8
H index
8
i10 index
369
Citations
UNSW Sydney | 8 H index 8 i10 index 369 Citations RESEARCH PRODUCTION: 16 Articles 19 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Elvira Sojli. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial and Quantitative Analysis | 4 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 4 |
| Post-Print / HAL | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Why Do Some Multinational Firms Respond Better Than Others to the Hostility of Host Governments? Proximal Embedding and the Side Effects of Local Partnerships. (2024). Huy, Quy ; Ravasi, Davide ; Moschieri, Caterina. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:2:p:627-685. Full description at Econpapers || Download paper |
| 2024 | Reining in the riskiest? Evidence of non-linear impacts of macroprudential regulations on bank systemic risk in China. (2024). Jeon, Bang ; Kang, Qiaoling ; Chen, Minghua ; Wu, JI. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000605. Full description at Econpapers || Download paper |
| 2025 | Manager sentiment and its effect on corporate innovation. (2025). Zhao, Long ; Xiong, Xun. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003250. Full description at Econpapers || Download paper |
| 2024 | The liquidity timing ability of mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001268. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2024 | Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253. Full description at Econpapers || Download paper |
| 2025 | Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511. Full description at Econpapers || Download paper |
| 2025 | Forecasting the daily exchange rate of the UK pound sterling against the US dollar. (2025). Darvas, Zsolt ; Schepp, Zoltn. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014806. Full description at Econpapers || Download paper |
| 2024 | Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187. Full description at Econpapers || Download paper |
| 2024 | Multinational enterprises’ nonmarket strategies: Insights from History. (2024). Deberge, Thomas ; Bucheli, Marcelo. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:2:s0969593123000987. Full description at Econpapers || Download paper |
| 2024 | MNE nonmarket strategy in a changing world: Complexities, varieties, and a values-based approach. (2024). Rajwani, Tazeeb ; Shirodkar, Vikrant ; Lawton, Thomas C ; Liedong, Tahiru Azaaviele. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:2:s0969593123001518. Full description at Econpapers || Download paper |
| 2025 | News and intraday retail investor order flow in foreign exchange markets. (2025). Kaourma, Theofilia ; Milidonis, Andreas ; Nishiotis, George ; Panayides, Marios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000368. Full description at Econpapers || Download paper |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
| 2025 | Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence. (2025). Swan, Peter L ; De, Frederick H ; Lin, Yiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002449. Full description at Econpapers || Download paper |
| 2025 | Economic policy uncertainty and corporate bond liquidity. (2025). Das, Nirmol ; Leal, Diego ; Black, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002541. Full description at Econpapers || Download paper |
| 2025 | Organization Capital and International Acquisitions. (2025). Habib, Md Ahasan ; Raswant, Arpit ; Bauer, Florian. In: Journal of Business Research. RePEc:eee:jbrese:v:189:y:2025:i:c:s0148296324005150. Full description at Econpapers || Download paper |
| 2024 | High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001235. Full description at Econpapers || Download paper |
| 2024 | Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578. Full description at Econpapers || Download paper |
| 2025 | Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization. (2025). Lai, Yu-Sheng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000236. Full description at Econpapers || Download paper |
| 2024 | Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017. Full description at Econpapers || Download paper |
| 2024 | Overreaction and underreaction to new information and the directional forecast of exchange rates. (2024). Semenov, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006683. Full description at Econpapers || Download paper |
| 2024 | Policy-induced cooperative knowledge network, university-industry collaboration and firm innovation: Evidence from the Greater Bay Area. (2024). Zhao, Yang ; Yongquan, Yang ; Xuanhua, XU ; Jian, MA ; Lu, Angela. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008284. Full description at Econpapers || Download paper |
| 2024 | High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124228. Full description at Econpapers || Download paper |
| 2024 | Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
| 2025 | Climate anxiety, economic policy uncertainty, and green growth. (2025). Lee, Chien-Chiang ; Yahya, Farzan ; Hania, Alishba. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-025-09854-7. Full description at Econpapers || Download paper |
| 2024 | Cross-border political ties: foreign firms’ campaign contributions and the crowding out of domestic competitors. (2024). Knill, April ; Syvrud, Kelsey ; Ayyagari, Meghana. In: Journal of International Business Studies. RePEc:pal:jintbs:v:55:y:2024:i:9:d:10.1057_s41267-024-00734-2. Full description at Econpapers || Download paper |
| 2024 | Relationship between social inequality perception patterns and depressive symptoms among Chinese adults: A national representative longitudinal study. (2024). Jian, Weiyan ; Wang, Ting ; Zhang, Shouchuang ; Guo, Jing ; Wei, Yuehui. In: International Journal of Social Psychiatry. RePEc:sae:socpsy:v:70:y:2024:i:5:p:933-944. Full description at Econpapers || Download paper |
| 2025 | The Influence of Foreign Ownership on Firm’s Digital Orientation: Evidence from China. (2025). Zhu, Shan ; Dong, Jiuyu. In: Management International Review. RePEc:spr:manint:v:65:y:2025:i:4:d:10.1007_s11575-025-00586-4. Full description at Econpapers || Download paper |
| 2025 | Earnings myopia and private equity takeovers. (2025). Krupa, Trent ; Kravet, Todd ; Hribar, Paul. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-024-09844-6. Full description at Econpapers || Download paper |
| 2024 | Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence. (2024). Brice, Mbakob Gilles ; Ma, Mandeng. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:9:d:10.1007_s43546-024-00698-3. Full description at Econpapers || Download paper |
| 2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
| 2024 | Sustainable futures: Toward institutionalizing green industrial policy. (2024). Amankwahamoah, Joseph. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:6:p:7434-7446. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209. Full description at Econpapers || Download paper |
| 2024 | A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2007 | Exchange rate forecasting, order flow and macroeconomic information In: Working Paper. [Full Text][Citation analysis] | paper | 153 |
| 2009 | Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | paper | |
| 2010 | Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | article | |
| 2011 | Sunshine trading: Flashes of trading intent at the NASDAQ In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Sunshine Trading: Flashes of Trading Intent at the NASDAQ.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2012 | Identifying cross-sided liquidity externalities In: Working Paper. [Full Text][Citation analysis] | paper | 8 |
| 2013 | Identifying Cross-Sided Liquidity Externalities.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2016 | Flashes of Trading Intent at NASDAQ In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 5 |
| 2021 | Quoting Activity and the Cost of Capital In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
| 2022 | Deleting Unreported Innovation In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 3 |
| 2023 | Equity Trading Activity and Treasury Bond Risk Premia In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 1 |
| 2018 | Quotes, Trades and the Cost of Capital In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Quotes, Trades and the Cost of Capital.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Divided governments and futures prices In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2010 | Timing exchange rates using order flow: The case of the Loonie In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 40 |
| 2013 | Economic valuation of liquidity timing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| 2013 | Economic Valuation of Liquidity Timing.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2015 | Managing systemic risk in The Netherlands In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 12 |
| 2011 | Financial Crises Propagation In: Contemporary Studies in Economic and Financial Analysis. [Full Text][Citation analysis] | chapter | 0 |
| 2025 | Foundational Processes and Growth In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Cross-Sided Liquidity Externalities In: Management Science. [Full Text][Citation analysis] | article | 3 |
| 2009 | The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 45 |
| 2009 | The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
| 2017 | Foreign political connections In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 44 |
| 2021 | Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S. In: PLOS ONE. [Full Text][Citation analysis] | article | 2 |
| 2007 | Contagion in emerging markets: the Russian crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 11 |
| 2012 | Aggregate Stock Market Illiquidity and Bond Risk Premia In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Euroisation in Albania: From Spontaneous to Consensual In: wiiw Balkan Observatory Working Papers. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team