | chapter | 42 |
| 1979 | Control Methods and Quantitative Economic Policy In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2009 | Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 50 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team