Robert Waldmann : Citation Profile

Are you Robert Waldmann?

Università degli Studi di Roma "Tor Vergata" (90% share)
Università degli Studi di Roma "Tor Vergata" (5% share)
Università degli Studi di Roma "Tor Vergata" (5% share)

13

H index

14

i10 index

3123

Citations

RESEARCH PRODUCTION:

19

Articles

32

Papers

RESEARCH ACTIVITY:

   31 years (1987 - 2018). See details.
   Cites by year: 100
   Journals where Robert Waldmann has often published
   Relations with other researchers
   Recent citing documents: 440.    Total self citations: 11 (0.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa224
   Updated: 2020-05-16    RAS profile: 2020-04-10    
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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 Robert Waldmann.

Is cited by:

Hommes, Cars (49)

Shleifer, Andrei (48)

Hirshleifer, David (35)

Irwin, Scott (23)

Stein, Jeremy (18)

Wagener, Florian (18)

Reitz, Stefan (18)

Hong, Harrison (17)

Pierdzioch, Christian (17)

Wei, Shang-Jin (16)

He, Xuezhong (16)

Cites to:

Benhabib, Jess (12)

Jappelli, Tullio (12)

Pistaferri, Luigi (12)

Farmer, Roger (10)

Hall, Robert (9)

Summers, Lawrence (8)

Laibson, David (8)

De Grauwe, Paul (6)

O'Donoghue, Ted (6)

Deaton, Angus (6)

Blanchard, Olivier (5)

Main data

Where Robert Waldmann has published?

Journals with more than one article published# docs
Applied Economics3
Journal of Political Economy2
The Quarterly Journal of Economics2

Working Papers Series with more than one paper published# docs
CEIS Research Paper / Tor Vergata University, CEIS9
Scholarly Articles / Harvard University Department of Economics4
MPRA Paper / University Library of Munich, Germany3
Economics Working Papers / European University Institute2
IZA Discussion Papers / Institute of Labor Economics (IZA)2

Recent works citing Robert Waldmann (2019 and 2018)

YearTitle of citing document
2018THE NOISE TRADER EFFECT IN A WALRASIAN FINANCIAL MARKET. (2018). Laurila, Hannu ; Ilomki, Jukka. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:405-419.

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2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

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2017Stock Price Booms and Expected Capital Gains. (2017). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408.

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2019What Can Be Learned from Spatial Economics?. (2019). Proost, Stef ; Thisse, Jacques-Franois. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:3:p:575-643.

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2017One size does not fit all: an empirical investigation of the Romanian agriculture production function. (2017). Kostov, Philip ; Davidova, Sophia. In: 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland. RePEc:ags:aesc17:258642.

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2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2019Can successful forecasters help stabilize asset prices in a learning to forecast experiment?. (2019). Rud, Olga ; Kopányi, Dávid ; Tuinstra, Jan ; Rabanal, Jean Paul ; Kopanyi, David. In: Working Papers. RePEc:apc:wpaper:140.

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2017An Agent-based Model of Contagion in Financial Networks. (2017). Santos, Leonardo Dos ; Coelho, Flavio Codeco . In: Papers. RePEc:arx:papers:1703.07513.

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2017Financial Time Series Forecasting: Semantic Analysis Of Economic News. (2017). Dek, Anton ; Kononova, Kateryna. In: Papers. RePEc:arx:papers:1705.08545.

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2017Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment. (2017). Sattayatham, Pairote ; Chatpatanasiri, Ratthachat ; Wang, Haizhen . In: Papers. RePEc:arx:papers:1706.02985.

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2017Black was right: Price is within a factor 2 of Value. (2017). Ronia, Sin K ; Seager, P ; Majewski, A ; Lemp, Y ; Ciliberti, S ; Bouchaud, J P. In: Papers. RePEc:arx:papers:1711.04717.

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2019An Endogenous Mechanism of Business Cycles. (2019). Govorkov, Boris ; Sharov, Sergey V ; Ushanov, Dmitry ; Gusev, Maxim ; Kroujiline, Dimitri. In: Papers. RePEc:arx:papers:1803.05002.

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2018Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751.

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2020Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2019Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists. (2019). Baruník, Jozef ; Vecer, Jan ; Chen, Cathy Yi-Hsuan ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1906.00059.

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2020Asset Price Bubbles in market models with proportional transaction costs. (2019). Reitsam, Thomas ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1911.10149.

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2018Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Sieracki, Karen ; Ke, Qiulin. In: ERES. RePEc:arz:wpaper:eres2018_112.

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2018New Insights into the NAV Spread Puzzle of Listed Real Estate: Idiosyncratic and Systematic Evidence. (2018). Sebastian, Steffen ; Woltering, Rene-Ojas ; Weis, Christian. In: ERES. RePEc:arz:wpaper:eres2018_224.

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2018Idiosyncratic Risk, Stock Returns and Investor Sentiment. (2018). Tsai, Ying-Ru ; Huai-I Lee, ; Hsieh, Tsung-Yu. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:914-924.

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2018Copy Trading. (2018). Oechssler, Jörg ; Weidenholzer, Simon ; Apesteguia, Jose. In: Working Papers. RePEc:awi:wpaper:0649.

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2018Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence. (2018). Guidolin, Massimo ; Ricci, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1888.

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2018Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence. (2018). Guidolin, Massimo ; Ricci, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1889.

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2019Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns. (2019). Guidolin, Massimo ; Füss, Roland ; Koeppel, Christian ; Fuess, Roland. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19116.

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2018Sluggish Forecasts. (2018). Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-39.

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2018Labor Heterogeneity and the Pattern of Trade. (2018). Carlos, Cebreros Zurita . In: Working Papers. RePEc:bdm:wpaper:2018-01.

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2019THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES. (2019). Kudryavtsev, Andrey. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:85-116.

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2018Information Aggregation in Arrow-Debreu Markets: An Experiment. (2018). Zultan, Ro'i ; Kaplan, Todd ; Choo, Lawrence. In: Working Papers. RePEc:bgu:wpaper:1807.

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2020Social media and price discovery: the case of cross-listed firms. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:20-05.

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2018Noise Momentum Around the World. (2018). Cai, Charlie X ; Shin, Yongcheol ; Faff, Robert. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:1:p:79-104.

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2017Successive short‐selling ban lifts and gradual price efficiency: evidence from China. (2017). Xiong, Xiong ; Feng, XU ; Gao, YA. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1557-1604.

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2018Short selling, margin buying and stock return in China market. (2018). Li, Rui ; Wu, Chongfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:477-501.

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2018Predicting FTSE 100 returns and volatility using sentiment analysis. (2018). Johnman, Mark ; Gepp, Adrian ; Vanstone, Bruce James. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:253-274.

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2018Dissecting stock price momentum using financial statement analysis. (2018). Ahmed, Anwer S ; Safdar, Irfan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:3-43.

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2018Investor sentiment and the risk–return tradeoff in the Brazilian market. (2018). Piccoli, Pedro ; da Silva, Wesley Vieira. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:599-618.

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2017Financial activity in agricultural futures markets: evidence from quantile regressions. (2017). Pradkhan, Elina . In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:61:y:2017:i:4:p:610-625.

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2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:74-87.

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2018TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. (2018). Kartsaklas, Aris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:226-250.

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2017Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ. (2017). Lescourret, Laurence . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:761-806.

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2018Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility. (2018). Schneller, D ; Hamid, A ; Heiden, M. In: German Economic Review. RePEc:bla:germec:v:19:y:2018:i:2:p:209-236.

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2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28.

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2017EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS. (2017). Patro, Dilip ; Wu, Yangru ; Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:223-248.

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2017Crisis Sentiment in the U.S. Insurance Sector. (2017). Irresberger, Felix ; Konig, Fee Elisabeth. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1295-1330.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2017Behavioral Biases in Firms Growth Expectations. (2017). Kato, Haruko ; Koga, Maiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e09.

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2019Uncertainty, Perception and the Internet. (2019). Bontempi, Maria ; Squadrani, M ; Golinelli, R ; Frigeri, M. In: Working Papers. RePEc:bol:bodewp:wp1134.

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2017Quantitative Easing and Portfolio Rebalancing: Micro Evidence from Irish Resident Banks. (2017). Bergant, Katharina. In: Economic Letters. RePEc:cbi:ecolet:07/el/17.

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2017Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Working Papers in Economics. RePEc:cbt:econwp:17/13.

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2018The Impact of Business and Political News on the GCC Stock Markets. (2018). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7353.

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2018Financial Cycles, Credit Bubbles and Stabilization Policies. (2018). Schuler, Tobias ; Corrado, Luisa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7422.

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2019British Stock Market, BREXIT and Media Sentiments - A Big Data Analysis. (2019). Yang, Lei ; Mukherjee, Debashis ; Marjit, Sugata ; Das, Pranab Kumar ; Basak, Gopal K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7760.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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2017Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles. (2017). Smilyanov, Georgi ; Cauwels, Peter ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1727.

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2019Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model. (2019). Sornette, Didier ; Westphal, Rebecca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1929.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2018Paths to Convergence: Stock Price Behavior After Donald Trumps Election. (2018). Zeckhauser, Richard ; Ziegler, Alexandre ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12657.

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2018Investing in managerial honesty. (2018). Gibson, Rajna ; Wagner, Alexander F ; Tanner, Carmen ; Sohn, Matthias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13207.

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2018Looking into Crystal Balls: A Laboratory Experiment on Reputational Cheap Talk. (2018). Nunnari, Salvatore ; Meloso, Debrah ; Ottaviani, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13231.

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2019The Sound Of Many Funds Rebalancing. (2019). Fos, Vyacheslav ; Chinco, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13561.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2018Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market. (2018). Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7418.

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2018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Sulewski, Christoph ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

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2017Skewness Preference and IPO Anomalies in China. (2017). Tang, Wei ; Xu, Liheng ; Wu, Tianhao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tang:wu:xu.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Indars, Edgars Rihards ; Lubloy, agnes ; Savin, Aliaksei. In: Corvinus Economics Working Papers (CEWP). RePEc:cvh:coecwp:2019/01.

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2019Does the cryptocurrency market exhibits feedback trading?. (2019). Gomes, Leonardo Lima ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Jordo, Paulo Vitor. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00772.

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2019Financial cycles, credit bubbles and stabilization policies. (2019). Corrado, Luisa ; Schuler, Tobias. In: Working Paper Series. RePEc:ecb:ecbwps:20192336.

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2017Paths to Convergence: Stock Price Behavior after Donald Trumps Election. (2017). Zeckhauser, Richard ; Ziegler, Alexandre ; Wagner, Alexander F. In: Working Paper Series. RePEc:ecl:harjfk:rwp17-039.

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2017Bankruptcy of Lehman Brothers: Determinants of Cross-country Impacts on Stock Market Volatility. (2017). Kim, Daehwan ; Song, Chi-Young . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-28.

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2017Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia. (2017). Gunathilaka, Chandana ; Balia, Sophee Sulong ; Jais, Mohamad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-57.

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2018The Effect of Investor Sentiment toward an Exchange Merger on Liquidity. (2018). Hisada, Takanori. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-37.

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2019Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America. (2019). ben Halima, Amel ; Talbi, Mariem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-15.

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2019Behavioural Asset Pricing: A Review. (2019). Weerakoon, Y K ; Nimal, P D ; Nanayakkara, N S. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-12.

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2018The Crude Oil Price and Speculations: Investigation Using Granger Causality Test. (2018). Obadi, Saleh ; Korecek, Matej. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-32.

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2018Price momentum and the premium for meeting or beating analysts forecasts of earnings. (2018). Edmonds, Christopher T ; Jenkins, David S ; Fu, Richard. In: Advances in accounting. RePEc:eee:advacc:v:42:y:2018:i:c:p:34-47.

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2017The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. (2017). Zhang, Yuejun ; Ding, Zhihua ; Long, Ruyin ; Liu, Zhenhua. In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:27-36.

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2019Disaggregating power consumption of commercial buildings based on the finite mixture model. (2019). Shi, Zhixiong ; Zhou, Yang ; Wu, Libo ; Gao, Qing. In: Applied Energy. RePEc:eee:appene:v:243:y:2019:i:c:p:35-46.

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2018Volatility and the buyback anomaly. (2018). Vermaelen, Theo ; Nassuphis, Nick ; DE FORTUNY, Enric JUNQUe ; Evgeniou, Theodoros . In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:32-53.

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2017Median-based estimation of dynamic panel models with fixed effects. (2017). Dhaene, Geert ; Zhu, YU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:398-423.

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2019The effect of short selling and borrowing on market prices and traders’ behavior. (2019). Noussair, Charles N ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:4.

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2019Can competition between forecasters stabilize asset prices in learning to forecast experiments?. (2019). Tuinstra, Jan ; Rud, Olga A ; Rabanal, Jean Paul ; Kopanyi, David. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301678.

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2020(A)symmetric information bubbles: Experimental evidence. (2020). Ueda, Kozo ; Uto, Nobuyuki ; Funaki, Yukihiko ; Asako, Yasushi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301435.

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2017Equilibrium asset pricing with Epstein-Zin and loss-averse investors. (2017). Guo, Jing ; He, Xue Dong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:86-108.

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2018Comments on Keynesian economics without the Phillips curve by R.E.A. Farmer and G. Nicolo. (2018). Ellison, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:151-153.

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2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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2018Asset prices and wealth dynamics in a financial market with random demand shocks. (2018). Dindo, Pietro ; Staccioli, Jacopo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:187-210.

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2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

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2017Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises. (2017). Leung, Henry ; Schroeder, Florian ; Schiereck, Dirk. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:169-180.

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2017Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Vedenov, Dmitry ; Turvey, Calum ; Eaves, James ; Power, Gabriel J. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

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2017Daily happiness and stock returns: The case of Chinese company listed in the United States. (2017). Shen, Dehua ; Zhang, Wei ; Xue, Mei ; Li, Xiao. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:496-501.

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2018Uncertainty in financial markets and business cycles. (2018). Yildirim-Karaman, Seil . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:329-339.

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2018Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355.

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2018Connecting the markets? Recent evidence on China’s capital account liberalization. (2018). Chan, Marc ; Kwok, Simon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:417-428.

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2019The influence of cultural distance on the volatility of the international stock market. (2019). Wang, Weiqing ; Wu, Shihwei ; Cui, Yadi ; Zhou, Xiaoguang. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:289-300.

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2019Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals. (2019). Yang, Chunpeng ; Zhou, Liyun. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:130-140.

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2019The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184.

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2019Noise traders and smart money: Evidence from online searches. (2019). Belvaux, Bertrand ; Zouaoui, Mohamed ; Herve, Fabrice. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:141-149.

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2017Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing. (2017). Liang, Hanchao ; Cai, Chuangqun ; Zhang, Rengui ; Yang, Chunpeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:85-102.

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2017Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Lucey, Brian ; Jlassi, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131.

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2017Mispricing and trader positions in the S&P 500 index futures market. (2017). Lai, Ya-Wen ; Tang, Mei-Ling ; Lin, Chiou-Fa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:250-265.

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2017Investor sentiment, heterogeneous agents and asset pricing model. (2017). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:504-512.

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2018Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205.

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More than 100 citations found, this list is not complete...

Works by Robert Waldmann:

YearTitleTypeCited
1989The Size and Incidence of the Losses from Noise Trading In: Journal of Finance.
[Full Text][Citation analysis]		article91
1989The Size and Incidence of the Losses from Noise Trading.(1989) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91		paper
1989The Size and Incidence of the Losses from Noise Trading.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91		paper
The Size and Incidence of Losses from Noise Trading.() In: J. Bradford De Long's Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91		paper
2007International surveys of educational achievement: how robust are the findings? In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article32
1998Ruling out Indeterminacy: the Role of Heterogeneity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
1998Stability properties of a growth model In: Economics Letters.
[Full Text][Citation analysis]		article16
1997Stability Properties in a Growth Model.(1997) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 16		paper
2002On B-robust instrumental variable estimation of the linear model with panel data In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2000Can waste improve welfare? In: Journal of Public Economics.
[Full Text][Citation analysis]		article15
1997Can Waste Improve Welfare?.(1997) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
1997Interpreting procyclical productivity: evidence from a cross-nation cross-industry panel In: Economic Review.
[Full Text][Citation analysis]		article4
1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation In: Scholarly Articles.
[Full Text][Citation analysis]		paper773
1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 773		paper
1991The Survival of Noise Traders in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]		paper227
1988The Survival of Noise Traders in Financial Markets.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227		paper
1991The Survival of Noise Traders in Financial Markets..(1991) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227		article
The Survival of Noise Traders in Financial Markets.() In: J. Bradford De Long's Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227		paper
1990Noise Trader Risk in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]		paper1567
1990Noise Trader Risk in Financial Markets..(1990) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1567		article
Noise Trader Risk in Financial Markets.() In: J. Bradford De Long's Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1567		paper
On B-Robust Instrumental Variable Estimation of the LinearModel In: Working Papers.
[Citation analysis]		paper0
2005Cross-National Surveys of Learning Achievement: How Robust are the Findings? In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper6
2009Child-Care and Participation in the Labor Market for Married Women in Mediterranean Countries In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper7
2008Testing for country heterogeneity in growth models using a finite mixture approach In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article39
2010Predicting the signs of forecast errors In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2008Predicting the Signs of Forecast Errors.(2008) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2016Present-Biased Preferences and Money Demand In: De Economist.
[Full Text][Citation analysis]		article0
2001Waste and Welfare in a Model of Endogenous Technical Change In: The School of Economics Discussion Paper Series.
[Citation analysis]		paper0
1987The Economic Consequences of Noise Traders In: NBER Working Papers.
[Full Text][Citation analysis]		paper27
1992Income Distribution and Infant Mortality In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article78
1996Why Are Professional Forecasters Biased? Agency versus Behavioral Explanations In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article133
2000Ruling Out Multiplicity and Indeterminacy: The Role of Heterogeneity In: Review of Economic Studies.
[Full Text][Citation analysis]		article57
2011Job security and training: the case of Pareto improving firing taxes In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
[Full Text][Citation analysis]		paper1
2007Evaluating how predictable errors in expected income affect consumption In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2017The Econometrics of the EU Fiscal Governance: is the European Commission methodology still adequate? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Cigarette smoking, pregnancy, forward looking behavior and dynamic inconsistency In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2008Cigarette Smoking, Pregnancy, Forward Looking Behavior and Dynamic Inconsistency.(2008) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2008Lump-Sum Taxes in a R&D Model In: Working Paper series.
[Full Text][Citation analysis]		paper0
2008Lump-Sum Taxes in a R&D Model.(2008) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008Dynamically Inconsistent Preferences and Money Demand In: CEIS Research Paper.
[Full Text][Citation analysis]		paper0
2009Income Distribution, Infant Mortality, and Health Care Expenditure In: CEIS Research Paper.
[Full Text][Citation analysis]		paper1
2011Firm Financed Training and pareto Improving Firing taxes In: CEIS Research Paper.
[Full Text][Citation analysis]		paper1
2015Firm financed training and pareto improving firing taxes.(2015) In: Economia Politica: Journal of Analytical and Institutional Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2011The Relative Efficiency of Public and Private Health Care In: CEIS Research Paper.
[Full Text][Citation analysis]		paper0
2019Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses? In: CEIS Research Paper.
[Full Text][Citation analysis]		paper0
2018A Behavioral Model of the Credit Cycle In: CEIS Research Paper.
[Full Text][Citation analysis]		paper1
2013Infant mortality, relative income and public policy In: Applied Economics.
[Full Text][Citation analysis]		article2
2013Evaluating how predictable errors in expected income affect consumption In: Applied Economics.
[Full Text][Citation analysis]		article7
2018Top marginal taxation and economic growth In: Applied Economics.
[Full Text][Citation analysis]		article0
1991Implausible Results or Implausible Data? Anomalies in the Construction of Value-Added Data and Implications for Estimates of Price-Cost Markups. In: Journal of Political Economy.
[Full Text][Citation analysis]		article17

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