Details about Simon Jurkatis

Access statistics for papers by Simon Jurkatis.

Last updated 2026-05-10. Update your information in the RePEc Author Service.

Short-id: pju112

Working Papers

2025

1. Investors as a Liquidity Backstop in Corporate Bond Markets
   Working Papers, HAL
   Also in HEC Research Papers Series, HEC Paris (2025)
   Bank of England working papers, Bank of England (2025)

2024

2. An approach to cleaning MiFID II corporate bond transaction reports
   Bank of England working papers, Bank of England View citations (3)
3. Nonstandard Errors
   Post-Print, HAL View citations (5)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024) View citations (5)
   Working Papers, Lund University, Department of Economics (2021)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   Post-Print, HAL (2024) View citations (3)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2024) View citations (3)
   Bank of England working papers, Bank of England (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) View citations (20) (2024)
4. Relationship Discounts in Corporate Bond Trading
   CEPR Discussion Papers, Centre for Economic Policy Research
   Also in BIS Working Papers, Bank for International Settlements (2023)
   Bank of England working papers, Bank of England (2023) View citations (1)

2022

5. Why you should not use the LSV herding measure
   Bank of England working papers, Bank of England

2020

6. Inferring trade directions in fast markets
   Bank of England working papers, Bank of England
   See also Journal Article Inferring trade directions in fast markets, Journal of Financial Markets, Elsevier (2022) View citations (3) (2022)

2016

7. When do investors really herd?
   VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association

2014

8. Gini decompositions and Gini elasticities: On measuring the importance of income sources and population subgroups for income inequality
   Discussion Papers, Free University Berlin, School of Business & Economics View citations (4)
9. Information risk, market stress and institutional herding in financial markets: New evidence through the lens of a simulated model
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
10. Institutional herding in financial markets: New evidence through the lens of a simulated model
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (4)

2013

11. Herding in financial markets: Bridging the gap between theory and evidence
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2012

12. Correlated trades and herd behavior in the stock market
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

Undated

13. Dos and Don'ts of Gini Decompositions
    BDPEMS Working Papers, Berlin School of Economics View citations (3)

Journal Articles

2024

1. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (20)
   See also Working Paper Nonstandard Errors, Post-Print (2024) View citations (5) (2024)

2022

2. Inferring trade directions in fast markets
   Journal of Financial Markets, 2022, 58, (C) View citations (3)
   See also Working Paper Inferring trade directions in fast markets, Bank of England working papers (2020) (2020)