Robert A. Connolly : Citation Profile

University of Miami

14

H index

14

i10 index

1048

Citations

RESEARCH PRODUCTION:

34

Articles

3

Papers

RESEARCH ACTIVITY:

   38 years (1984 - 2022). See details.
   Cites by year: 27
   Journals where Robert A. Connolly has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 9 (0.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco795
   Updated: 2025-04-19    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert A. Connolly.

Is cited by:

GUPTA, RANGAN (14)

Christiansen, Charlotte (13)

Papadamou, Stephanos (12)

Kollias, Christos (11)

Hall, Bronwyn (11)

Bekaert, Geert (11)

Trajtenberg, Manuel (9)

Gil-Alana, Luis (9)

Jaffe, Adam (9)

Demirer, Riza (8)

Laroche, Patrice (8)

Cites to:

Bekaert, Geert (17)

Campbell, John (15)

Diebold, Francis (12)

Jagannathan, Ravi (12)

Piazzesi, Monika (11)

Rudebusch, Glenn (11)

French, Kenneth (10)

thesmar, david (8)

bloom, nicholas (8)

Sraer, David (7)

Bollerslev, Tim (7)

Main data

Production by document typepaperarticle198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202202040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents123456789101112131415160200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Robert A. Connolly has published?

Journals with more than one article published# docs
Economics Letters3
Journal of Quantitative Analysis in Sports3
Journal of Financial and Quantitative Analysis3
Journal of Money, Credit and Banking2
The Review of Economics and Statistics2
Journal of Futures Markets2
Journal of Empirical Finance2
Real Estate Economics2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 1999 / Society for Computational Economics2

Recent works citing Robert A. Connolly (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Empirical Study on the Factors Influencing Stock Market Volatility in China. (2025). Zhang, Jingchu. In: Papers. RePEc:arx:papers:2501.08668.

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2025The anatomy of a shock to residential real estate: the role of lending. (2025). Moktan, Sidharth ; Clarke, Liam ; Guin, Benjamin. In: Bank of England working papers. RePEc:boe:boeewp:1111.

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2024Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets. (2024). Chen, Weihua ; Mamon, Rogemar ; Zeng, Pingping ; Xiong, Heng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001463.

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2024Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475.

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2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

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2024The impacts of anti-organized crime on asset prices: Evidence from China. (2024). Li, Zhenjun ; Cheng, Maoyong. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000207.

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2024Effects of customer unionization on supplier relationships and supplier value. (2024). Kim, Hyemin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000501.

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2024Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic. (2024). Zhao, Ruoyun ; Armanious, Amir. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000255.

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2024Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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2024Leveraging corporate governance characteristics for stock crash risk assessment. (2024). Liu, Chuanren ; Guo, Yanhong ; Zhao, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005374.

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2024The VIXs term structure of individual active stocks. (2024). Shuval, Kerem ; Snunu, Iyad ; David, OR ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000667.

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2024Commonality in volatility among green, brown, and sustainable energy indices. (2024). Sensoy, Ahmet ; Palma, Alessia ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004148.

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2024How green screening influences risk transmission among stock-bond indices: Insight into the dependence structure. (2024). Pan, Zhijie ; Zheng, Yanting ; Xu, Dandan ; Wang, Ting. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011759.

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2024The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496.

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2024The volatility of stock investor returns. (2024). Zheng, Xin ; Dichev, Ilia D. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000454.

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2024Public sector unions and municipal debt. (2024). Gupta-Mukherjee, Swasti ; Mi, Hae. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000401.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques. (2024). Ding, Qian ; Zhang, Shishi ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002666.

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2024The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179.

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2024Size, value and volatility. (2024). Peterburgsky, Stanley. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:752-763.

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2024Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x.

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2024A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575.

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2024Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era. (2024). Ricciardi, Irene ; Muto, Valerio ; Turriziani, Lorenzo ; Landi, Giovanni Catello. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002386.

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2024Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy. (2024). Nong, Huifu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:567-580.

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2024Corporate Governance and Collateral Effect of Real Estate. (2024). Zhao, Daxuan. In: International Real Estate Review. RePEc:ire:issued:v:27:n:01:2024:p:117-138.

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2024Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds. (2024). Patlasov, Dmitry. In: Applied Econometrics. RePEc:ris:apltrx:0508.

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2024The great crypto crash in September 2018: why did the cryptocurrency market collapse?. (2024). Manahov, Viktor. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05575-0.

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2024Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events. (2024). Guo, Xiaochun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00514-1.

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2024Firms and Unions. (2024). Uras, Burak ; Sezer, Ayse Hazal. In: Discussion Paper. RePEc:tiu:tiucen:81a58c37-dd82-442d-aab1-b27f70a22ba1.

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2024The rapid growth of cryptocurrencies: How profitable is trading in digital money?. (2024). Manahov, Viktor. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2214-2229.

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Works by Robert A. Connolly:

Year  ↓Title  ↓Type  ↓Cited  ↓
2008Skill, Luck, and Streaky Play on the PGA Tour In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article5
1993THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article18
2003Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion In: Journal of Finance.
[Full Text][Citation analysis]		article58
2005MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS In: Journal of Financial Research.
[Full Text][Citation analysis]		article9
2018The Dynamics of REIT Pricing Efficiency In: Real Estate Economics.
[Full Text][Citation analysis]		article9
2022What happens during flight to safety: Evidence from public and private real estate markets In: Real Estate Economics.
[Full Text][Citation analysis]		article0
2009Dominance, Intimidation, and Choking on the PGA Tour In: Journal of Quantitative Analysis in Sports.
[Full Text][Citation analysis]		article0
2011Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf In: Journal of Quantitative Analysis in Sports.
[Full Text][Citation analysis]		article0
2012Tournament Selection Efficiency: An Analysis of the PGA TOURs FedExCup In: Journal of Quantitative Analysis in Sports.
[Full Text][Citation analysis]		article2
1989An Examination of the Robustness of the Weekend Effect In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article143
2005Stock Market Uncertainty and the Stock-Bond Return Relation In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article317
2014The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article25
2000Evidence on the Economics of Equity Return Volatility Clustering In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper0
1985A note on the statistical properties of aggregate q measures In: Economics Letters.
[Full Text][Citation analysis]		article0
1988Market value and patents : A Bayesian approach In: Economics Letters.
[Full Text][Citation analysis]		article26
1990Firm size and R&D effectiveness : A value-based test In: Economics Letters.
[Full Text][Citation analysis]		article3
1991A posterior odds analysis of the weekend effect In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
2006Information content and other characteristics of the daily cross-sectional dispersion in stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2018Macroeconomic uncertainty and the distant forward-rate slope In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2007Commonality in the time-variation of stock-stock and stock-bond return comovements In: Journal of Financial Markets.
[Full Text][Citation analysis]		article90
2015Equity volatility as a determinant of future term-structure volatility In: Journal of Financial Markets.
[Full Text][Citation analysis]		article6
1985The intertemporal behavior of economic profits In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article6
1988Concentration and profits: A test of the accounting bias hypothesis In: Journal of Accounting and Public Policy.
[Full Text][Citation analysis]		article0
2022Do real estate values boost corporate borrowing? Evidence from contract-level data In: Journal of Financial Economics.
[Full Text][Citation analysis]		article6
2003International equity market comovements: Economic fundamentals or contagion? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article94
2012What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isnt) In: Interfaces.
[Full Text][Citation analysis]		article1
1989Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article7
2007Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields In: Journal of Money, Credit and Banking.
[Citation analysis]		article8
2007Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields.(2007) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2021Economic-State Variation in Uncertainty-Yield Dynamics In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article2
1987Do Unions Capture Monopoly Profits? In: ILR Review.
[Full Text][Citation analysis]		article17
1999Cointegration Modeling of Expected Exchange Rates In: Computing in Economics and Finance 1999.
[Citation analysis]		paper0
1999Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility In: Computing in Economics and Finance 1999.
[Citation analysis]		paper7
1984R&D, Market Structure, and Profits: A Value-Based Approach. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article22
1986Union Rent Seeking, Intangible Capital, and Market Value of the Firm. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article102
2010Regime‐switching in stock index and Treasury futures returns and measures of stock market stress In: Journal of Futures Markets.
[Full Text][Citation analysis]		article15
2022Beta and size equity premia following a high‐VIX threshold In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team