Espen Sirnes : Citation Profile

Universitetet i Tromsø Norges Arktiske Universitet

2

H index

0

i10 index

7

Citations

RESEARCH PRODUCTION:

7

Articles

2

Papers

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 0
   Journals where Espen Sirnes has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi598
   Updated: 2025-12-27    RAS profile: 2024-11-08    
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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 Espen Sirnes.

Is cited by:

Stotz, Olaf (2)

Junttila, Juha (1)

Georgi, Dominik (1)

Cites to:

Foucault, Thierry (7)

Shleifer, Andrei (6)

Subrahmanyam, Avanidhar (6)

Diebold, Francis (5)

Cespa, Giovanni (5)

Roll, Richard (5)

Stiglitz, Joseph (5)

Thaler, Richard (4)

Summers, Lawrence (4)

Grossman, Sanford (4)

Calvet, Laurent (4)

Main data

Where Espen Sirnes has published?

Recent works citing Espen Sirnes (2025 and 2024)

YearTitle of citing document
2024Risk management based on hedging tools in an export-oriented economy. (2024). Prokhorova, Viktoriia ; Mushnykova, Svitlana ; Toporkova, Olena ; Bozhanova, Olena ; Abernikhina, Iryna. In: Eastern-European Journal of Enterprise Technologies. RePEc:baq:jetart:v:2:y:2024:i:13:p:26-34.

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2024Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702.

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2024The Spillover Effects of Market Sentiments on Global Stock Market Volatility: A Multi-Country GJR-GARCH-MIDAS Approach. (2024). Li, Shun ; Jung, Jaewon ; Bai, Sarula. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:569-:d:1546914.

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2024Quantile connectedness between social network sentiment and sustainability index volatility: Evidence from the Moroccan financial market. (2024). El, Oubani Ahmed. In: Economics and Business Review. RePEc:vrs:ecobur:v:10:y:2024:i:3:p:163-196:n:1003.

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Works by Espen Sirnes:

YearTitleTypeCited
2012Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations In: Papers.
[Full Text][Citation analysis]		paper1
2013Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations.(2013) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2024Measuring market volatility connectedness to media sentiment In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2011Why falling information costs may increase demand for index funds In: Review of Financial Economics.
[Full Text][Citation analysis]		article2
2011Why falling information costs may increase demand for index funds.(2011) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2023Leveraging Return Prediction Approaches for Improved Value-at-Risk Estimation In: Data.
[Full Text][Citation analysis]		article0
2021Tick Size and Price Reversal after Order Imbalance In: IJFS.
[Full Text][Citation analysis]		article0
2022Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy In: Review of Economics.
[Full Text][Citation analysis]		article0
1997Theories and Tests for Bubbles In: MPRA Paper.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team