4
H index
2
i10 index
51
Citations
Lawrence David Warren Schmidt : Citation Profile
University of Chicago | RESEARCH PRODUCTION: 3 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2011 - 2017). 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:
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Main data
Where Lawrence David Warren Schmidt has published?
Recent works citing Lawrence David Warren Schmidt (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Strategic Complementarities and Money Market Fund Liquidity Management. (2017). Witmer, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:17-14. Full description at Econpapers || Download paper |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper |
| 2017 | Nonparametric estimates of pricing functionals. (2017). Marinelli, Carlo ; Daddona, Stefano . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:19-35. Full description at Econpapers || Download paper |
| 2017 | Investor 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. Full description at Econpapers || Download paper |
| 2018 | Competition, 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. Full description at Econpapers || Download paper |
| 2017 | Investor 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. Full description at Econpapers || Download paper |
| 2018 | The Nature of Household Labor Income Risk. (2018). Pruitt, Seth ; Turner, Nicholas. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-34. Full description at Econpapers || Download paper |
| 2017 | Investor 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. Full description at Econpapers || Download paper |
| 2017 | Reference-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.. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2017 | Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach. (2017). Ravn, Morten ; Sterk, Vincent. In: 2017 Meeting Papers. RePEc:red:sed017:1067. Full description at Econpapers || Download paper |
| 2017 | Financial Fragility and Over-the-counter Markets. (2017). Sultanum, Bruno. In: 2017 Meeting Papers. RePEc:red:sed017:1122. Full description at Econpapers || Download paper |
| 2017 | Flight to liquidity and systemic bank runs. (2017). Robatto, Roberto. In: ESRB Working Paper Series. RePEc:srk:srkwps:201738. Full description at Econpapers || Download paper |
| 2017 | Securitized Markets, International Capital Flows, and Global Welfare. (2017). Toda, Alexis Akira ; Phelan, Gregory. In: Department of Economics Working Papers. RePEc:wil:wileco:2015-14. Full description at Econpapers || Download paper |
| 2017 | SIEVE 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. Full description at Econpapers || Download paper |
Works by Lawrence David Warren Schmidt:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Runs on Money Market Mutual Funds In: American Economic Review. [Full Text][Citation analysis] | article | 23 |
| 2014 | Runs on money market mutual funds.(2014) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2011 | An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2016 | An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2017 | Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Runs on Money Market Funds In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2012 | On the dimensionality of bounds generated by the Shapley–Folkman theorem In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Do 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] | paper | 1 |
| 2016 | Layoff risk, the welfare cost of business cycles, and monetary policy In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team