S. Sarah Zhang : Citation Profile

Are you S. Sarah Zhang?

University of Manchester

5

H index

2

i10 index

138

Citations

RESEARCH PRODUCTION:

2

Articles

7

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 12
   Journals where S. Sarah Zhang has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 1 (0.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh513
   Updated: 2024-12-03    RAS profile: 2024-06-12    
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Relations with other researchers

Works with:

Brownlees, Christian (4)

Ait-Sahalia, Yacine (4)

Hurlin, Christophe (4)

Hautsch, Nikolaus (4)

Ødegaard, Bernt (4)

Menkveld, Albert (4)

Shachar, Or (4)

Nielsson, Ulf (4)

Rinne, Kalle (4)

Foucault, Thierry (4)

Sarno, Lucio (4)

Ranaldo, Angelo (4)

Jalkh, Naji (4)

Harris, Jeffrey (4)

Frömmel, Michael (4)

Johannesson, Magnus (4)

Huang, Wenqian (4)

Lof, Matthijs (4)

Chernov, Mikhail (4)

Dimpfl, Thomas (4)

Colliard, Jean-Edouard (4)

Schwarz, Marco (4)

Verousis, Thanos (4)

Caporin, Massimiliano (4)

Schuerhoff, Norman (4)

Davies, Ryan (4)

Pasquariello, Paolo (4)

Schenk-Hoppé, Klaus (4)

Vilkov, Grigory (4)

Smales, Lee (4)

Frijns, Bart (4)

Deku, Solomon (4)

Liew, Chee (4)

Bos, Charles (4)

Füllbrunn, Sascha (4)

Sojli, Elvira (4)

Stefanova, Denitsa (4)

Palan, Stefan (4)

Reitz, Stefan (4)

Talavera, Oleksandr (4)

Walther, Thomas (4)

Horenstein, Alex (4)

Pastor, Lubos (4)

Korajczyk, Robert (4)

CAPELLE-BLANCARD, Gunther (4)

Gehrig, Thomas (4)

Dreber, Anna (4)

Wolff, Christian (4)

FERROUHI, EL MEHDI (4)

Deev, Oleg (4)

Renault, Thomas (4)

Jurkatis, Simon (4)

Taylor, Nick (3)

Güçbilmez, Ufuk (3)

Roy, Saurabh (3)

Aloosh, Arash (3)

Wilhelmsson, Anders (3)

Mihet, Roxana (3)

Xia, Shuo (3)

Eugster, Nicolas (3)

Alexeev, Vitali (3)

Xiu, Dacheng (3)

Holzmeister, Felix (3)

Neszveda, Gabor (3)

Bohorquez Correa, Santiago (3)

Voigt, Stefan (3)

Koetter, Michael (3)

Degryse, Hans (3)

Regis, Luca (2)

Shachat, Jason (2)

Gil-Bazo, Javier (2)

Adrian, Tobias (2)

Park, Andreas (2)

Tonks, Ian (2)

Zhou, Chen (2)

Vogel, Sebastian (2)

Scaillet, Olivier (2)

PASCUAL, ROBERTO (2)

Moinas, Sophie (2)

Bjønnes, Geir (2)

Lopez-Lira, Alejandro (2)

Söderlind, Paul (2)

Dumitrescu, Ariadna (2)

Ferrara, Gerardo (2)

Heath, Davidson (2)

van Kervel, Vincent (2)

Kearney, Fearghal (2)

He, Xuezhong (Tony) (2)

Abudy, Menachem (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

Theissen, Erik (2)

Prokopczuk, Marcel (2)

Wong, Wing-Keung (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Patel, Vinay (2)

Bouri, Elie (2)

Rakowski, David (2)

Gerritsen, Dirk (2)

Chow, Nikolai Sheung-Chi (2)

Lajaunie, Quentin (2)

Roy, Saurabh (2)

Hjalmarsson, Erik (2)

Kassner, Bernhard (2)

Gorbenko, Arseny (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with S. Sarah Zhang.

Is cited by:

Smales, Lee (6)

Clements, Adam (6)

Huber, Christoph (5)

Dreber, Anna (4)

Johannesson, Magnus (3)

Frijns, Bart (3)

Holzmeister, Felix (3)

Zhang, Zhaoyong (3)

Tourani-Rad, Alireza (3)

Ozkes, Ali (3)

Siemroth, Christoph (3)

Cites to:

Hautsch, Nikolaus (9)

Veredas, David (6)

lucey, brian (5)

Yarovaya, Larisa (4)

Corbet, Shaen (4)

Johannesson, Magnus (4)

Menkveld, Albert (4)

Ho, Teck (4)

Dreber, Anna (4)

Bertoni, Marco (3)

Lyons, Richard (3)

Main data

Where S. Sarah Zhang has published?

Working Papers Series with more than one paper published# docs
Working Papers / Chapman University, Economic Science Institute2

Recent works citing S. Sarah Zhang (2024 and 2023)

YearTitle of citing document
2023Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2023Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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2024Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Lu, Shanglin ; Wei, Ran ; He, YU ; Wang, Shixuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643.

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2023The effect of overnight corporate announcements on price discovery. (2023). Chu, Gang ; Han, Liyan ; Liu, Chunyuan. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000399.

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2024Proprietary algorithmic traders and liquidity supply during the pandemic. (2024). Nawn, Samarpan ; Banerjee, Anirban. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000825.

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2024ESG performance and corporate fraud. (2024). Yang, Jinglan ; Ma, Chaoqun ; Li, Dengjia. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002423.

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2023Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Escribano, Ana ; Jareo, Francisco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191.

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2023Arbitrage bots in experimental asset markets. (2023). Shachat, Jason ; Neugebauer, Tibor ; Angerer, Martin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:262-278.

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2023Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?. (2023). Chiu, Chien-Liang ; Day, Min-Yuh ; Chou, Ke-Hsin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:365-385.

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2024Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334.

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2023How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2023.

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2023Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland. (2023). Kutan, Ali ; Brzeszczyski, Janusz ; Gajdka, Jerzy ; Bolek, Monika ; Wolski, Rafa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-07-2021-0124.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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2023Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach. (2023). Siemroth, Christoph ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:gat:wpaper:2313.

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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2023The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:105-126.

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2024Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series. (2024). Azencott, Robert ; Zhu, Hongliang ; Li, Xindan ; Kong, AO. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10367-6.

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2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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2023The linkage between Bitcoin and foreign exchanges in developed and emerging markets. (2023). Bensaida, Ahmed. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00454-w.

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2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2024The end of an era: Who paid the price when the livestock futures pits closed?. (2024). Onur, Esen ; Gousgounis, Eleni. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:106:y:2024:i:3:p:1111-1140.

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2023Resiliency in the E?mini futures market. (2022). Onur, Esen ; Haynes, Richard. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:5-23.

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2023Who pays the liquidity cost? Central bank announcements and adverse selection. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:904-924.

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2024The Bitcoin price and Bitcoin price uncertainty: Evidence of Bitcoin price volatility. (2024). Lin, Boqiang ; Yildirim, Hakan ; Kose, Nezir ; Unal, Emre. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:673-695.

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2024.

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2024A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by S. Sarah Zhang:

YearTitleTypeCited
2020Speed Traps: Algorithmic Trader Performance Under Alternative Market Structures In: Working Papers.
[Full Text][Citation analysis]		paper5
2024Cognitive Abilities and Individual Earnings in Hybrid Continuous Double Auctions In: Working Papers.
[Full Text][Citation analysis]		paper0
2020News sentiment in the cryptocurrency market: An empirical comparison with Forex In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article43
2013Public information arrival: Price discovery and liquidity in electronic limit order markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article69
2024Nonstandard errors In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper9
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2013Interactive Data: Technology and Cost of Capital In: Lecture Notes in Information Systems and Organization.
[Citation analysis]		chapter0
2017The ambivalent role of high-frequency trading in turbulent market periods In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper7

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