Stephen Fagan
Personal Details
First Name: | Stephen |
Middle Name: | |
Last Name: | Fagan |
Suffix: | |
RePEc Short-ID: | pfa166 |
| |
http://www.sfu.ca/~sfagan | |
Research output
Jump to: Working papersWorking papers
- Fagan, Stephen & Gencay, Ramazan, 2008.
"Liquidity-Induced Dynamics in Futures Markets,"
MPRA Paper
6677, University Library of Munich, Germany.
- Stephen Fagan & Ramazan Gencay, 2008. "Liquidity-Induced Dynamics in Futures Markets," EERI Research Paper Series EERI_RP_2008_01, Economics and Econometrics Research Institute (EERI), Brussels.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Fagan, Stephen & Gencay, Ramazan, 2008.
"Liquidity-Induced Dynamics in Futures Markets,"
MPRA Paper
6677, University Library of Munich, Germany.
- Stephen Fagan & Ramazan Gencay, 2008. "Liquidity-Induced Dynamics in Futures Markets," EERI Research Paper Series EERI_RP_2008_01, Economics and Econometrics Research Institute (EERI), Brussels.
Cited by:
- Cifarelli, Giulio & Paladino, Giovanna, 2015. "A dynamic model of hedging and speculation in the commodity futures markets," Journal of Financial Markets, Elsevier, vol. 25(C), pages 1-15.
- Tröster, Bernhard & Gunter, Ulrich, 2022. "Trading for speculators: The role of physical actors in the financialization of coffee, cocoa and cotton value chains," Working Papers 68, Austrian Foundation for Development Research (ÖFSE).
- Cifarelli, Giulio & Paladino, Giovanna, 2011. "Hedging vs. speculative pressures on commodity futures returns," MPRA Paper 28229, University Library of Munich, Germany.
- Wang, Tao & Yang, Jian, 2010. "Nonlinearity and intraday efficiency tests on energy futures markets," Energy Economics, Elsevier, vol. 32(2), pages 496-503, March.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (2) 2008-01-12 2008-10-28
- NEP-MST: Market Microstructure (2) 2008-01-12 2008-10-28
- NEP-ENE: Energy Economics (1) 2008-01-12
- NEP-RMG: Risk Management (1) 2008-01-12
Corrections
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