David Olivier Lucca : Citation Profile

Federal Reserve Bank of New York

12

H index

15

i10 index

967

Citations

RESEARCH PRODUCTION:

8

Articles

49

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 53
   Journals where David Olivier Lucca has often published
   Relations with other researchers
   Recent citing documents: 107.    Total self citations: 11 (1.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu378
   Updated: 2025-12-20    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Wright, Jonathan (3)

Vickery, James (2)

Crump, Richard (2)

Fuster, Andreas (2)

Giannone, Domenico (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David Olivier Lucca.

Is cited by:

Peydro, Jose-Luis (34)

Altavilla, Carlo (20)

Smets, Frank (20)

Boucinha, Miguel (20)

Fuster, Andreas (18)

Ongena, Steven (16)

Hubert, Paul (13)

Willen, Paul (12)

Romelli, Davide (12)

Repullo, Rafael (11)

Suarez, Javier (11)

Cites to:

Seru, Amit (19)

Trebbi, Francesco (15)

Gürkaynak, Refet (14)

KRISHNAMURTHY, ARVIND (12)

Swanson, Eric (12)

Vickery, James (11)

Rochet, Jean (10)

Campbell, John (9)

Wright, Jonathan (9)

Hirtle, Beverly (9)

Willen, Paul (8)

Main data

Where David Olivier Lucca has published?

Journals with more than one article published# docs
Economic Policy Review2
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York23
Staff Reports / Federal Reserve Bank of New York11
NBER Working Papers / National Bureau of Economic Research, Inc6

Recent works citing David Olivier Lucca (2025 and 2024)

YearTitle of citing document
2025Market-Wide Predictable Price Pressure. (2025). Hartzmark, Samuel M ; Solomon, David H. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:9:p:3171-3213.

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2024The Principle of Cost-Based Supervision in Practice. (2024). Dumlao, Luis. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:13:y:2024:i:2:p:1-19.

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2025Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970.

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2024Fundamentals of Perpetual Futures. (2024). von Wachter, Victor ; He, Songrun ; Ross, Omri ; Manela, Asaf. In: Papers. RePEc:arx:papers:2212.06888.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025Ornithologist: Towards Trustworthy Reasoning about Central Bank Communications. (2025). Eu, Dominic Zaun. In: Papers. RePEc:arx:papers:2505.09083.

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2025Does FOMC Tone Really Matter? Statistical Evidence from Spectral Graph Network Analysis. (2025). Choi, Jaeho ; Chung, Seyoung ; Kim, Jaewon ; Lee, Yoonsoo. In: Papers. RePEc:arx:papers:2510.02705.

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2025Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation. (2025). Simsek, Yasin. In: Papers. RePEc:arx:papers:2510.12911.

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2025Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication.. (2025). Fernndez-Fuertes, Rubn. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25257.

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2024Unintended Consequences of the Home Affordable Refinance Program. (2024). Tian, Phoebe ; Zheng, Chen. In: Staff Working Papers. RePEc:bca:bocawp:24-11.

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2024Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?. (2024). Van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Working Papers Series. RePEc:bcb:wpaper:590.

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2024Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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2025The disciplining effect of bank supervision: evidence from SupTech. (2025). Degryse, Hans ; Nazar, Bernardus F ; Huylebroek, Cdric. In: BIS Working Papers. RePEc:bis:biswps:1256.

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2024“Long GFC”? The global financial crisis, health care, and COVID‐19 deaths. (2024). Wagner, Alexander ; Ongena, Steven ; Moreno, Antonio ; Veghazy, Alexia Ventula. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:865-891.

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2024Central bank communication and social media: From silence to Twitter. (2024). Romelli, Davide ; Peia, Oana ; Masciandaro, Donato. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:365-388.

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2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085.

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2024The Time‐Varying Price of Financial Intermediation in the Mortgage Market. (2024). Willen, Paul ; Fuster, Andreas ; Lo, Stephanie H. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2553-2602.

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2024Bank Supervision and Organizational Capital: The Case of Minority Lending. (2024). Tomy, Rimmy ; Bushman, Robert ; Kleymenova, Anya. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:505-549.

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2025Do inflation expectations respond to monetary policy? An empirical analysis for the United Kingdom. (2025). Burr, Natalie. In: Bank of England working papers. RePEc:boe:boeewp:1109.

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2025Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03.

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2025From Forward Guidance to Data Dependence: Temporality and Complexity in ECB Communication After the Pandemic. (2025). McMahon, Michael ; Goodhead, Robert ; Naylor, Matthew ; Parle, Conor ; Byrne, David. In: Economic Letters. RePEc:cbi:ecolet:2/el/25.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2024Categorical Thinking About Interest Rates. (2024). Wang, Chen ; Townsend, Richard ; Shue, Kelly. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11558.

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2024Persistence-based capital allocation along the FOMC cycle. (2024). Severino, Federico ; Reggiani, Pietro ; Ortu, Fulvio. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-02.

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2025Regulation, Supervision, and Bank Risk-Taking. (2025). Repullo, Rafael. In: Working Papers. RePEc:cmf:wpaper:wp2025_2506.

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2024Adding stress in banking: Stress tests and risk-taking sentiments. (2024). Garcia, Raffi E ; Harithsa, Jyothsna G ; Owusu, Abena. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000580.

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2024Subtraction by addition: Do private scholarship awards lead to financial aid displacement?. (2024). Page, Lindsay C ; Iriti, Jennifer ; Lowry, Danielle ; Nurshatayeva, Aizat. In: Economics of Education Review. RePEc:eee:ecoedu:v:99:y:2024:i:c:s0272775724000116.

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2024Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390.

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2024Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2024Optimal nonparametric range-based volatility estimation. (2024). Bollerslev, Tim ; Li, Qiyuan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646.

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2025Central bank communication on social media: What, to whom, and how?. (2025). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002148.

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2025Mind your language: Market responses to central bank speeches. (2025). Neely, Christopher ; Yang, Xiye ; Ahrens, Maximilian ; Erdemlioglu, Deniz ; McMahon, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002720.

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2024Banking supervision with loopholes. (2024). Xu, Tong ; Wei, Jianxing. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002702.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2025The AH premium: A tale of “siamese twin” stocks. (2025). Zhang, Tongbin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000210.

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2024Does conflict aggravate energy poverty?. (2024). Shafiullah, Muhammad ; Chaudhry, Sajid M ; Khalid, Usman. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003379.

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2024Bank market power and supervisory enforcement actions. (2024). Perdichizzi, Salvatore ; Cotugno, Matteo ; Torluccio, Giuseppe ; Cardillo, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005306.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2024Trading activity of VIX futures and options around FOMC announcements. (2024). Tsai, Wei-Che ; Yang, Jimmy J ; Huang, Hong-Gia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539.

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2024Cry wolf and it appears: Debt ceiling debates and new corporate bond issues. (2024). Wang, Yadi ; Kovacs, Tunde. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005610.

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2024The price of firm-level information uncertainty. (2024). Wang, XI ; Gao, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008122.

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2024Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314.

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2025Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal. (2025). Schröder, David ; Lachana, Ioanna ; Schrder, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000102.

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2024The sale of failed banks: The importance of their branch networks and of the acquirers’ financial strength. (2024). TARAZI, Amine ; Abdollahzadeh, Morteza ; Abedifar, Pejman ; White, Lawrence J. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001232.

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2025Banking supervisory architecture and sovereign risk. (2025). Cuadros-Solas, Pedro J ; Surez, Nuria ; Salvador, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001505.

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2024Pay for prudence. (2024). Gopalan, Yadav ; Arif, Salman ; Donovan, John ; Morris, Arthur. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000435.

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2024The SECs September spike: Regulatory inconsistency within the fiscal year. (2024). Toynbee, Sara ; Kubic, Matthew ; Donelson, Dain C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000605.

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2024Firm-level political risk and credit markets. (2024). Nikolaev, Valeri ; Gad, Mahmoud ; van Lent, Laurence ; Tahoun, Ahmed. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000666.

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2024Rank-and-file accounting employee compensation and financial reporting quality. (2024). Shi, Shawn X ; Kepler, John D ; Larcker, David F ; Armstrong, Christopher S. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:78:y:2024:i:1:s0165410124000028.

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2025FOMC news and segmented markets. (2025). Golez, Benjamin ; Kelly, Peter ; Matthies, Ben. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:2:s0165410125000035.

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2024Overnight earnings announcements and preopening price discovery. (2024). Xiao, Xijuan ; Yamamoto, Ryuichi. In: Japan and the World Economy. RePEc:eee:japwor:v:70:y:2024:i:c:s0922142524000124.

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2024When emergency medicine becomes a staple diet: Evidence from Indian banking crisis. (2024). Tantri, Prasanna ; Mannil, Nithin ; Nishesh, Naman. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000086.

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2024Bank regulation and supervision: A symbiotic relationship. (2024). Goel, Tirupam ; Agarwal, Isha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s037842662400102x.

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2024Uncertainty premia for small and large risks. (2024). Savor, Pavel ; Wilson, Mungo ; Puhl, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001675.

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2024Is bank misconduct related to social capital? Evidence from U.S. banks. (2024). Martin-Flores, Jose M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001705.

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2024U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845.

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2025Does regulatory and supervisory independence affect financial stability?. (2025). Fraccaroli, Nicol ; Whitworth, Andrew ; Sowerbutts, Rhiannon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002322.

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2025Bank misconduct: The deterrent effect of country governance and customer reaction. (2025). Cucinelli, Doriana ; Carretta, Alessandro ; Fattobene, Lucrezia ; Schwizer, Paola. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000548.

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2025Shadow education, intra-household financial resource allocation, and educational achievements. (2025). Majilla, Tanmoy. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:233:y:2025:i:c:s0167268125001131.

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2025The causal effect of limited attention to FOMC announcements. (2025). Marmora, Paul. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s0167268125001192.

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2024Persuading large investors. (2024). Alonso, Ricardo ; Zachariadis, Konstantinos E. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s002205312400139x.

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2024Independent regulators and financial stability evidence from gubernatorial election campaigns in the Progressive Era. (2024). Richardson, Gary ; del Angel, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23002131.

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2024Aggregate lapsation risk. (2024). Van Nieuwerburgh, Stijn ; Lee, Hae Kang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000424.

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2024When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion. (2024). Farroni, Paolo ; Croce, Mariano M ; Arteaga-Garavito, Maria Jose ; Wolfskeil, Isabella. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000734.

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2024The death of a regulator: Strict supervision, bank lending, and business activity. (2024). Leuz, Christian ; Granja, Joo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24000941.

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2024Borrow now, pay even later: A quantitative analysis of student debt payment plans. (2024). Clara, Nuno ; Boutros, Michael ; Gomes, Francisco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001211.

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2024Monetary tightening and U.S. bank fragility in 2023: Mark-to-market losses and uninsured depositor runs?. (2024). Seru, Amit ; Piskorski, Tomasz ; Matvos, Gregor ; Jiang, Erica Xuewei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001223.

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2025Fed information effects: Evidence from the equity term structure. (2025). Golez, Benjamin ; Matthies, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24002113.

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2025Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017.

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2025Banks as regulated traders. (2025). Falato, Antonio ; Iercosan, Diana ; Zikes, Filip. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000881.

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2024Pre-publication revisions of bank financial statements: A novel way to monitor banks?. (2024). Van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000020.

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2024Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x.

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2024Heterogeneous macro and financial effects of ECB asset purchase programs. (2024). Kole, Erik ; van der Zwan, Terri ; van der Wel, Michel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000603.

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2025What did the Bank of Japan do under the yield curve control policy?. (2025). Shiratsuka, Shigenori. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:76:y:2025:i:c:s0889158325000012.

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2024Seasonality in U.S. disability applications, labor market, and the pandemic echoes. (2024). Lahiri, Kajal ; Yin, Yimeng. In: Labour Economics. RePEc:eee:labeco:v:87:y:2024:i:c:s092753712400006x.

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2024How does the fed affect corporate credit costs? Default risk, creditor segmentation and the post-FOMC drift. (2024). Walz, Stefan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001241.

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2024Same actions, different effects: The conditionality of monetary policy instruments. (2024). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000497.

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2025Announcements, expectations, and stock returns with asymmetric information. (2025). Han, Leyla Jianyu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000224.

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2025Financial risk soft landing: Government regulatory strategies and the resolution of problematic financial institutions. (2025). Zhang, Haiyang ; Wu, Jiawen ; Song, Wenda. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000319.

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2024Factor returns and FOMC announcements: The role of sentiment. (2024). Rosa, Carlo ; Dotsis, George. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400053x.

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2024Persuading large investors. (2024). Zachariadis, Konstantinos E ; Alonso, Ricardo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126040.

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2025Information in derivatives markets: forecasting prices with prices. (2025). Martin, Ian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128212.

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2025Lags, Leave-Outs and Fixed Effects. (2025). Chudik, Alexander ; Jaspersen, Johannes G ; Ellis, Cameron M. In: Working Papers. RePEc:fip:feddwp:101895.

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2024Mind Your Language: Market Responses to Central Bank Speeches. (2024). Yang, Xiye ; Neely, Christopher ; McMahon, Michael ; Ahrens, Maximilian ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96270.

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2025Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2025). Yang, Xiye ; Neely, Christopher ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2025Supervising Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Staff Reports. RePEc:fip:fednsr:101954.

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2025Stylometric Analysis of Sustainable Central Bank Communications: Revealing Authorial Signatures in Monetary Policy Statements. (2025). Zkan, Brahim ; Emekci, Hakan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:20:p:8979-:d:1768127.

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2024Social Media as a Bank Run Catalyst. (2024). Gil-Bazo, Javier ; Imbet, Juan ; Fox, Corbin ; Schiller, Christoph ; Cookson, Anthony J. In: Post-Print. RePEc:hal:journl:hal-04660083.

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2024Does Restricting Access to Credit Affect Learning Outcomes? Evidence from a Regulatory Shock to Microfinance in India. (2024). Sahoo, Soham ; Kalliyil, Muneer. In: IZA Discussion Papers. RePEc:iza:izadps:dp17404.

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2024Changing the Scope of GSE Loan Guarantees: Estimating Effects on Mortgage Pricing and Availability. (2024). Koulayev, Sergei ; Conkling, Thomas S ; Alexandrov, Alexei. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09910-3.

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2024Conflict under the shadow of elections. (2024). Menuet, Maxime ; Adam, Antonis ; Sekeris, Petros G. In: Public Choice. RePEc:kap:pubcho:v:200:y:2024:i:1:d:10.1007_s11127-024-01148-2.

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2024Liquidity Traps: A Unified Theory of the Great Depression and Great Recession. (2024). Eggertsson, Gauti ; Egiev, Sergey. In: NBER Working Papers. RePEc:nbr:nberwo:33195.

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2025The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1.

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2024Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8.

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2024Stress Testing and Bank Lending. (2024). Zeng, Jing ; Shapiro, Joel. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:4:p:1265-1314..

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2025House prices and ultra-low interest rates: exploring the nonlinear nexus. (2025). Rusnák, Marek ; Rusnk, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02662-4.

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2024Outside directors’ insider trading around board meetings. (2024). Oh, Seung Joon ; Kim, Seil. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:3:d:10.1007_s11142-023-09774-9.

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2024ECB’s Climate Speeches and Market Reactions.. (2024). Ebeling, Antoine. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-38.

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More than 100 citations found, this list is not complete...

Works by David Olivier Lucca:

YearTitleTypeCited
2015The Pre-FOMC Announcement Drift In: Journal of Finance.
[Full Text][Citation analysis]		article245
2011The pre-FOMC announcement drift.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 245		paper
2016Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2016Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2017Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 10		paper
2014The revolving door and worker flows in banking regulation In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article67
2014The revolving door and worker flows in banking regulation.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2014The Revolving Door and Worker Flows in Banking Regulation.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2013The rising gap between primary and secondary mortgage rates In: Economic Policy Review.
[Full Text][Citation analysis]		article23
2017Supervising large, complex financial institutions: what do supervisors do? In: Economic Policy Review.
[Full Text][Citation analysis]		article15
2011What to Make of Market Measures of Inflation Expectations? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2012The Puzzling Pre-FOMC Announcement “Drift” In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012Is U.S. Monetary Policy Seasonal? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012Why Isn’t the Thirty-Year Fixed-Rate Mortgage at 2.6 Percent? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2014Data Insight: Which Growth Rate? It’s a Weighty Subject In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Worker Flows in Banking Regulation In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Just Released: What Do Banking Supervisors Do? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Do Asset Purchase Programs Push Capital Abroad? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2015Rethinking Mortgage Design In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Supervising Large, Complex Financial Institutions: Defining Objectives and Measuring Effectiveness In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016The Economics of Bank Supervision: So Much to Do, So Little Time In: Liberty Street Economics.
[Full Text][Citation analysis]		paper10
2016A Peek behind the Curtain of Bank Supervision In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017The Low Volatility Puzzle: Are Investors Complacent? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017The Low Volatility Puzzle: Is This Time Different? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018The Pre-FOMC Announcement Drift: More Recent Evidence In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2019The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2019Real Inventory Slowdowns In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020Reading the Tea Leaves of the U.S. Business Cycle—Part One In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020Reading the Tea Leaves of the U.S. Business Cycle—Part Two In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19 In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2021The Housing Boom and the Decline in Mortgage Rates In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2014Understanding mortgage spreads In: Staff Reports.
[Full Text][Citation analysis]		paper34
2019Understanding Mortgage Spreads.(2019) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2015Taking orders and taking notes: dealer information sharing in financial markets In: Staff Reports.
[Full Text][Citation analysis]		paper9
2016Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2018Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2015Supervising large, complex financial companies: what do supervisors do? In: Staff Reports.
[Full Text][Citation analysis]		paper3
2015Credit supply and the rise in college tuition: evidence from the expansion in federal student aid programs In: Staff Reports.
[Full Text][Citation analysis]		paper20
2019Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs.(2019) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2016Resource Allocation in Bank Supervision: Trade-offs and Outcomes In: Staff Reports.
[Full Text][Citation analysis]		paper25
2016Parsing the content of bank supervision In: Staff Reports.
[Full Text][Citation analysis]		paper20
2017Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates In: Staff Reports.
[Full Text][Citation analysis]		paper12
2022Mortgage-Backed Securities In: Staff Reports.
[Full Text][Citation analysis]		paper1
2025Mortgage-Backed Securities.(2025) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under In: Staff Reports.
[Full Text][Citation analysis]		paper7
2022The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2009Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements In: NBER Working Papers.
[Full Text][Citation analysis]		paper132
2012Inconsistent Regulators: Evidence From Banking In: NBER Working Papers.
[Full Text][Citation analysis]		paper236
2014Inconsistent Regulators: Evidence from Banking.(2014) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 236		article
2016The Economics of Bank Supervision In: NBER Working Papers.
[Full Text][Citation analysis]		paper31
2011Domestic Political Survival and International Conflict: Is Democracy Good for Peace? In: The Review of Economic Studies.
[Full Text][Citation analysis]		article38
2009Domestic Political Survival and International Conflict: Is Democracy Good for Peace?.(2009) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2007Resuscitating Time-to-Build In: 2007 Meeting Papers.
[Full Text][Citation analysis]		paper9
2008Measuring Central Bank Communication: In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper4
2015Intermediaries as Information Aggregators In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper4

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