Lawrence David Warren Schmidt : Citation Profile


Are you Lawrence David Warren Schmidt?

Massachusetts Institute of Technology (MIT)

9

H index

7

i10 index

334

Citations

RESEARCH PRODUCTION:

8

Articles

20

Papers

RESEARCH ACTIVITY:

   13 years (2011 - 2024). See details.
   Cites by year: 25
   Journals where Lawrence David Warren Schmidt has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 4 (1.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc516
   Updated: 2024-12-03    RAS profile: 2023-10-08    
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Relations with other researchers


Works with:

Papanikolaou, Dimitris (8)

Kogan, Leonid (4)

Rothbaum, Jonathan (4)

Toda, Alexis Akira (2)

Seegmiller, Bryan (2)

Herkenhoff, Kyle (2)

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:

bloom, nicholas (8)

Davis, Steven (7)

Luck, Stephan (6)

Ahnert, Toni (6)

Sultanum, Bruno (6)

Foley-Fisher, Nathan (6)

Verani, Stephane (5)

Crisóstomo, Ricardo (4)

Beare, Brendan (4)

Aldasoro, Iñaki (4)

Montobbio, Fabio (4)

Cites to:

Autor, David (15)

Dorn, David (14)

Moffitt, Robert (13)

Campbell, John (11)

Song, Jae (11)

Abowd, John (10)

Bollinger, Christopher (10)

ZILIAK, JAMES (8)

Guvenen, Fatih (8)

Timmermann, Allan (7)

Katz, Lawrence (7)

Main data


Where Lawrence David Warren Schmidt has published?


Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc8
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Papers / Center for Economic Studies, U.S. Census Bureau2

Recent works citing Lawrence David Warren Schmidt (2024 and 2023)


YearTitle of citing document
2023Technological Change and the Consequences of Job Loss. (2023). Taska, Bledi ; Braxton, Carter J. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:279-316.

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2024.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2024Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943.

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2024Coarse Wage-Setting and Behavioral Firms. (2022). Reyes, Germ'An. In: Papers. RePEc:arx:papers:2206.01114.

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2024Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949.

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2023GPTs are GPTs: An Early Look at the Labor Market Impact Potential of Large Language Models. (2023). Rock, Daniel ; Mishkin, Pamela ; Manning, Sam ; Eloundou, Tyna. In: Papers. RePEc:arx:papers:2303.10130.

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2023Developers Leverage, Capital Market Financing, and Fire Sale Externalities Evidence from the Thai Condominium Market. (2023). Saengchote, Kanis. In: Papers. RePEc:arx:papers:2312.05013.

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2023Swing Pricing et dynamique des flux au regard de la crise Covid-19. (2023). Garcia, Thomas ; Baena, Antoine. In: Working papers. RePEc:bfr:banfra:914.

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2024Geographic Shareholder Dispersion and Mutual Fund Flow Risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele. In: Working Papers. RePEc:bge:wpaper:1440.

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2023On the recent developments of mutual funds with fixed?income holdings: a systematic review. (2022). Hejri, Abbas. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2313-2338.

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2024.

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2023The Economics of Attention. (2023). Wojtowicz, Zachary ; Loewenstein, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10712.

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2023The Past and Future of Work: How History Can Inform the Age of Automation. (2023). Vipond, Hillary ; Schneider, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10766.

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2023Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805.

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2023Fund fragility: the role of investor base. (2023). Breckenfelder, Johannes ; Allaire, Nolwenn ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232874.

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2023Does real flexibility help firms navigate the COVID-19 pandemic?. (2023). Xu, Fangming ; Li, Yang ; Kim, Kirak ; Ho, Tuan. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000841.

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2023A shot in the arm: Economic support packages and firm performance during COVID-19. (2023). Igan, Deniz ; Moore, Tomoe ; Mirzaei, Ali. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001833.

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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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2024Preventing runs under sequential revelation of liquidity needs. (2024). Voellmy, Lukas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001951.

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2023CEO/board medical background and stock returns during the COVID-19 pandemic. (2023). Huang, Jingchang ; Cao, June ; Zhao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s026499932300281x.

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2023On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

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2023Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x.

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2024Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode. (2024). Fong, Tom Pak-Wing ; Wong, Joe Ho-Yeung ; Wu, Gabriel Shui-Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000433.

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2023The role of labor in cash holdings: Evidence from the supply-side impact of COVID-19. (2023). Kang, Jangkoo ; Bae, Jaewan. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000599.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2023Germany’s capacity to work from home. (2023). Schüller, Simone ; Falck, Oliver ; Schuller, Simone ; Alipour, Jean-Victor. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002343.

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2023Gender differences in the effect of teleworking on job loss during the COVID-19 pandemic in Spain. (2023). Moro-Egido, Ana ; Blázquez Cuesta, Maite ; Herrarte, Ainhoa. In: Economics & Human Biology. RePEc:eee:ehbiol:v:51:y:2023:i:c:s1570677x23000801.

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2023The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms. (2023). Apergis, Nicholas ; Xu, Bing ; Lau, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003630.

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2023Investor information and bank instability during the European debt crisis. (2023). Ross, Chase P ; Iorgova, Silvia. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001218.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2024You can’t always get what you want (where you want it): Cross-border effects of the US money market fund reform. (2024). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001320.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2023Allocating losses: Bail-ins, bailouts and bank regulation. (2023). Keister, Todd ; Mitkov, Yuliyan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000686.

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2023Market power in wholesale funding: A structural perspective from the triparty repo market. (2023). Huber, Amy Wang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:235-259.

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2024Human capital risk and portfolio choices: Evidence from university admission discontinuities. (2024). Shore, Stephen H ; D'Astous, Philippe. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000163.

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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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2023Cost of monitoring and risk taking in the money market funds industry. (2023). Lugo, Stefano. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000699.

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2023IT shields: Technology adoption and economic resilience during the COVID-19 pandemic. (2023). Timmer, Yannick ; Pierri, Nicola ; Oikonomou, Myrto. In: Labour Economics. RePEc:eee:labeco:v:81:y:2023:i:c:s0927537123000052.

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2023A comment on “wealth inequality and endogenous growth” by Byoungchan Lee. (2023). Jia, Chengcheng ; Gu, Shijun. In: Journal of Monetary Economics. RePEc:eee:moneco:v:133:y:2023:i:c:p:149-155.

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2024Managing financial expertise. (2024). Asano, Koji. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:351-365.

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2024Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

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2023The past and future of work: how history can inform the age of automation. (2023). Vipond, Hillary ; Schneider, Benjamin. In: Economic History Working Papers. RePEc:ehl:wpaper:119282.

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2023IT Shields: Technology Adoption and Economic Resilience during the COVID-19 Pandemic. (2023). Timmer, Yannick ; Pierri, Nicola ; Oikonomou, Myrto. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-10.

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2023Money Market Fund Reform: Dealing with the Fundamental Problem. (2023). Weinberg, John A ; Lacker, Jeffrey M ; Ennis, Huberto M. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:42-:d:1029861.

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2024Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle. (2024). Sibbertsen, Philipp ; Krupski, Jan ; Dierkes, Maik ; Schroen, Sebastian. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:1:d:10.1007_s11147-023-09197-3.

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2023Models of Accounting Disclosure by Banking Institutions. (2023). Zhang, Gaoqing. In: Foundations and Trends(R) in Accounting. RePEc:now:fntacc:1400000071.

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2023Private Company Valuations by Mutual Funds*. (2023). Yasuda, Ayako ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad ; Agarwal, Vikas. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:693-738..

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2023The Value of Employee Satisfaction in Disastrous Times: Evidence from COVID-19*. (2023). Tang, Dragon Yongjun ; Shan, Chenyu. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:1027-1076..

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2024Neoclassical Growth with Long-Term One-Sided Commitment Contracts. (2022). Uhlig, Harald ; Krueger, Dirk. In: PIER Working Paper Archive. RePEc:pen:papers:22-023.

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2023Developers’ Leverage, Capital Market Financing, and Fire Sale Externalities: Evidence from the Thai Condominium Market. (2023). Saengchote, Kanis. In: PIER Discussion Papers. RePEc:pui:dpaper:212.

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2023Does the Development of Money Market Funds in China Increase the Bank Liquidity Risk?. (2023). Wang, Jingfei ; Tong, Xiaole. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:1:f:13_1_7.

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2024Sophisticated banking contracts and fragility when withdrawal information is public. (2023). Huang, Xuesong. In: Theoretical Economics. RePEc:the:publsh:5178.

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2024Geographic shareholder dispersion and mutual fund flow risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele. In: Economics Working Papers. RePEc:upf:upfgen:1886.

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2023Sparse change?point VAR models. (2021). Dufays, Arnaud ; Song, Yong ; Li, Zhuo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:6:p:703-727.

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2023Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Debt Limit Impasses. (2023). Klee, Elizabeth ; Syron, Erin E ; Cashin, David. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1475-1506.

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2023Do investors overvalue startups? Evidence from the junior stakes of mutual funds. (2023). Yasuda, Ayako ; Shanker, Harshini ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad M ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2304.

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2023Neoclassical growth with long-term one-sided commitment contracts. (2023). Uhlig, Harald ; Krueger, Dirk. In: CFS Working Paper Series. RePEc:zbw:cfswop:698.

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Works by Lawrence David Warren Schmidt:


YearTitleTypeCited
2016Runs on Money Market Mutual Funds In: American Economic Review.
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article107
2014Runs on money market mutual funds.(2014) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 107
paper
2022Robust Comparative Statics for the Elasticity of Intertemporal Substitution In: Papers.
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paper0
2023Robust comparative statics for the elasticity of intertemporal substitution.(2023) In: Theoretical Economics.
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This paper has nother version. Agregated cites: 0
article
2023Pockets of Predictability In: Journal of Finance.
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article29
2018Pockets of Predictability.(2018) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 29
paper
2011An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series.
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paper29
2016An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 29
article
2023National Experimental Wellbeing Statistics - Version 1 In: Working Papers.
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paper2
2023How Do Health Insurance Costs Affect Firm Labor Composition and Technology Investment? In: Working Papers.
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paper1
2017Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis In: CEPR Discussion Papers.
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paper8
2014Runs on Money Market Funds In: CEPR Discussion Papers.
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paper14
2020Technological Innovation and Labor Income Risk In: Working Papers, Center for Retirement Research at Boston College.
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paper7
2020Technological Innovation and Labor Income Risk.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2023Measuring document similarity with weighted averages of word embeddings In: Explorations in Economic History.
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article0
2012On the dimensionality of bounds generated by the Shapley–Folkman theorem In: Journal of Mathematical Economics.
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article0
2021Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter In: Opportunity and Inclusive Growth Institute Working Papers.
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paper9
2021Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2020Working Remotely and the Supply-side Impact of Covid-19 In: NBER Working Papers.
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paper84
2022Working Remotely and the Supply-Side Impact of COVID-19.(2022) In: The Review of Asset Pricing Studies.
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This paper has nother version. Agregated cites: 84
article
2021Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors In: NBER Working Papers.
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paper6
2021Technology, Vintage-Specific Human Capital, and Labor Displacement: Evidence from Linking Patents with Occupations In: NBER Working Papers.
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paper9
2023Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data In: NBER Working Papers.
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paper2
2023Time-Varying Risk Premia, Labor Market Dynamics, and Income Risk In: NBER Working Papers.
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paper1
2024Who Benefits from Retirement Saving Incentives in the U.S.? Evidence on Gaps in Retirement Wealth Accumulation by Race and Parental Income In: NBER Working Papers.
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paper0
2020Investor Information Acquisition and Money Market Fund Risk Rebalancing during the 2011–2012 Eurozone Crisis In: The Review of Financial Studies.
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article10
2015Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution In: MPRA Paper.
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paper1
2016Layoff risk, the welfare cost of business cycles, and monetary policy In: 2016 Meeting Papers.
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paper15

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