Alexander Dickerson
Personal Details
First Name: | Alexander |
Middle Name: | |
Last Name: | Dickerson |
Suffix: | |
RePEc Short-ID: | pdi654 |
[This author has chosen not to make the email address public] | |
https://www.alexdickerson.com/ | |
Affiliation
UNSW Business School
UNSW Sydney
Sydney, Australiahttp://www.business.unsw.edu.au/
RePEc:edi:fcnswau (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Dickerson, Alexander & Mueller, Philippe & Robotti, Cesare, 2023. "Priced risk in corporate bonds," Journal of Financial Economics, Elsevier, vol. 150(2).
- Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022.
"Trading volume and liquidity provision in cryptocurrency markets,"
Journal of Banking & Finance, Elsevier, vol. 142(C).
- Daniele Bianchi & Mykola Babiak & Alexander Dickerson, 2022. "Trading Volume and Liquidity Provision in Cryptocurrency Markets," CERGE-EI Working Papers wp730, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022. "Trading volume and liquidity provision in cryptocurrency markets," Working Paper Series 413, Sveriges Riksbank (Central Bank of Sweden).
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.Articles
- Dickerson, Alexander & Mueller, Philippe & Robotti, Cesare, 2023.
"Priced risk in corporate bonds,"
Journal of Financial Economics, Elsevier, vol. 150(2).
Cited by:
- Dekker, Lennart, 2024. "Essays on asset liquidity and investment funds," Other publications TiSEM 5fc9bf77-84e7-4a36-9e3a-1, Tilburg University, School of Economics and Management.
- Radi, Sherrihan & Gebka, Bartosz & Kallinterakis, Vasileios, 2024. "The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 966-995.
- Huang, Jing-Zhi & Wang, Yan & Wang, Ying, 2024. "Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds," Journal of Banking & Finance, Elsevier, vol. 165(C).
- Bai, Jennie & Bali, Turan G. & Wen, Quan, 2023. "Retraction notice to “Common risk factors in the cross-section of corporate bond returns” [Journal of Financial Economics 131 (3) (2019) 619-642]," Journal of Financial Economics, Elsevier, vol. 150(3).
- Chen, Xi & Wang, Junbo & Wu, Chunchi & Wu, Di, 2024. "Extreme illiquidity and cross-sectional corporate bond returns," Journal of Financial Markets, Elsevier, vol. 68(C).
- Ivashchenko, Alexey, 2024. "Corporate bond price reversals," Journal of Financial Markets, Elsevier, vol. 68(C).
- Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022.
"Trading volume and liquidity provision in cryptocurrency markets,"
Journal of Banking & Finance, Elsevier, vol. 142(C).
- Daniele Bianchi & Mykola Babiak & Alexander Dickerson, 2022. "Trading Volume and Liquidity Provision in Cryptocurrency Markets," CERGE-EI Working Papers wp730, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022. "Trading volume and liquidity provision in cryptocurrency markets," Working Paper Series 413, Sveriges Riksbank (Central Bank of Sweden).
Cited by:
- Christian Fieberg & Gerrit Liedtke & Daniel Metko & Adam Zaremba, 2023. "Cryptocurrency factor momentum," Quantitative Finance, Taylor & Francis Journals, vol. 23(12), pages 1853-1869, November.
- Cakici, Nusret & Shahzad, Syed Jawad Hussain & Będowska-Sójka, Barbara & Zaremba, Adam, 2024. "Machine learning and the cross-section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Crépellière, Tommy & Pelster, Matthias & Zeisberger, Stefan, 2023. "Arbitrage in the market for cryptocurrencies," Journal of Financial Markets, Elsevier, vol. 64(C).
- Fieberg, Christian & Liedtke, Gerrit & Zaremba, Adam, 2024. "Cryptocurrency anomalies and economic constraints," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Fieberg, Christian & Günther, Steffen & Poddig, Thorsten & Zaremba, Adam, 2024. "Non-standard errors in the cryptocurrency world," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Walid Mensi & Mariya Gubareva & Hee-Un Ko & Xuan Vinh Vo & Sang Hoon Kang, 2023. "Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
- Di Casola, Paola & Habib, Maurizio Michael & Tercero-Lucas, David, 2023. "Global and local drivers of Bitcoin trading vis-à-vis fiat currencies," Working Paper Series 2868, European Central Bank.
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