Geoffrey Ngene

Geoffrey Ngene

Mercer University

H-index: 13

North America-United States

About Geoffrey Ngene

Geoffrey Ngene, With an exceptional h-index of 13 and a recent h-index of 12 (since 2020), a distinguished researcher at Mercer University, specializes in the field of Real Estate, Sovereign CDS, Long memory, Volatility Modeling, Asset Pricing.

His recent articles reflect a diverse array of research interests and contributions to the field:

Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis

Herding in international REITs markets around the COVID-19 pandemic

An Investigation of the Predictability of Uncertainty Indices on Bitcoin Returns

How are policy uncertainty, real economy, and financial sector connected?

Impact of housing price uncertainty on herding behavior: evidence from UK’s regional housing markets

Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning

The heterogeneous impact of temperature growth on real house price returns across the US states

Stock returns, trading volume, and volatility: The case of African stock markets

Geoffrey Ngene Information

University

Position

Associate Professor of Financial Economics

Citations(all)

439

Citations(since 2020)

325

Cited By

206

hIndex(all)

13

hIndex(since 2020)

12

i10Index(all)

16

i10Index(since 2020)

13

Email

University Profile Page

Mercer University

Google Scholar

View Google Scholar Profile

Geoffrey Ngene Skills & Research Interests

Real Estate

Sovereign CDS

Long memory

Volatility Modeling

Asset Pricing

Top articles of Geoffrey Ngene

Title

Journal

Author(s)

Publication Date

Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis

International Review of Economics & Finance

Geoffrey M Ngene

Jinghua Wang

2024/1/1

Herding in international REITs markets around the COVID-19 pandemic

Research in International Business and Finance

Keagile Lesame

Geoffrey Ngene

Rangan Gupta

Elie Bouri

2024/1/1

An Investigation of the Predictability of Uncertainty Indices on Bitcoin Returns

Journal of Risk and Financial Management

Jinghua Wang

Geoffrey M Ngene

Yan Shi

Ann Nduati Mungai

2023/10/23

How are policy uncertainty, real economy, and financial sector connected?

Economic Modelling

Geoffrey M Ngene

Kenneth A Tah

2023/6/1

Impact of housing price uncertainty on herding behavior: evidence from UK’s regional housing markets

Journal of Housing and the Built Environment

Geoffrey M Ngene

Rangan Gupta

2023/6

Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning

Accounting & Finance

Geoffrey M Ngene

Jinghua Wang

2023

The heterogeneous impact of temperature growth on real house price returns across the US states

Reneé Van Eyden

Geoffrey Ngene

Oğuzhan Çepni

Rangan Gupta

2022

Stock returns, trading volume, and volatility: The case of African stock markets

International Review of Financial Analysis

Geoffrey M Ngene

Ann Nduati Mungai

2022/7/1

What drives dynamic connectedness of the US equity sectors during different business cycles?

The North American Journal of Economics and Finance

Geoffrey M Ngene

2021/11/1

Oil and sovereign credit risk: asymmetric nonlinear dynamic interactions

Emerging Markets Finance and Trade

Geoffrey Ngene

Jinghua Wang

M Kabir Hassan

Ivan Julio

Jung-Suk Yu

2021/5/28

Dynamic linkages between US and Eurodollar interest rates: new evidence from causality in quantiles

Journal of Economics and Finance

Kenneth A Tah

Geoffrey Ngene

2021/1

Overreaction in the REITs market: new evidence from quantile autoregression approach

Journal of Risk and Financial Management

Geoffrey M Ngene

Catherine Anitha Manohar

Ivan F Julio

2020/11/15

Does Bitcoin still own the dominant power? An intraday analysis

International Review of Financial Analysis

Jinghua Wang

Geoffrey M Ngene

2020/10/1

See List of Professors in Geoffrey Ngene University(Mercer University)