Keshab Shrestha : Citation Profile

Are you Keshab Shrestha?

Sunway University

12

H index

12

i10 index

494

Citations

RESEARCH PRODUCTION:

46

Articles

5

Chapters

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 13
   Journals where Keshab Shrestha has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 11 (2.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh1174
   Updated: 2024-12-03    RAS profile: 2024-08-09    
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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 Keshab Shrestha.

Is cited by:

Chang, Chia-Lin (8)

Tansuchat, Roengchai (8)

Conlon, Thomas (8)

Parisi, Laura (7)

Liu, Ming-Hua (7)

GUPTA, RANGAN (7)

HU, YANG (7)

Lee, Cheng Few (6)

Siklos, Pierre (6)

Corbet, Shaen (6)

Alexander, Carol (6)

Cites to:

Lee, Cheng Few (12)

Engle, Robert (12)

Ritter, Jay (9)

cotter, john (8)

Shleifer, Andrei (8)

Fama, Eugene (7)

Gonzalo, Jesus (7)

Wurgler, Jeffrey (6)

Torro, Hipolit (6)

shin, yongcheol (6)

Serletis, Apostolos (6)

Main data

Where Keshab Shrestha has published?

Journals with more than one article published# docs
Journal of Futures Markets7
Review of Quantitative Finance and Accounting6
Finance Research Letters4
American Business Review3
Energy Economics3
Economics Letters3
Journal of Banking & Finance2
The Quarterly Review of Economics and Finance2
Journal of Business Finance & Accounting2

Recent works citing Keshab Shrestha (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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2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023Banks’ net interest rate spread and the transmission of monetary policy in Korea. (2023). Kim, Jinyong ; Jung, Yong-Gook. In: Journal of Asian Economics. RePEc:eee:asieco:v:89:y:2023:i:c:s104900782300074x.

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2024Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets. (2024). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002030.

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2024The valuation of arithmetic Asian options with mean reversion and jump clustering. (2024). Song, Shiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001821.

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2023Pricing and hedging wind power prediction risk with binary option contracts. (2023). Date, Paresh ; Hesamzadeh, Mohammad Reza ; Thakur, Jagruti ; Bunn, Derek. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004589.

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2023Narcissistic managers and IPO underpricing. (2023). Zhang, Linlang ; Li, Changwei ; He, Jie ; Chan, Kam C. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300323x.

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2023Risk disclosure in IPO advertisement and the quality of the firm. (2023). Raithatha, Mehul ; Lawrence, Edward R ; Katti, Supriya. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000787.

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2023Property rights and access to equity capital in China. (2023). Boulton, Thomas J. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000990.

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2023Litigation risk, underpricing, and money-losing IPOs. (2023). Walker, Thomas ; Kooli, Maher ; Boucher, Carene. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832300008x.

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2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

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2023How informative are insider trades and analyst recommendations?. (2023). Wang, Qinghai ; Hsieh, Jim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000237.

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2023Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x.

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2023Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289.

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2023Commodity futures hedge ratios: A meta-analysis. (2023). Perera, Devmali ; Bohl, Martin T ; Biakowski, Jdrzej. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000332.

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2023Predicting volatility in natural gas under a cloud of uncertainties. (2023). Xiao, Zuoping ; Chen, Juan ; Guo, Hongling ; Bai, Jiancheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001447.

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2023Asymmetric efficiency in petroleum markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009054.

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2024Analyzing the Co-movement of FinTech market efficiency and oil Resource efficiency: An Input-Output study. (2024). Liu, Jiexian. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000357.

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2023Does price limit improve price discovery? Evidence from IPO market in a quasi-natural experiment. (2023). Zhou, Sili ; Cao, Xiaping ; Wang, Yuchen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002317.

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2023A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50.

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2024Economic activity and suicides: Causal evidence from macroeconomic shocks in England and Wales. (2024). Mishra, Tapas ; Morgan, Sara ; Lepori, Gabriele M ; Assarian, Borna A. In: Social Science & Medicine. RePEc:eee:socmed:v:342:y:2024:i:c:s027795362300895x.

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2023Research on Price Discovery in Financial Securities: Trends and Directions for Future Research. (2023). Chotia, Varun ; Sharma, Dinesh Kumar ; Arora, Geetika ; Agrawal, Gaurav. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:416-:d:1243355.

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2023.

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2023Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession. (2023). Li, NA ; Zheng, Yingrong ; Dong, Hao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:1:p:880-:d:1024166.

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2023Pricing vulnerable basket spread options with liquidity risk. (2023). Wang, Xingchun ; Tang, Dan ; Dong, Ziming. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-022-09192-0.

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2023Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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2023Hedging strategies among financial markets: the case of green and brown assets. (2023). Asl, Mahdi Ghaemi ; Yusuf, Agboola H ; Akinkugbe, Oluyele ; Raheem, Ibrahim D. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02358-1.

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2023Does the appointment of the three musketeers reduce IPO underpricing? global evidence. (2023). Alidarous, Manal ; Jamaani, Fouad. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:4:d:10.1007_s40821-022-00219-y.

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2023The impact of regulation on credit card market competition: evidence from Australia. (2023). Zhang, Yang ; Margaritis, Dimitris ; Liu, Ming-Hua. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09619-w.

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2023Efficiency of Wheat Futures across APMC Mandis. (2023). Singh, Rahul Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00348-9.

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2023Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities. (2023). Liu, Liyu ; Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Economic Design. RePEc:spr:reecde:v:27:y:2023:i:1:d:10.1007_s10058-021-00276-1.

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2023A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03.

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2023Price discovery in bitcoin spot or futures during the Covid-19 pandemic? Evidence from the time-varying parameter vector autoregressive model with stochastic volatility. (2023). Inani, Sarveshwar Kumar ; Mohamad, Azhar. In: Applied Economics Letters. RePEc:taf:apeclt:v:30:y:2023:i:19:p:2749-2757.

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2024Investor 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.

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2023Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Webb, Robert I ; Yang, Jian ; Yu, Ziliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324.

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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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2023A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035.

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2023Are futures markets functioning well for agricultural perishables? Evidence from Chinas apple futures market. (2023). Ren, Yanjun ; Glauben, Thomas ; Loy, Jens-Peter ; Mao, Qianqian. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:283070.

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Works by Keshab Shrestha:

YearTitleTypeCited
1989Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2019Forecasting realised volatility: a Markov switching approach with time‐varying transition probabilities In: Accounting and Finance.
[Full Text][Citation analysis]		article7
2021Multifractal Detrended Fluctuation Analysis of Return on Bitcoin In: International Review of Finance.
[Full Text][Citation analysis]		article6
2008Insider Trading and Earnings Management In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article17
2014Misvaluation and Insider Trading Incentives for Accrual-based and Real Earnings Management In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article8
2020DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES? In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
2021An Institutional Isomorphism Perspective of Tourism Impact In: Annals of Tourism Research.
[Full Text][Citation analysis]		article0
2011Cross-country IPOs: What explains differences in underpricing? In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article49
1986The lag relationship between producer and consumer prices : An unobservable variable approach In: Economics Letters.
[Full Text][Citation analysis]		article0
1987Multiple Cause Model with autocorrelated errors : A gain in efficiency analysis In: Economics Letters.
[Full Text][Citation analysis]		article0
1988Estimation of a general linear model with an unobservable stochastic variable In: Economics Letters.
[Full Text][Citation analysis]		article0
2014Price discovery in energy markets In: Energy Economics.
[Full Text][Citation analysis]		article23
2017Pure martingale and joint normality tests for energy futures contracts In: Energy Economics.
[Full Text][Citation analysis]		article2
2018Quantile hedge ratio for energy markets In: Energy Economics.
[Full Text][Citation analysis]		article13
2023Price discovery in carbon exchange traded fund markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2022Analytical properties of Hasbrouck and generalized information shares In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2023Fintech market efficiency: A multifractal detrended fluctuation analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2023ESG and economic policy uncertainty: A wavelet application In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Impact of geopolitical risk on target debt ratio In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2006Monetary transmission via the administered interest rates channel In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article44
2013The differential effects of classified boards on firm value In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2020Pricing and hedging foreign equity options under Hawkes jump–diffusion processes In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2003Futures hedge ratios: a review In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article88
2008Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2008Hedging effectiveness comparisons: A note In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article13
In: .
[Full Text][Citation analysis]		article0
1999Equality of Real Returns on Canadian and US Treasury Bills: A Fractional Cointegration Analysis. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2001Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article1
2004Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article14
2005Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article6
2007Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2021The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article1
2020Price Discovery in Agricultural Markets In: American Business Review.
[Full Text][Citation analysis]		article0
2020Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process In: American Business Review.
[Full Text][Citation analysis]		article0
2023Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk In: American Business Review.
[Full Text][Citation analysis]		article0
2022Do CEO Gender and Marital Status Affect Firm’s R&D and Value? An Empirical Analysis Using Nonlinear Models In: Springer Books.
[Citation analysis]		chapter0
2022Three Alternative Methods for Estimating Hedge Ratios In: Springer Books.
[Citation analysis]		chapter0
1996Wage discrimination: a statistical test In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2010Estimating optimal hedge ratio: a multivariate skew-normal distribution approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
2016Corporate Governance and the Information Content of Earnings Announcements: A Cross€ Country Analysis In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article8
2001On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2005Estimating the optimal hedge ratio with focus information criterion In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2007An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis In: Journal of Futures Markets.
[Full Text][Citation analysis]		article24
2009A new information share measure In: Journal of Futures Markets.
[Full Text][Citation analysis]		article81
2014Price Discovery in Interrelated Markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article31
2016Quantile Estimation of Optimal Hedge Ratio In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
2017Pricing Vulnerable Options with Jump Clustering In: Journal of Futures Markets.
[Full Text][Citation analysis]		article18
2012THE EFFECTS OF PRICE DYNAMICS ON OPTIMAL FUTURES HEDGING In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article0
2024Joint Normality Test for the Returns on the Futures and Spot In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2024Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2024Hedge Ratios: Theory and Applications In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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