Lawrence David Warren Schmidt : Citation Profile

Are you Lawrence David Warren Schmidt?

University of Chicago

5

H index

5

i10 index

112

Citations

RESEARCH PRODUCTION:

4

Articles

8

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 12
   Journals where Lawrence David Warren Schmidt has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 1 (0.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc516
   Updated: 2020-10-24    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 (5)

Wedow, Michael (5)

Nezami Narajabad, Borghan (4)

Sultanum, Bruno (4)

Ahnert, Toni (4)

Verani, Stephane (4)

Ravn, Morten (4)

Perignon, Christophe (3)

Beare, Brendan (3)

Zweimüller, Josef (3)

Jäger, Simon (3)

Cites to:

Campbell, John (8)

Timmermann, Allan (5)

Ait-Sahalia, Yacine (5)

Angeletos, George-Marios (5)

Suarez, Gustavo (4)

Gennaioli, Nicola (4)

Van Nieuwerburgh, Stijn (4)

Dybvig, Phillip (4)

Song, Jae (4)

Dybvig, Philip (4)

Shleifer, Andrei (4)

Main data

Where Lawrence David Warren Schmidt has published?

Recent works citing Lawrence David Warren Schmidt (2020 and 2019)

YearTitle of citing document
2020Shape-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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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019Spillovers of funding dry ups. (2019). Aldasoro, Iñaki ; Eren, Egemen ; Barth, Andreas ; Balke, Florian. In: BIS Working Papers. RePEc:bis:biswps:810.

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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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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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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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2019Swing Pricing and Fragility in Open-end Mutual Funds. (2019). Suntheim, Felix ; Kahraman, Bige ; Kacperczyk, Marcin ; Jin, Dunhong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13929.

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2019Do Any Economists Have Superior Forecasting Skills?. (2019). Zhu, Yinchu ; Timmermann, Allan ; Qu, Ritong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14112.

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2019Technology Boom, Labor Reallocation, and Human Capital Depreciation. (2019). Matray, Adrien ; Hombert, Johan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14136.

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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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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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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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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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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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2019An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan K. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26.

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2019Jack of all trades versus specialists: Fund family specialization and mutual fund performance. (2019). Casavecchia, Lorenzo ; Ge, Chanyuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:69-85.

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2019Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals. (2019). Claessens, Stijn ; Cerutti, Eugenio ; Puy, Damien. In: Journal of International Economics. RePEc:eee:inecon:v:119:y:2019:i:c:p:133-149.

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2019The information sensitivity of debt in good and bad times. (2019). Macchiavelli, Marco ; Brancati, Emanuele. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:99-112.

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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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2019Bivariate integer-autoregressive process with an application to mutual fund flows. (2019). darolles, serge ; le Fol, Gaelle ; Sun, Ran ; Lu, Yang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:181-203.

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2019Employment time and the cyclicality of earnings growth. (2019). Malacrino, Davide ; Hoffmann, Eran B. In: Journal of Public Economics. RePEc:eee:pubeco:v:169:y:2019:i:c:p:160-171.

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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). Cosimano, Thomas F ; Chami, Ralph ; Yung, Julieta ; Rochon, Celine. In: IMF Working Papers. RePEc:imf:imfwpa:20/53.

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2019Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations. (2019). Zweimuller, Josef ; Schoefer, Benjamin ; Jager, Simon. In: IZA Discussion Papers. RePEc:iza:izadps:dp12127.

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2019The Information View of Financial Crises. (2019). Holmstrom, Bengt ; Gorton, Gary. In: NBER Working Papers. RePEc:nbr:nberwo:26074.

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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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2091Technology Boom, Labor Reallocation, and Human Capital Depreciation. (2091). Matray, Adrien ; Hombert, Johan. In: Working Papers. RePEc:pri:cepsud:260.

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2019Testing for Episodic Predictability in Stock Returns. (2019). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M ; Georgiev, Iliyan. In: Working Papers. RePEc:ptu:wpaper:w201906.

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2019Systemic Banking Panics, Liquidity Risk, and Monetary Policy. (2019). Robatto, Roberto. In: Review of Economic Dynamics. RePEc:red:issued:18-235.

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2019Shadow banking and financial stability under limited deposit insurance. (2019). Voellmy, Lukas. In: ESRB Working Paper Series. RePEc:srk:srkwps:2019105.

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2019Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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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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2019Spillovers of funding dry-ups. (2019). Aldasoro, Iñaki ; Eren, Egemen ; Barth, Andreas ; Balke, Florian. In: SAFE Working Paper Series. RePEc:zbw:safewp:259.

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2019The counterparty risk exposure of ETF investors. (2019). Perignon, Christophe ; Hurlin, Christophe ; Iseli, Gregoire ; Yeung, Stanley. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:215-230.

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2019Sentiment spillover effects for US and European companies. (2019). Audrino, Francesco ; Tetereva, Anastasija. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:542-567.

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2019Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber. (2019). Moench, Emanuel ; Stein, Tobias. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:156-161.

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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]		article46
2014Runs on money market mutual funds.(2014) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
2011An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper18
2016An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		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]		paper4
2018Pockets of Predictability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
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]		paper3
2020Investor Information Acquisition and Money Market Fund Risk Rebalancing during the 2011–2012 Eurozone Crisis In: Review of Finance.
[Full Text][Citation analysis]		article4
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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