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Robert I. Webb · Study

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Robert I. Webb

12 works· latest 2024· 1 institutionscluster: provisionalORCID 0000-0003-1714-5778

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i1012

Citations600

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Most cited in this library

ESG controversy as a potential asset-pricing factor2023 · 78 citations
The Impact of Co‐Location of Securities Exchanges' and Traders' Computer Servers on Market Liquidity2013 · 67 citations
Interest Rate Sensitivities of REIT Returns2003 · 61 citations
On the Intraday Relation Between the VIX and its Futures2015 · 55 citations
The price impact of futures trades and their intraday seasonality2016 · 52 citations

Works

12 shown

Financial contagion in cryptocurrency exchanges: Evidence from the FTT collapse

Finance research letters·2024·3 authors·Open access

28citations

ESG controversy as a potential asset-pricing factor

Finance research letters·2023·3 authors

78citations

Central bank digital currency: Payment choices and commercial bank profitability

International Review of Financial Analysis·2023·3 authors

33citations

Intelligent design: stablecoins (in)stability and collateral during market turbulence

Financial Innovation·2023·4 authors·Open access

51citations

Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach

Quantitative Finance·2018·3 authors

50citations

The price impact of futures trades and their intraday seasonality

Emerging Markets Review·2016·4 authors

52citations

Overseas market shocks and VKOSPI dynamics: A Markov-switching approach

Finance research letters·2015·3 authors

49citations

On the Intraday Relation Between the VIX and its Futures

Journal of Futures Markets·2015·3 authors·Open access

55citations

The Impact of Co‐Location of Securities Exchanges' and Traders' Computer Servers on Market Liquidity

Journal of Futures Markets·2013·3 authors

67citations

Asymmetric and negative return-volatility relationship: The case of the VKOSPI

Investment Analysts Journal·2012·3 authors

45citations

Interest Rate Sensitivities of REIT Returns

RePEc: Research Papers in Economics·2003·3 authors

61citations

The effect of market opening and closing on the volatility of eurodollar futures prices

Journal of Futures Markets·1994·2 authors

31citations