7
H index
4
i10 index
165
Citations
Susan Thomas : Citation Profile
xKDR Forum | RESEARCH PRODUCTION: 8 Articles 43 Papers 1 Books 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1995 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Susan Thomas. | Is cited by:
| Cites to:
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Main data
Where Susan Thomas has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Futures Markets | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Indira Gandhi Institute of Development Research, Mumbai Working Papers / Indira Gandhi Institute of Development Research, Mumbai, India | 20 |
| Working Papers / xKDR | 13 |
Recent works citing Susan Thomas (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The journey of Indian finance. (2023). Shah, Ajay. In: Working Papers. RePEc:anf:wpaper:25. Full description at Econpapers || Download paper |
| 2023 | Technology in Land Administration. (2023). Uday, Diya ; Aggarwal, Brijkumar. In: Working Papers. RePEc:anf:wpaper:27. Full description at Econpapers || Download paper |
| 2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper |
| 2023 | Creditor-controlled insolvency and firm financing– Evidence from India. (2023). Singhvi, Bhavya ; Agarwal, Shivangi. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001861. Full description at Econpapers || Download paper |
| 2023 | High-frequency traders’ evolving role as market makers. (2023). Roy, Prince ; Banerjee, Anirban. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x2300255x. Full description at Econpapers || Download paper |
| 2023 | Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880. Full description at Econpapers || Download paper |
| 2023 | Estimating the Value-at-Risk by Temporal VAE. (2023). Richert, Ivo ; Korn, Ralf ; Grimm, Stefanie ; Buch, Robert. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:5:p:79-:d:1130370. Full description at Econpapers || Download paper |
| 2023 | Declining trade interest in Indian commodity derivatives: a survey-based study on cardamom futures contract. (2023). Vijayakumar, A N. In: Global Business and Economics Review. RePEc:ids:gbusec:v:28:y:2023:i:3:p:333-346. Full description at Econpapers || Download paper |
| 2023 | Bankruptcy regime change and credit risk premium on corporate bonds: Evidence from the Indian economy. (2023). Sengupta, Rajeswari ; Vardhan, Harsh. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2023-001. Full description at Econpapers || Download paper |
| 2023 | Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility?. (2023). Rout, Bhabani Sankar ; Das, Nupur Moni ; Khatun, Yashmin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-023-09398-8. Full description at Econpapers || Download paper |
| 2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
| 2023 | DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks. (2023). Soldatos, John ; Kotios, Dimitrios ; Makridis, Georgios ; Fatouros, Georgios ; Kyriazis, Dimosthenis ; Filippakis, Michael. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00050-0. Full description at Econpapers || Download paper |
| 2023 | Efficiency 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. Full description at Econpapers || Download paper |
Susan Thomas has edited the books:
| Year | Title | Type | Cited |
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Works by Susan Thomas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Does the quality of land records affect credit access of households in India? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | The footprint of union government procurement in India In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | When is the order-to-trade ratio fee effective? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | When is the order-to-trade ratio fee effective?.(2023) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | Informational efficiency of credit ratings In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Evaluating contract enforcement by courts in India: a litigants lens. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Foundations for nighttime lights data analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Financial Inclusion Measurement: Deepening the Evidence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Learning by doing for public procurement In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Estimating Capacity Requirements of the National Company Law Tribunal: Notes from the Field In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Evaluating courts from a litigants perspective: A project report In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Rethinking innovation policy in India: Amplifying spillovers through contracting-out In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Who lends to the Indian state? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | But clouds got in my way: Bias and bias correction of VIIRS nighttime lights data in the presence of clouds In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The Real Cost of Credit Constraints: Evidence from Micro-finance In: The B.E. Journal of Economic Analysis & Policy. [Full Text][Citation analysis] | article | 3 |
| 2013 | The real cost of credit constraints: Evidence from micro-finance.(2013) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2010 | Call auctions : A solution to some difficulties in Indian finance In: Finance Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Call Auctions: A Solution to Some Difficulties in Indian Finance.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2010 | Call auctions: A Solution to some difficulties in Indian finance.(2010) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2023 | Do decreases in Distance-to-Default predict rating downgrades? In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2008 | Indian Financial Markets In: Elsevier Monographs. [Full Text][Citation analysis] | book | 8 |
| 2016 | Reforming Personal Insolvency Law in India In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Reforming personal insolvency law in India.(2015) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Evolution of the insolvency framework for non-financial firms in India In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2016 | Evolution of the insolvency framework for non-financial firms in India.(2016) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2016 | From participation to repurchase: Low-income households and micro-insurance In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | From Participation To Repurchase: Low Income Households And Micro-Insurance.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | From participation to repurchase: Low income households and micro-insurance.(2016) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Response of Firms to Listing: Evidence from SME Exchanges In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Response of firms to listing: Evidence from SME exchanges.(2017) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | When do regulatory interventions work? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | When do regulatory interventions work?.(2019) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | In search of inclusion: informal sector participation in a voluntary, defined contribution pension system.(2013) In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System.(2015) In: Journal of Development Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | Liquidity considerations in estimating implied volatility In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Liquidity Considerations in Estimating Implied Volatility.(2012) In: Journal of Futures Markets. [Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2011 | The role of government in Indias micro-finance industry In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | When do stock futures dominate price discovery In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2019 | When stock futures dominate price discovery.(2019) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2011 | An Economic policy and legal analysis of the Micro Finance Institutions (Development & Regulation) Bill, 2011 In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | How is financial regulation different for micro-finance? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Do changes in distance-to-default anticipate changes in the credit rating? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Measuring and explaining the asymmetry of liquidity In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | What should regulation do in the field of micro-finance? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Estimating losses to customers on account of mis-selling life insurance policies in India In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Do futures markets help in price discovery and risk management for commodities in India? In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | The way forward for Indias National Pension System In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The causal impact of algorithmic trading on market quality In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2003 | Selection of Value-at-Risk models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 74 |
| 2022 | An Overview In: India Studies in Business and Economics. [Citation analysis] | chapter | 0 |
| 2014 | The case of the missing billions: estimating losses to customers due to mis-sold life insurance policies In: Journal of Economic Policy Reform. [Full Text][Citation analysis] | article | 14 |
| 1995 | Heteroscedasticity models on the BSE In: Finance. [Full Text][Citation analysis] | paper | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team