Lawrence David Warren Schmidt : Citation Profile

Are you Lawrence David Warren Schmidt?

University of Chicago

4

H index

3

i10 index

61

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 10
   Journals where Lawrence David Warren Schmidt has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 1 (1.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc516
   Updated: 2019-02-13    RAS profile: 2017-12-06    
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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 Lawrence David Warren Schmidt.

Is cited by:

Ahnert, Toni (4)

Nezami Narajabad, Borghan (4)

Foley-Fisher, Nathan (4)

Wedow, Michael (4)

Ravn, Morten (4)

Härdle, Wolfgang (4)

Verani, Stephane (4)

Sultanum, Bruno (3)

Luck, Stephan (2)

Elamin, Mahmoud (2)

Hurlin, Christophe (2)

Cites to:

Angeletos, George-Marios (5)

Chari, Varadarajan (4)

Dybvig, Philip (4)

Shleifer, Andrei (4)

Gennaioli, Nicola (4)

Härdle, Wolfgang (4)

Suarez, Gustavo (4)

Dybvig, Phillip (4)

Kehoe, Patrick (3)

Jackwerth, Jens (3)

Gallagher, Emily (3)

Main data

Where Lawrence David Warren Schmidt has published?

Recent works citing Lawrence David Warren Schmidt (2018 and 2017)

YearTitle of citing document
2018Shape-Enforcing Operators for Point and Interval Estimators. (2018). Kostyshak, Scott ; Chernozhukov, Victor ; Luo, YE ; Fern, Iv'An ; Chen, XI. In: Papers. RePEc:arx:papers:1809.01038.

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2017Strategic Complementarities and Money Market Fund Liquidity Management. (2017). Witmer, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:17-14.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Asset Prices in a Production Economy with Long Run and Idiosyncratic Risk. (2018). Sutoris, Ivan . In: CERGE-EI Working Papers. RePEc:cer:papers:wp620.

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2018Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry. (2018). Giannetti, Mariassunta ; Jager, Ivika ; Baghai, Ramin P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13151.

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2017Empirical Pricing Kernels: Evidence from the Hong Kong Stock Market. (2017). Wu, Xin Yu ; Zhou, Hailin ; Ren, Senchun. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:4:p:263-278.

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2018Liquidity, bank runs, and fire sales under local thinking. (2018). Park, Hyun Woong ; Bernardin, Thomas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:89-102.

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2018Tests of stochastic monotonicity with improved power. (2018). Seo, Juwon. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:53-70.

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2017Nonparametric estimates of pricing functionals. (2017). d'Addona, Stefano ; Daddona, Stefano ; Marinelli, Carlo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:19-35.

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2018Financial fragility and over-the-counter markets. (2018). Sultanum, Bruno. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:616-658.

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2017Investor flows and fragility in corporate bond funds. (2017). Goldstein, Itay ; Ng, David T ; Jiang, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:592-613.

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2018Competition, reach for yield, and money market funds. (2018). la Spada, Gabriele . In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:87-110.

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2017Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Kruttli, Mathias S ; Watugala, Sumudu W ; Monin, Phillip J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-121.

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2018The Nature of Household Labor Income Risk. (2018). Pruitt, Seth ; Turner, Nicholas. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-34.

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2017Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Kruttli, Mathias S ; Watugala, Sumudu W ; Monin, Phillip J. In: Working Papers. RePEc:ofr:wpaper:17-07.

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2017Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle. (2017). Härdle, Wolfgang ; Kratschmer, Volker ; Hardle, Wolfgang K ; Grith, Maria . In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:269-298..

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2017The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market. (2017). Kishor, N ; Rizi, Majid Haghani. In: MPRA Paper. RePEc:pra:mprapa:83471.

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2017Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach. (2017). Ravn, Morten ; Sterk, Vincent. In: 2017 Meeting Papers. RePEc:red:sed017:1067.

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2017Financial Fragility and Over-the-counter Markets. (2017). Sultanum, Bruno. In: 2017 Meeting Papers. RePEc:red:sed017:1122.

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2018Marginal Jobs and Job Surplus: Evidence from Separations and Unemployment Insurance. (2018). Schoefer, Benjamin. In: 2018 Meeting Papers. RePEc:red:sed018:1309.

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2018Flight to Liquidity and Systemic Bank Runs. (2018). Robatto, Roberto. In: 2018 Meeting Papers. RePEc:red:sed018:276.

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2018A Network Model for Financial Stability Monitoring. (2018). Foley-Fisher, Nathan ; Ramirez, Carlos. In: 2018 Meeting Papers. RePEc:red:sed018:917.

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2017Flight to liquidity and systemic bank runs. (2017). Robatto, Roberto. In: ESRB Working Paper Series. RePEc:srk:srkwps:201738.

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2017Securitized Markets, International Capital Flows, and Global Welfare. (2017). Toda, Alexis Akira ; Phelan, Gregory. In: Department of Economics Working Papers. RePEc:wil:wileco:2015-14.

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2017SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION. (2017). Härdle, Wolfgang ; Krymova, Ekaterina ; Hardle, Wolfgang Karl ; Belomestny, Denis. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500418.

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Works by Lawrence David Warren Schmidt:

YearTitleTypeCited
2016Runs on Money Market Mutual Funds In: American Economic Review.
[Full Text][Citation analysis]		article27
2014Runs on money market mutual funds.(2014) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2011An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper12
2016An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2017Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2014Runs on Money Market Funds In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2012On the dimensionality of bounds generated by the Shapley–Folkman theorem In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article0
2015Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2016Layoff risk, the welfare cost of business cycles, and monetary policy In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper8

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