Niels Gormsen : Citation Profile

National Bureau of Economic Research (NBER) (1% share)
University of Chicago (99% share)

5

H index

3

i10 index

381

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 63
   Journals where Niels Gormsen has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 8 (2.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo953
   Updated: 2025-03-15    RAS profile: 2024-12-16    
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Relations with other researchers

Works with:

Huber, Kilian (5)

Lazarus, Eben (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Niels Gormsen.

Is cited by:

Yannelis, Constantine (8)

Zechner, Josef (7)

Pagano, Marco (7)

Caballero, Ricardo (6)

Davis, Steven (6)

Marfe, Roberto (6)

Baker, Scott (5)

Brzeszczynski, Janusz (5)

Thorbecke, Willem (4)

Colonnello, Stefano (4)

Acharya, Viral (4)

Cites to:

Campbell, John (22)

Cochrane, John (10)

Shiller, Robert (10)

Giglio, Stefano (8)

van Binsbergen, Jules (6)

koijen, ralph (6)

French, Kenneth (5)

Fama, Eugene (5)

Stambaugh, Robert (5)

Martin, Ian (4)

Marfe, Roberto (4)

Main data

Production by document typearticlepaper201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201820192020202120222023202405101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20182019202020212022202320240100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Niels Gormsen has published?

Journals with more than one article published# docs
Journal of Finance2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Niels Gormsen (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Banks 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.

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2024The 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.

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2024Risk 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.

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2024Monetary 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.

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2024Equity 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.

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2024Japans 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.

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2024Modeling 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.

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2024Do Deficits Cause Inflation? A High Frequency Narrative Approach. (2024). Hobler, Stephan ; Hazell, Jonathon. In: Discussion Papers. RePEc:cfm:wpaper:2439.

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2024Equity 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.

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2024Assessing 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.

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2024Institutional 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.

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2024How 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.

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2024Individual 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.

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2024Reprint: 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.

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2024A 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.

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2024Economic 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.

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2024Asymmetry, 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.

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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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2024Introducing 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.

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2024Leverage constraints and investors choice of underlyings. (2024). Pelster, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000700.

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2024Pandemic 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.

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2024Causal 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.

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2024Term 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.

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2024Asset 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.

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2024Navigating 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.

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2025Do 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.

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2025The 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.

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2024Measuring 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.

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2025A Stock Return Decomposition Using Observables. (2022). Vissing-Jorgensen, Annette ; Knox, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-14.

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2024The 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.

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2024.

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Works by Niels Gormsen:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Implied Dividend Volatility and Expected Growth In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article3
2023Financial Markets and the COVID-19 Pandemic In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
2020The Corona Virus, the Stock Market’s Response, and Growth Expectations In: Working Papers.
[Full Text][Citation analysis]		paper2
2021Time Variation of the Equity Term Structure In: Journal of Finance.
[Full Text][Citation analysis]		article30
2023Duration‐Driven Returns In: Journal of Finance.
[Full Text][Citation analysis]		article7
2018Betting Against Correlation: Testing Theories of the Low-Risk Effect In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper33
2020Betting 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
2020Coronavirus: Impact on Stock Prices and Growth Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper294
2020Coronavirus: 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
2024Climate capitalists In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Climate Capitalists.(2024) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Conditional risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
2022Selfish Corporations In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2024Selfish 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
2023Corporate Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2023Forward Return Expectations In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2024Sticky Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2024Firms Perceived Cost of Capital In: NBER Working Papers.
[Full Text][Citation analysis]		paper1

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