4
H index
2
i10 index
206
Citations
Gary Lee Shoesmith : Citation Profile
Wake Forest University | RESEARCH PRODUCTION: 9 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1992 - 2013). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gary Lee Shoesmith. | Is cited by:
| Cites to:
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Main data
Where Gary Lee Shoesmith has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 3 |
Recent works citing Gary Lee Shoesmith (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Price discovery in carbon exchange traded fund markets. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003307. Full description at Econpapers || Download paper |
| 2023 | Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134. Full description at Econpapers || Download paper |
| 2023 | Spot–Futures Price Adjustments in the Nikkei 225: Linear or Smooth Transition? Financial Centre Leadership or Home Bias?. (2023). Sirichand, Kavita ; Green, Christopher J ; Qin, Jieye. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:117-:d:1066252. Full description at Econpapers || Download paper |
| 2023 | Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data. (2023). Tomanova, Petra ; Hol, Vladimir. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-021-10210-w. 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 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. Full description at Econpapers || Download paper |
| 2023 | Time?varying price discovery in regular and microbitcoin futures. (2024). Yang, Jimmy J ; Chen, Yulun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:103-121. Full description at Econpapers || Download paper |
Works by Gary Lee Shoesmith:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Friedmans Hypothesis and Cross-Regional Inflation Dispersion In: Review of Applied Economics. [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 |
| 2005 | Probit model forecasts of national and state manufacturing and construction employment downturns* In: Papers in Regional Science. [Full Text][Citation analysis] | article | 0 |
| 1995 | Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 165 |
| 1995 | Multiple cointegrating vectors, error correction, and forecasting with Littermans model In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
| 2013 | Space–time autoregressive models and forecasting national, regional and state crime rates In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 1992 | Non-cointegration and causality: Implications for VAR modeling In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 2004 | Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | Four factors that explain both the rise and fall of US crime, 1970-2003 In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team