Stephen F. LeRoy : Citation Profile


Are you Stephen F. LeRoy?

University of California-Santa Barbara (UCSB)

16

H index

23

i10 index

1682

Citations

RESEARCH PRODUCTION:

57

Articles

19

Papers

2

Books

RESEARCH ACTIVITY:

   49 years (1973 - 2022). See details.
   Cites by year: 34
   Journals where Stephen F. LeRoy has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 9 (0.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple714
   Updated: 2023-01-28    RAS profile: 2022-07-18    
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Relations with other researchers


Works with:

Singhania, Rish (2)

Lansing, Kevin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen F. LeRoy.

Is cited by:

Lansing, Kevin (23)

Shiller, Robert (23)

Campbell, John (19)

Zha, Tao (12)

Hoover, Kevin (12)

Kilian, Lutz (12)

Leeper, Eric (11)

Ross, Stephen (10)

Masih, Abul (10)

Werner, Jan (10)

McAleer, Michael (8)

Cites to:

Lansing, Kevin (11)

Shiller, Robert (9)

Campbell, John (7)

Shleifer, Andrei (7)

Gerardi, Kristopher (6)

Willen, Paul (6)

Mankiw, N. Gregory (5)

Cochrane, John (5)

West, Kenneth (4)

Lee, Do (4)

PUY, Damien (4)

Main data


Where Stephen F. LeRoy has published?


Journals with more than one article published# docs
American Economic Review6
FRBSF Economic Letter6
Economic Theory4
Journal of Finance4
Economics Letters3
International Economic Review3
Economics Bulletin3
The Journal of Business3
Journal of Monetary Economics2
Journal of Urban Economics2
Contemporary Economics2
Economics and Philosophy2
Journal of Economic Theory2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
University of California at Santa Barbara, Economics Working Paper Series / Department of Economics, UC Santa Barbara3
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)3

Recent works citing Stephen F. LeRoy (2022 and 2021)


YearTitle of citing document
2021.

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2021Long-run stability of money demand and monetary policy: the case of Algeria. (2021). Boucekkine, Raouf ; Laksaci, Mohammed ; Touati-Tliba, Mohamed. In: AMSE Working Papers. RePEc:aim:wpaimx:2104.

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2022Market Impact: Empirical Evidence, Theory and Practice. (2022). Said, Emilio. In: Papers. RePEc:arx:papers:2205.07385.

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

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2022Limit Orders and Knightian Uncertainty. (2022). Kuzmics, Christoph ; Greinecker, Michael. In: Papers. RePEc:arx:papers:2208.10804.

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2021The Limits to Local Insurance. (2021). Milan, Pau ; GIERLINGER, Johannes . In: Working Papers. RePEc:bge:wpaper:1293.

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2022Compact development and preferences for social mixing in location choices: Results from revealed preferences in Santiago, Chile. (2022). Hurtubia, Ricardo ; Cox, Tomas. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:1:p:246-269.

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2021Ownership competence. (2021). Zenger, Todd ; Zellweger, Thomas ; Lien, Lasse B ; Klein, Peter G ; Foss, Nicolai J. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:2:p:302-328.

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2021Terms-of-trade shocks are not all alike. (2021). Petrella, Ivan ; Juvenal, Luciana ; Dipace, Federico ; di Pace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:0901.

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2021Micro-geographic property price and rent indices. (2021). Seidel, Tobias ; Heblich, Stephan ; Ahlfeldt, Gabriel M. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1782.

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2021Micro-Geographic Property Price and Rent Indices. (2021). Seidel, Tobias ; Heblich, Stephan ; Ahlfeldt, Gabriel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9187.

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2021Access to transportation, residential segregation, and economic opportunity. (2021). Yilmaz, Kuzey ; Yesilirmak, Muharrem. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_012.

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2021Long-run stability of money demand and monetary policy: the case of Algeria. (2021). Boucekkine, Raouf ; Touati-Tliba, M ; Laksaci, M. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021001.

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2022Measuring market efficiency: The Shannon entropy of high-frequency financial time series. (2022). Marmi, Stefano ; Mazzarisi, Piero ; Shternshis, Andrey. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006130.

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2022Car restriction policies and housing markets. (2022). Lyu, Xueying. In: Journal of Development Economics. RePEc:eee:deveco:v:156:y:2022:i:c:s0304387822000268.

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2022The stock implied volatility and the implied dividend volatility. (2022). Tunaru, Radu ; Quaye, Enoch. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002116.

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2021A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x.

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2021A review of public transport economics. (2021). Tirachini, Alejandro ; Horcher, Daniel. In: Economics of Transportation. RePEc:eee:ecotra:v:25:y:2021:i:c:s2212012221000010.

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2021Public transport and urban structure. (2021). Silva, Hugo E. ; Navarro, Matias ; Basso, Leonardo J. In: Economics of Transportation. RePEc:eee:ecotra:v:28:y:2021:i:c:s2212012221000356.

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2022New evidence on market response to public announcements in the presence of microstructure noise. (2022). Irwin, Scott ; Garcia, Philip ; Serra, Teresa ; Bian, Siyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:785-800.

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2022Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163.

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2022Stock market bubbles and anti-bubbles. (2022). Henriksson, Roy ; Sakoulis, Georgios ; Tarlie, Martin B. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302138.

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2022Can energy predict the regional prices of carbon emission allowances in China?. (2022). Guo, Li-Yang ; Feng, Chao ; Yang, Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001715.

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2022Information acquisition and asset price volatility. (2022). Baek, Seungjun. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002932.

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2022How to identify the different phases of stock market bubbles statistically?. (2022). Horvath, Lajos ; Liu, Zhenya. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100369x.

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2022Speculation, money supply and price indeterminacy in financial markets: An experimental study. (2022). Sunder, Shyam ; Stockl, Thomas ; Huber, Juergen ; Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1275-1296.

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2021The GDP-Temperature relationship: Implications for climate change damages. (2021). Prest, Brian C ; Newell, Richard G ; Sexton, Steven E. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:108:y:2021:i:c:s0095069621000280.

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2021Snowballing private information. (2021). Woolnough, Chris ; Sadzik, Tomasz. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001502.

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2022Informed speculation with k-level reasoning. (2022). Zhou, Hang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121002015.

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2022Sharing idiosyncratic risk even though prices are “wrong”. (2022). Roy, Nilanjan ; Riyanto, Yohanes E ; Halim, Edward. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121002179.

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2022Launching with a parachute: The gig economy and new business formation. (2022). Yi, Hanyi ; Hochberg, Yael V ; Barrios, John M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:22-43.

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2021The price of access to jobs: Bid-function envelopes for commuting costs?. (2021). Yinger, John. In: Journal of Housing Economics. RePEc:eee:jhouse:v:51:y:2021:i:c:s1051137720300784.

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2021Residential mobility and persistent neighborhood deprivation. (2021). Egsgaard-Pedersen, Aske ; Boje-Kovacs, Bence ; Weatherall, Cecilie D. In: Journal of Housing Economics. RePEc:eee:jhouse:v:53:y:2021:i:c:s1051137721000231.

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2021Counterfactual shock in energy commodities affects stock market dynamics: Evidence from the United States. (2021). Sarkodie, Samuel Asumadu ; Ahmed, Maruf Yakubu. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000982.

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2021Urban growth shadows. (2021). Rappaport, Jordan ; Desmet, Klaus ; Cuberes, David. In: Journal of Urban Economics. RePEc:eee:juecon:v:123:y:2021:i:c:s0094119021000164.

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2021The local labour market effects of light rail transit. (2021). Tyndall, Justin. In: Journal of Urban Economics. RePEc:eee:juecon:v:124:y:2021:i:c:s0094119021000322.

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2021Cities, lights, and skills in developing economies. (2021). Dingel, Jonathan ; Davis, Donald R ; Miscio, Antonio. In: Journal of Urban Economics. RePEc:eee:juecon:v:125:y:2021:i:c:s0094119019300439.

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2021Metropolitan areas in the world. Delineation and population trends. (2021). Veneri, Paolo ; Schiavina, Marcello ; Moreno-Monroy, Ana I. In: Journal of Urban Economics. RePEc:eee:juecon:v:125:y:2021:i:c:s0094119020300139.

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2021New urban challenges: Shared spaces in smart places – Overview and positioning. (2021). Nijkamp, Peter ; KOURTIT, KARIMA ; Glaeser, Edward. In: Land Use Policy. RePEc:eee:lauspo:v:111:y:2021:i:c:s0264837721003951.

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2021Endogenous forecast switching near the zero lower bound. (2021). Lansing, Kevin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:153-169.

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2021The impact of public transport expansions on informality: The case of the São Paulo Metropolitan Region. (2021). RAMOS, FREDERICO ROMAN ; Moreno-Monroy, Ana I. In: Research in Transportation Economics. RePEc:eee:retrec:v:88:y:2021:i:c:s0739885920301268.

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2022A systematic idea generation approach for developing a new technology: Application of a socio-technical transition system. (2022). Yoon, Byungun ; Kim, Sunhye ; Lee, Keeeun. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:176:y:2022:i:c:s0040162521008623.

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2021Managing surges in online demand using bandwidth throttling: An optimal strategy amid the COVID-19 pandemic. (2021). Perera, Sandun ; Gupta, Varun. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:151:y:2021:i:c:s1366554521001113.

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2021Micro-geographic property price and rent indices. (2021). Seidel, Tobias ; Heblich, Stephan ; Ahlfeldt, Gabriel M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113922.

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2023Micro-geographic property price and rent indices. (2022). Seidel, Tobias ; Heblich, Stephan ; Ahlfeldt, Gabriel M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116649.

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2022.

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2021.

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2022The Effects of Public Investment on Sustainable Economic Growth: Empirical Evidence from Emerging Countries in Central and Eastern Europe. (2022). Dobrot, Dan ; Ocolianu, Andreea. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8721-:d:864289.

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2022Modeling the impact of transportation on urban segregation and unemployment. (2022). Kilani, Moez ; Juste, Nicolas. In: Post-Print. RePEc:hal:journl:hal-03738609.

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2022Market Impact: Empirical Evidence, Theory and Practice. (2022). Said, Emilio. In: Working Papers. RePEc:hal:wpaper:hal-03668669.

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2022Structural Change, Land Use and Urban Expansion. (2022). Teignier, Marc ; Oswald, Florian ; Coeurdacier, Nicolas. In: Working Papers. RePEc:hal:wpaper:hal-03799549.

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2021Structural Change, Land Use and Urban Expansion. (2021). Teignier, Marc ; Oswald, Florian ; Coeurdacier, Nicolas. In: Working Papers. RePEc:hal:wpaper:hal-03812819.

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2021Long-run stability of money demand and monetary policy: the case of Algeria. (2021). Boucekkine, Raouf ; Touati-Tliba, Mohamed ; Laksaci, Mohammed. In: Working Papers. RePEc:hal:wpaper:halshs-03120699.

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2021.

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2022Some properties of portfolios constructed from principal components of asset returns. (2022). Severini, Thomas A. In: Annals of Finance. RePEc:kap:annfin:v:18:y:2022:i:4:d:10.1007_s10436-022-00412-z.

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2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

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2021Participation in risk sharing under ambiguity. (2021). Werner, Jan. In: Theory and Decision. RePEc:kap:theord:v:90:y:2021:i:3:d:10.1007_s11238-020-09787-9.

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2022Residential relocations and changes in vehicle ownership. (2022). Schouten, Andrew. In: Transportation. RePEc:kap:transp:v:49:y:2022:i:1:d:10.1007_s11116-021-10167-7.

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2022Zoomers and Boomers: Asset Prices and Intergenerational Inequality. (2022). Farmer, Roger. In: NBER Working Papers. RePEc:nbr:nberwo:30419.

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2021.

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2021Uncertainty, sentiments and time-varying risk premia. (2021). Berardi, Michele. In: MPRA Paper. RePEc:pra:mprapa:106922.

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2021Identifying Phases of Ebullience in EFTA Stock Markets. (2021). Ahmed, Mumtaz ; Ullah, Irfan. In: MPRA Paper. RePEc:pra:mprapa:109633.

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2021Are Real Estate Prices Evolving into an Asset Price Bubble?. (2021). Kloppenburg, Wolfgang. In: ACTA VSFS. RePEc:prf:journl:v:15:y:2021:i:1:p:36-48.

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2022Excess Volatility and Costly Arbitrage in Exchange Traded Funds (ETFs): Evidence from India. (2022). Tripathi, Vanita ; Sethi, Aakanksha. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:2:p:334-353.

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2022The Intersubjective Markets Hypothesis. (2022). Bocher, Romain. In: Journal of Interdisciplinary Economics. RePEc:sae:jinter:v:34:y:2022:i:1:p:35-50.

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2021Bubble Detection in Housing Market: Evidence From a Developing Country. (2021). Jawaid, Syed Tehseen ; Khalil, Samina ; Ahmed, Rafiq. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006690.

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2022Does housing policy impact income sorting near urban amenities? Evidence from Vienna, Austria. (2022). Klaiber, Allen H ; Morawetz, Ulrich B. In: The Annals of Regional Science. RePEc:spr:anresc:v:69:y:2022:i:2:d:10.1007_s00168-022-01142-w.

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2022Forecasting financial time series with Boltzmann entropy through neural networks. (2022). Santoro, Domenico ; Grilli, Luca. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:4:d:10.1007_s10287-022-00430-2.

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2021Residual contagion in emerging markets: ‘herd’ and ‘alarm’ effects in informatization. (2021). Lei, Yuliang ; Yang, Shenggang ; Fang, Min. In: Electronic Commerce Research. RePEc:spr:elcore:v:21:y:2021:i:3:d:10.1007_s10660-019-09350-x.

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2021Afriat and arbitrage. (2021). Beggs, Alan. In: Economic Theory Bulletin. RePEc:spr:etbull:v:9:y:2021:i:2:d:10.1007_s40505-021-00208-w.

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2021Efficiency in cryptocurrency markets: new evidence. (2021). Arguedas, Raquel ; Muela, Sonia Benito ; Lopez-Martin, Carmen. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00182-5.

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2022Financial intermediation and the welfare theorems in incomplete markets. (2022). Zierhut, Michael ; Hens, Thorsten ; Bettzuge, Marc Oliver. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-020-01294-w.

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2021Robust Arbitrage Conditions for Financial Markets. (2021). Zhang, Shuzong ; Singh, Derek. In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:3:d:10.1007_s43069-021-00073-0.

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2022On the evolutionary stability of the sentiment investor. (2022). Giachini, Daniele ; Bottazzi, Giulio ; Antico, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2022/09.

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2021Will urban air mobility fly? The efficiency and distributional impacts of UAM in different urban spatial structures. (2021). de Groot, Henri ; Verhoef, Erik T ; Straubinger, Anna. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210021.

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2021Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors. (2021). Schaumburg, Julia ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210056.

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2021Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices. (2021). Ahn, Keunbae. In: PhD Thesis. RePEc:uts:finphd:1-2021.

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2021Viability and Arbitrage Under Knightian Uncertainty. (2021). Soner, Mete H ; Riedel, Frank ; Burzoni, Matteo. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:3:p:1207-1234.

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2022Bubble tests in the London housing market: A borough level analysis. (2022). Alexakis, Panayotis ; Dotsis, George ; Petris, Panagiotis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1044-1063.

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2021Is idiosyncratic risk conditionally priced?. (2021). Mehra, Rajnish ; Xie, Daruo ; Wahal, Sunil. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:625-646.

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2022Cybersecurity and financial stability. (2022). Gai, Prasanna ; Duley, Chanelle ; Anand, Kartik. In: Discussion Papers. RePEc:zbw:bubdps:082022.

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Works by Stephen F. LeRoy:


YearTitleTypeCited
1978Determining the Monetary Instrument: A Diagrammatic Exposition. In: American Economic Review.
[Full Text][Citation analysis]
article3
1978Determining the monetary instrument: a diagrammatic exposition.(1978) In: Special Studies Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
1981Identification and Estimation of Money Demand. In: American Economic Review.
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article75
1984Efficiency and the Variability of Asset Prices. In: American Economic Review.
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article11
1984Econometric Policy Evaluation: Note. In: American Economic Review.
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article45
1986What Will Take the Con Out of Econometrics? A Reply Identification andEstimation of Money Demand. In: American Economic Review.
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article2
1992Stock Price Volatility: Tests Based on the Geometric Random Walk. In: American Economic Review.
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article20
1989Efficient Capital Markets and Martingales. In: Journal of Economic Literature.
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article141
1976Efficient Capital Markets: Comment. In: Journal of Finance.
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article25
1982 Expectations Models of Asset Prices: A Survey of Theory. In: Journal of Finance.
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article16
1986 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition. In: Journal of Finance.
[Full Text][Citation analysis]
article11
1987 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum. In: Journal of Finance.
[Citation analysis]
article0
1992Bublles and Charges. In: Carleton Economic Papers.
[Citation analysis]
paper40
1992Bubbles and Charges..(1992) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
article
1991On the Arbitrage Pricing Theory. In: Carleton Economic Papers.
[Citation analysis]
paper12
1991On the Arbitrage Pricing Theory..(1991) In: Economic Theory.
[Citation analysis]
This paper has another version. Agregated cites: 12
article
1990The Arbitrage Pricing Theory: A Geometric Interpretation. In: Carleton Economic Papers.
[Citation analysis]
paper0
1991Econometric Aspects of the Variance-Bound Tests: A Survey. In: Carleton Economic Papers.
[Citation analysis]
paper28
1991Econometric Aspects of the Variance-Bounds Tests: A Survey..(1991) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
article
2001Liquidity and Liquidation In: University of California at Santa Barbara, Economics Working Paper Series.
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paper2
2007Liquidity and Liquidation.(2007) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2019Causal Inference In: University of California at Santa Barbara, Economics Working Paper Series.
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paper0
2001Infinite Portfolios In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2014Principles of Financial Economics In: Cambridge Books.
[Citation analysis]
book24
2014Principles of Financial Economics.(2014) In: Cambridge Books.
[Citation analysis]
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book
2016IMPLEMENTATION-NEUTRAL CAUSATION In: Economics and Philosophy.
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article0
2018IMPLEMENTATION NEUTRALITY AND TREATMENT EVALUATION In: Economics and Philosophy.
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article0
2003Expected utility: a defense In: Economics Bulletin.
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article0
2004Bubbles and the Intertemporal Government Budget Constraint In: Economics Bulletin.
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