Yessy Peranginangin

Personal Details

First Name:	Yessy
Middle Name:
Last Name:	Peranginangin
Suffix:
RePEc Short-ID:	ppe996
	[This author has chosen not to make the email address public]

Affiliation

Monash Indonesia (Monash University Indonesia)

https://www.monash.edu/indonesia
BSD City

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

1. Li, Shan & Mihaylov, George & Peranginangin, Yessy & Zurbruegg, Ralf, 2021. "Short selling patterns in cross-listed stocks," Global Finance Journal, Elsevier, vol. 48(C).

   Cited by:

   1. Jiao, Feng & Liu, Qingfu & Tse, Yiuman & Wang, Zhiqin, 2022. "Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential," Global Finance Journal, Elsevier, vol. 53(C).

2. Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh, 2018. "Quantile hedge ratio for energy markets," Energy Economics, Elsevier, vol. 71(C), pages 253-272.

   Cited by:

   1. Thakur, Jagruti & Hesamzadeh, Mohammad Reza & Date, Paresh & Bunn, Derek, 2023. "Pricing and hedging wind power prediction risk with binary option contracts," Energy Economics, Elsevier, vol. 126(C).
   2. Amaro, Raphael & Pinho, Carlos & Madaleno, Mara, 2022. "Forecasting the Value-at-Risk of energy commodities: A comparison of models and alternative distribution functions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 77-101.
   3. Huilian Huang & Tao Xiong, 2023. "A good hedge or safe haven? The hedging ability of China's commodity futures market under extreme market conditions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(7), pages 968-1035, July.
   4. Furió, Dolores & Torró, Hipòlit, 2020. "Optimal hedging under biased energy futures markets," Energy Economics, Elsevier, vol. 88(C).
   5. Kuang, Wei, 2022. "The economic value of high-frequency data in equity-oil hedge," Energy, Elsevier, vol. 239(PA).
   6. Donald Lien & Ziling Wang & Xiaojian Yu, 2021. "Optimal quantile hedging under Markov regime switching," Empirical Economics, Springer, vol. 60(5), pages 2177-2201, May.
   7. Xianling Ren & Xinping Yu, 2024. "Hedging performance analysis of energy markets: Evidence from copula quantile regression," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 432-450, March.
   8. Wang, Yudong & Geng, Qianjie & Meng, Fanyi, 2019. "Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks," Energy, Elsevier, vol. 181(C), pages 815-826.
   9. Kumar, Satish & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Kang, Sang Hoon, 2019. "Correlations and volatility spillovers between oil, natural gas, and stock prices in India," Resources Policy, Elsevier, vol. 62(C), pages 282-291.
   10. Gu, Yimiao & Chen, Zhenxi & Lien, Donald & Luo, Meifeng, 2020. "Quantile hedge ratio for forward freight market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 138(C).
   11. Pan, Zhiyuan & Xiao, Dongli & Dong, Qingma & Liu, Li, 2022. "Structural breaks, macroeconomic fundamentals and cross hedge ratio," Finance Research Letters, Elsevier, vol. 47(PA).
   12. Yingying Xu & Donald Lien, 2020. "Optimal futures hedging for energy commodities: An application of the GAS model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(7), pages 1090-1108, July.

3. Peranginangin, Yessy & Ali, Akbar Z. & Brockman, Paul & Zurbruegg, Ralf, 2016. "The impact of foreign trades on emerging market liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 1-16.

   Cited by:

   1. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2018. "Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 161-181.
   2. Vo, Xuan Vinh, 2017. "Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 88-93.
   3. Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2017. "Research in finance: A review of influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 188-199.
   4. Naufa, Ahmad Maulin & Lantara, I Wayan Nuka & Lau, Wee-Yeap, 2019. "The impact of foreign ownership on return volatility, volume, and stock risks: Evidence from ASEAN countries," Economic Analysis and Policy, Elsevier, vol. 64(C), pages 221-235.
   5. Syamala, Sudhakara Reddy & Wadhwa, Kavita, 2019. "Foreign institutional investors’ trading and information dissemination in emerging markets: Further evidence," Research in International Business and Finance, Elsevier, vol. 49(C), pages 301-314.
   6. Cristiana Tudor, 2021. "Investors’ Trading Activity and Information Asymmetry: Evidence from the Romanian Stock Market," Risks, MDPI, vol. 9(8), pages 1-19, August.
   7. Ahmad Maulin Naufa & Mamduh M. Hanafi & I Wayan Nuka Lantara, 2021. "Foreign Ownership, Stock Performance-Risk, And Macroeconomic Factors In Asean Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 24(1), pages 151-168, March.
   8. Vo, Xuan Vinh, 2017. "Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam," Research in International Business and Finance, Elsevier, vol. 42(C), pages 986-991.
   9. Saqib Sharif, 2019. "How foreign investors influence stock markets? The Saudi Arabian experience," Middle East Development Journal, Taylor & Francis Journals, vol. 11(1), pages 105-123, January.
   10. Chung, Chien-Ping & Chien, Cheng-Yi & Huang, Chia-Hsin & Lee, Hsiu-Chuan, 2021. "Foreign institutional ownership and the effectiveness of technical analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 86-96.
   11. Xuan Vinh Vo, 2023. "Large Shareholders And Information Asymmetry In A Transition Economy €“ Evidence From Vietnam," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(05), pages 1551-1567, September.

More information

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Statistics

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Co-authorship network on CollEc

Corrections

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