5
H index
3
i10 index
381
Citations
National Bureau of Economic Research (NBER) (1% share) | 5 H index 3 i10 index 381 Citations RESEARCH PRODUCTION: 8 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Niels Gormsen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 2 |
Journal of Financial Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 7 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Banks operational resilience during pandemics. (2024). Ferri, Giovanni ; Vacca, Valerio ; Pesic, Valerio ; Orame, Andrea ; Demma, Cristina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_833_24. Full description at Econpapers || Download paper |
2024 | The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972. Full description at Econpapers || Download paper |
2024 | Risk analysis of Spanish companies. (2024). Fernandezmartin, Miguel ; Vallelado, Eleuterio ; Rodriguezsanz, Juan Antonio. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:76-91. Full description at Econpapers || Download paper |
2024 | Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753. Full description at Econpapers || Download paper |
2024 | Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196. Full description at Econpapers || Download paper |
2024 | Japans Economy and Prices over the Past 25 Years: Past Discussions and Recent Issues. (2024). Hogen, Yoshihiko ; Fukunaga, Ichiro ; Ueno, Yoichi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e14. Full description at Econpapers || Download paper |
2024 | Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5. Full description at Econpapers || Download paper |
2024 | Do Deficits Cause Inflation? A High Frequency Narrative Approach. (2024). Hobler, Stephan ; Hazell, Jonathon. In: Discussion Papers. RePEc:cfm:wpaper:2439. Full description at Econpapers || Download paper |
2024 | Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Pratap, Bhanu ; Sengupta, Rajeswari ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112. Full description at Econpapers || Download paper |
2024 | Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Liu, LU ; Liao, LI ; Chen, Zhuo ; Wang, Zhengwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336. Full description at Econpapers || Download paper |
2024 | Institutional quarantine and economic preferences: Experimental evidence from China. (2024). Niu, Xiaofei ; Cao, Qian ; Li, Jianbiao ; Zhang, Yanan. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001408. Full description at Econpapers || Download paper |
2024 | How did small business respond to unexpected shocks? Evidence from a natural experiment in China. (2024). Chen, Muzi ; Huang, Difang ; Zhou, YE ; Yang, Xiaoguang ; Wang, Yunlong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001773. Full description at Econpapers || Download paper |
2024 | Individual investment adaptations to COVID-19 lockdowns. (2024). Chen, Zixuan ; Wang, Bin ; Huang, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001948. Full description at Econpapers || Download paper |
2024 | Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic. (2024). Zeng, Mudong ; Liu, Jingyuan ; Guo, XU. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003664. Full description at Econpapers || Download paper |
2024 | A consumption-based term structure model of bonds and equity. (2024). Suzuki, Masataka. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002424. Full description at Econpapers || Download paper |
2024 | Economic policy uncertainty and dividend policy: Insight from private firms. (2024). Park, Kunsu ; Choi, Young Mok. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006240. Full description at Econpapers || Download paper |
2024 | Asymmetry, earnings announcements, and the beta-return relation. (2024). faff, robert ; Kim, Young-Mee ; Lee, Deok-Hyeon ; Min, Byoung-Kyu. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009723. Full description at Econpapers || Download paper |
2024 | Changes 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. Full description at Econpapers || Download paper |
2024 | Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027. Full description at Econpapers || Download paper |
2024 | Leverage constraints and investors choice of underlyings. (2024). Pelster, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000700. Full description at Econpapers || Download paper |
2024 | Pandemic tail risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001717. Full description at Econpapers || Download paper |
2024 | Causal effects of closing businesses in a pandemic. (2024). Sauvagnat, Julien ; Grassi, Basile ; Bonelli, Maxime ; Barrot, Jean-Noel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000175. Full description at Econpapers || Download paper |
2024 | Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x. Full description at Econpapers || Download paper |
2024 | Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334. Full description at Econpapers || Download paper |
2024 | Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994. Full description at Econpapers || Download paper |
2025 | Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842. Full description at Econpapers || Download paper |
2025 | The COVID-19 pandemic and feedback trading dynamics: Unveiling global patterns. (2025). Huang, Ya-Ling ; Chen, Chan-Shin ; Lee, Yen-Hsien ; Tang, Chia-Hsien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004318. Full description at Econpapers || Download paper |
2024 | Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417. Full description at Econpapers || Download paper |
2025 | A Stock Return Decomposition Using Observables. (2022). Vissing-Jorgensen, Annette ; Knox, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-14. Full description at Econpapers || Download paper |
2024 | The Impact of Covid-19 on Earnings Management: Empirical Evidence from Vietnam. (2024). Khanh, Nguyen Ngoc ; Dang, Anh Tuan. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241266974. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2021 | Implied Dividend Volatility and Expected Growth In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 3 |
2023 | Financial Markets and the COVID-19 Pandemic In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
2020 | The Corona Virus, the Stock Market’s Response, and Growth Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Time Variation of the Equity Term Structure In: Journal of Finance. [Full Text][Citation analysis] | article | 30 |
2023 | Duration‐Driven Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 7 |
2018 | Betting Against Correlation: Testing Theories of the Low-Risk Effect In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
2020 | Betting against correlation: Testing theories of the low-risk effect.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2020 | Coronavirus: Impact on Stock Prices and Growth Expectations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 294 |
2020 | Coronavirus: Impact on Stock Prices and Growth Expectations.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 294 | paper | |
Coronavirus: Impact on Stock Prices and Growth Expectations.() In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 294 | article | ||
2024 | Climate capitalists In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | Climate Capitalists.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Conditional risk In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
2022 | Selfish Corporations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2024 | Selfish Corporations.(2024) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | ||
2023 | Corporate Discount Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Forward Return Expectations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2024 | Sticky Discount Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Firms Perceived Cost of Capital In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team