Lawrence David Warren Schmidt : Citation Profile

Are you Lawrence David Warren Schmidt?

University of Chicago

6

H index

5

i10 index

127

Citations

RESEARCH PRODUCTION:

4

Articles

8

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 14
   Journals where Lawrence David Warren Schmidt has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 1 (0.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc516
   Updated: 2021-03-01    RAS profile: 2020-05-25    
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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:

Foley-Fisher, Nathan (7)

Verani, Stephane (6)

Wedow, Michael (5)

Sultanum, Bruno (4)

Nezami Narajabad, Borghan (4)

Ravn, Morten (4)

Ahnert, Toni (4)

Hurlin, Christophe (3)

Zweimüller, Josef (3)

Perignon, Christophe (3)

Härdle, Wolfgang (3)

Cites to:

Campbell, John (8)

Timmermann, Allan (5)

Angeletos, George-Marios (5)

Ait-Sahalia, Yacine (5)

Dybvig, Phillip (4)

Dybvig, Philip (4)

Song, Jae (4)

Gennaioli, Nicola (4)

Suarez, Gustavo (4)

Shleifer, Andrei (4)

Van Nieuwerburgh, Stijn (4)

Main data

Where Lawrence David Warren Schmidt has published?

Recent works citing Lawrence David Warren Schmidt (2021 and 2020)

YearTitle of citing document
2020Allocating Losses: Bail-ins, Bailouts and Bank Regulation. (2020). Keister, Todd ; Mitkov, Yuliyan. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:049.

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2021Shape-Enforcing Operators for Point and Interval Estimators. (2019). Kostyshak, Scott ; Chernozhukov, Victor ; Luo, YE ; Fern, Iv'An ; Chen, XI. In: Papers. RePEc:arx:papers:1809.01038.

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2021Estimating real-world probabilities: A forward-looking behavioral framework. (2020). Crisóstomo, Ricardo. In: Papers. RePEc:arx:papers:2012.09041.

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2021Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Fan, Rui ; Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2101.11568.

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2020Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868.

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2020Mispriced index option portfolios. (2020). Perrakis, Stylianos ; Czerwonko, Michal ; Constantinides, George M. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:297-330.

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2021Investor monitoring, money-likeness and stability of money market funds. (2021). Paavola, Aleksi ; Jarvenpaa, Maija. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_002.

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2020Macroprudential Liquidity Stress Test: An Application to Indonesian Banks. (2020). Nattan, Raquela Renanda ; Harun, Cicilia Anggadewi ; Taruna, Aditya Anta. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:165-187.

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2020La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_71es.

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2021Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales. (2021). Crisostomo, Ricardo . In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_73es.

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2020Non-alternative collective investment schemes, connectedness and systemic risk. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_71en.

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2021Estimating real word probabilities: a forward-looking behavioral framework. (2021). Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_73en.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Burned by leverage? Flows and fragility in bond mutual funds. (2020). Weistroffer, Christian ; Wedow, Michael ; Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20202413.

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2020Mutual funds exits, financial crisis and Darwin. (2020). Zhang, Yue ; Zalewska, Anna. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301826.

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2020Liquidity backstops and dynamic debt runs. (2020). Yue, Vivian ; Wei, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300841.

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2021Market stability with machine learning agents. (2021). Pereira, Javier ; Georges, Christophre . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302001.

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2020Option market trading activity and the estimation of the pricing kernel: A Bayesian approach. (2020). Fusari, Nicola ; Barone-Adesi, Giovanni ; Sala, Carlo ; Mira, Antonietta. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:430-449.

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2021Data snooping in equity premium prediction. (2021). Wendt, Viktoria-Sophie ; Neuhierl, Andreas ; Drobetz, Wolfgang ; Dichtl, Hubert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:72-94.

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2021Pricing kernel monotonicity and term structure: Evidence from China. (2021). Guo, Shuxin ; Liu, Qiang ; Jiao, Yuhan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302983.

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2020Dynamic interventions and informational linkages. (2020). Cong, Lin William ; Hu, Yunzhi ; Grenadier, Steven R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:1-15.

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2020Information spillover of bailouts. (2020). Kim, Hugh Hoikwang . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300099.

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2020Adverse Selection Dynamics in Privately-Produced Safe Debt Markets. (2020). Verani, Stephane ; Foley-Fisher, Nathan ; Gorton, Gary. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-88.

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2020Bubbles and the Value of Innovation. (2020). Loualiche, Erik ; Ho, Paul ; Haddad, Valentin. In: Working Paper. RePEc:fip:fedrwp:88433.

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2020Bayesian dynamic variable selection in high dimensions. (2020). Korobilis, Dimitris ; Koop, Gary. In: Working Papers. RePEc:gla:glaewp:2020_11.

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2020Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment. (2020). Yung, Julieta ; Chami, Ralph ; Rochon, Celine ; Cosimano, Thomas F. In: IMF Working Papers. RePEc:imf:imfwpa:2020/053.

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2020Forecasting Stock Returns with Large Dimensional Factor Models. (2020). Soccorsi, Stefano ; Massacci, Daniele ; Giovannelli, Alessandro. In: Working Papers. RePEc:lan:wpaper:305661169.

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2020Working Remotely and the Supply-side Impact of Covid-19. (2020). Papanikolaou, Dimitris. In: NBER Working Papers. RePEc:nbr:nberwo:27330.

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2020Rational Sentiments and Economic Cycles. (2020). Kondor, Peter ; Farboodi, Maryam. In: NBER Working Papers. RePEc:nbr:nberwo:27472.

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2020Bayesian dynamic variable selection in high dimensions. (2020). Korobilis, Dimitris ; Koop, Gary. In: MPRA Paper. RePEc:pra:mprapa:100164.

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2020Credit Supply, Firms, and Earnings Inequality. (2020). Wolter, Stefanie ; Wirth, Benjamin ; Saidi, Farzad ; Moser, Christian. In: MPRA Paper. RePEc:pra:mprapa:100371.

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2021Real?time detection of regimes of predictability in the US equity premium. (2021). Leybourne, Stephen J ; Harvey, David I ; Robert, A M ; Sollis, Robert. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:1:p:45-70.

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2020An empirical study to explore the risk adjusted performance of mutual funds: A case of Pakistan. (2020). Ali, Bilawal ; Mumtaz, Atif ; Shamim, Asif. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500012.

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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]		article48
2014Runs on money market mutual funds.(2014) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		paper
2011An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper22
2016An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		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]		paper5
2018Pockets of Predictability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
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
2020Technological Innovation and Labor Income Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2020Investor Information Acquisition and Money Market Fund Risk Rebalancing during the 2011–2012 Eurozone Crisis In: Review of Finance.
[Full Text][Citation analysis]		article6
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]		paper13

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