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)

14

H index

14

i10 index

3480

Citations

RESEARCH PRODUCTION:

20

Articles

34

Papers

RESEARCH ACTIVITY:

   34 years (1987 - 2021). See details.
   Cites by year: 102
   Journals where Robert Waldmann has often published
   Relations with other researchers
   Recent citing documents: 235.    Total self citations: 12 (0.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa224
   Updated: 2021-09-11    RAS profile: 2021-08-04    
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Relations with other researchers


Works with:

Annicchiarico, Barbara (2)

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 (53)

Shleifer, Andrei (50)

Hirshleifer, David (37)

Irwin, Scott (20)

Reitz, Stefan (18)

Noussair, Charles (18)

Stein, Jeremy (18)

Pierdzioch, Christian (18)

Wagener, Florian (18)

Hong, Harrison (17)

GUPTA, RANGAN (16)

Cites to:

Benhabib, Jess (11)

Laibson, David (8)

Farmer, Roger (8)

Mankiw, N. Gregory (7)

Shleifer, Andrei (7)

Hommes, Cars (7)

Summers, Lawrence (7)

Hall, Robert (6)

Blanchard, Olivier (6)

O'Donoghue, Ted (6)

Thaler, Richard (6)

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, CEIS10
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 (2021 and 2020)


YearTitle of citing document
2020Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004.

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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2021Limits 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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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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2020Modeling asset allocation strategies and a new portfolio performance score. (2020). Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2012.05088.

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2021On the mementum of Meme Stocks. (2021). , Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2106.03691.

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2021Stock Market Analysis with Text Data: A Review. (2021). Liu, Wei ; Prasad, Mukesh ; Chivukula, Aneesh ; Fataliyev, Kamaladdin. In: Papers. RePEc:arx:papers:2106.12985.

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2020The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. (2020). Lustenhouwer, Joep ; Hagenhoff, Tim. In: Working Papers. RePEc:awi:wpaper:0686.

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2021What drives investors to chase returns?. (2021). Michelangeli, Valentina ; Reichling, Felix ; Huntley, Jonathan . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1334_21.

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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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2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media. (2021). Gambacorta, Leonardo ; Amstad, Marlene ; Xia, Dora ; He, Chao. In: BIS Working Papers. RePEc:bis:biswps:917.

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2020News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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2020Margin trading and price efficiency: information content or price‐adjustment speed?. (2020). Lv, Dayong ; Wu, Wenfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2889-2918.

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2020Does news travel slowly before a market crash? The role of margin traders. (2020). Li, Yan ; Qian, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3065-3101.

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2020Beyond the efficient markets hypothesis: Towards a new paradigm. (2020). Fender, John . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:333-351.

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2020Social media bots and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:753-777.

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2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547.

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2020What Drives Anomaly Returns?. (2020). Tetlock, Paul C ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1417-1455.

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2020Presidential Address: Social Transmission Bias in Economics and Finance. (2020). Hirshleifer, David. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1779-1831.

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2020Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

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2020Growth decomposition bias when accounting for heterogeneous regimes: Evidence from China. (2020). Lee, Chien-Chiang ; Xu, Ming ; Ma, Shichang ; Liu, Guanchun. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:2:p:691-711.

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2020Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284.

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2020The Role of Temporary Jobs in Explaining Increasing Inequality for Recent Cohorts in Italy. (2020). Tomelleri, Alessio. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps71.

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2020Taxes and Economic Growth in OECD Countries: A Meta-Analysis. (2020). Reed, Robert W ; Alinaghi, Nazila . In: Working Papers in Economics. RePEc:cbt:econwp:20/12.

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2020How market intervention can prevent bubbles and crashes. (2020). Sornette, Didier ; Westphal, Rebecca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2074.

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2020Composite Survey Sentiment as a Predictor of Future Market Returns: Evidence for German Equity Indices. (2020). Rakovská, Zuzana. In: Working Papers. RePEc:cnb:wpaper:2020/13.

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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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2020Unraveling the relationship between social moods and the stock market: Evidence from the United Kingdom. (2020). Dey, Kushankur ; Saurabh, Samant. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019302163.

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2020Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303257.

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2021An analysis of the impact of President Trump’s tweets on the DJIA and S&P 500 using machine learning and sentiment analysis. (2021). Poggi, Michael ; Cushing, Daniel J ; Mutigwe, Charles ; Kinyua, Johnson D. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303762.

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2021Market signaling capacity of written and visual charismatic leadership tactics. (2021). Chu, Shaner ; Oldford, Erin ; Fiset, John. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000095.

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2021Stock-market disruptions and corporate disclosure policies. (2021). Nanda, Vikram ; Jiang, Jinglin ; Xiao, Steven Chong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302066.

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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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2021Do forecasters really care about consensus?. (2021). Zilberfarb, Ben-Zion ; Goldstein, Nathan. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321001127.

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2020The effect of risk-taking behavior on profitability: Evidence from futures market. (2020). Lin, Chao Hsien ; Lee, Chun I ; Cheng, Teng Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:19-38.

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2020Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

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2021Investor sentiment and stock price: Empirical evidence from Chinese SEOs. (2021). Yan, Chao ; Huang, Yong ; Lan, Yueqin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:703-714.

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2021How much should we trust five-year averaging to purge business cycle effects? A reassessment of the finance-growth and capital accumulation-unemployment nexus. (2021). Sturn, Simon ; Epstein, Gerald. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:242-256.

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2021Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model. (2021). Jin, Xiu ; Jiang, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:298-306.

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2021Herding for profits: Market breadth and the cross-section of global equity returns. (2021). Mikutowski, Mateusz ; Karathanasopoulos, Andreas ; Szyszka, Adam ; Zaremba, Adam. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:348-364.

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2021Nonlinearity matters: The stock price – trading volume relation revisited. (2021). Schmidt, Alexander ; Behrendt, Simon. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:371-385.

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2020Time-varying lead–lag structure between investor sentiment and stock market. (2020). Li, Hong-Yu ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303973.

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2020News sentiment, credit spreads, and information asymmetry. (2020). Wang, Xinjie ; Liu, Zhechen ; Yang, Shanxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300760.

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2020The effect of market sentiment and information asymmetry on option pricing. (2020). Nobanee, Haitham ; Eleuch, Hichem ; ben Hamad, Salah ; Zghal, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301327.

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2020Stock volatility and trading. (2020). Kaprielyan, Margarita ; Agapova, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030139x.

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2020The momentum and reversal effects of investor sentiment on stock prices. (2020). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301601.

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2021Economic policy uncertainty and illiquidity return premium. (2021). Hsieh, Hui-Ching ; Thinh, Van Quoc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301820.

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2021Individual stock sentiment beta and stock returns. (2021). Yang, Chunpeng ; Hu, Xiaoyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301947.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2020Music sentiment and stock returns. (2020). Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301774.

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2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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2020Individual investors propensity to speculate and A-share premiums in Chinas A-shares and H-shares. (2020). Yang, Fan ; Tian, Gaoliang ; Chen, Jun. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119305229.

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2020More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016.

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2020Global investigation on the country-level idiosyncratic volatility and its determinants. (2020). Caglayan, Mustafa Onur ; Zhang, Liwen ; Xue, Wenjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:143-160.

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2020Mispricing firm-level productivity. (2020). John, K C ; Eric, F Y ; Chewie, Tze Chuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:139-163.

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2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

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2021Trader positions in VIX futures. (2021). Yang, Jimmy J ; Chen, Yu-Lun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:1-17.

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2020Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach. (2020). Chevallier, Julien ; Wei, Yigang. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300797.

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2020Effects of diversified openness channels on the total-factor energy efficiency in Chinas manufacturing sub-sectors: Evidence from trade and FDI spillovers. (2020). Shahbaz, Muhammad ; Zafar, Muhammad Wasif ; Pan, Xiuzhen ; Han, Botang ; Wei, Zixiang. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301766.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

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2020Chinese renewable energy industries’ boom and recession: Evidence from bubble detection procedure. (2020). Su, Chi-Wei ; Wang, Kai-Hua ; Moldovan, Nicoleta-Claudia ; Lobon, Oana-Ramona. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421519307852.

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2020Explaining the nonlinear response of stock markets to oil price shocks. (2020). Sharma, Shahil ; Escobari, Diego. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318855.

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2020The role of hormones in financial markets. (2020). Bose, Subir ; Li, Xin ; Ladley, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918307890.

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2020Pricing inefficiencies and feedback trading: Evidence from country ETFs. (2020). Shao, Jia ; Pantelous, Athanasios A ; Liu, Fei ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301423.

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2020Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage. (2020). Sun, Licheng ; Zhu, Zhaobo ; Yung, Kenneth. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919304284.

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2020Herd behaviour & investor sentiment: Evidence from UK mutual funds. (2020). Yan, Meilan ; Hudson, Yawen ; Zhang, Dalu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301381.

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2020Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964.

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2020An encyclopedia for stock markets? Wikipedia searches and stock returns. (2020). Peter, Franziska J ; Behrendt, Simon ; Zimmermann, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302076.

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2020Sentiment stocks. (2020). Gil-Bazo, Javier ; Dong, Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302179.

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2020Stock mispricing, hard-to-value stocks and the influence of internet stock message boards. (2020). Meng, Yongqiang ; Xiong, Xiong ; Shen, Dehua ; Joseph, Nathan Lael. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302209.

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2021Same same but different – Stylized facts of CTA sub strategies. (2021). Li, Youwei ; Mende, Alexander ; Liu, Rui Peng ; Erds, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000016.

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2021When do investors gamble in the stock market?. (2021). Gong, Cynthia M ; Xiong, Xiong ; Wen, Zhuzhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000557.

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2021Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703.

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2020Earnings information, arbitrage constraints, and the forecast dispersion anomaly. (2020). Na, Haejung ; Kim, Soonho. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319301898.

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2020Time and frequency relationship between household investors’ sentiment index and US industry stock returns. (2020). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Khan, Muhammad Asif. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319304465.

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2020Do individual traders undermine firm valuation?. (2020). Chung, Chune Young ; Choi, Joung Hwa ; Sub, Paul Moon. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319308463.

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2021Firm-specific investor sentiment and stock price crash risk. (2021). Wu, Xiang ; Fu, Junhui ; Chen, Rongda ; Liu, Yufang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308013.

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2021What are you searching for? On the equivalence of proxies for online investor attention. (2021). Prange, Philipp ; Behrendt, Simon. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310554.

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2021A note on the behavior of Chinese commodity markets. (2021). Todorova, Neda ; Fan, John Hua. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311626.

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2021Measuring Trump: The Volfefe Index and its impact on European financial markets. (2021). Koser, Christoph ; Klaus, Jurgen. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313674.

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2021Does investor sentiment on social media provide robust information for Bitcoin returns predictability?. (2021). Renault, Thomas ; Guegan, Dominique. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319314199.

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2021Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach. (2021). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Olson, Eric ; Kyei, Clement Kweku ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301422.

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2021Additional factor in asset-pricing: Institutional ownership. (2021). Endeniz-Yuncu, Lkay ; Uurlu-Yildirim, Ecenur. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461231930090x.

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2020Trading aggressiveness and market efficiency. (2020). Klein, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418117302264.

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2020Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes. (2020). Kedar-Levy, Haim. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302428.

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2020Google search volume and individual investor trading. (2020). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300136.

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2020Predicting the equity premium with the implied volatility spread. (2020). Simin, Timothy ; Cao, Charles ; Xiao, Han. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119303611.

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2021Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration. (2021). Jimmy, Ji Yeol ; Joe, Denis Yongmin ; Kim, Hyun-Dong. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300732.

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2020Human Capital Index and the hidden penalty for non-participation in ILSAs. (2020). Steiner-Khamsi, Gita ; Liu, JI. In: International Journal of Educational Development. RePEc:eee:injoed:v:73:y:2020:i:c:s0738059319306789.

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2020Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. (2020). Wu, JunJie ; Nasir, Muhammad Ali ; Liu, Jia ; Thampanya, Natthinee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300779.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2020The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

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2020Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683.

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2020Investigating the inefficiency of the CBO’s budgetary projections. (2020). Arai, Natsuki. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1290-1300.

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2020The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning. (2020). Wu, JunJie ; Li, Jiahong ; Bu, Hui. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1541-1562.

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2020Return comovement. (2020). Parsley, David ; Popper, Helen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302340.

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2020Equity market integration and portfolio rebalancing. (2020). Lee, Dongwon ; Kim, Kyungkeun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300431.

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2020The role of psychological barriers in lottery-related anomalies. (2020). Kim, Da-Hea ; Goh, Jihoon ; Byun, Suk-Joon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300546.

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2020Strategic trade when securitized portfolio values are unknown. (2020). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300832.

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2020Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage. (2020). Li, Keming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301229.

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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.
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article97
1989The Size and Incidence of the Losses from Noise Trading.(1989) In: Scholarly Articles.
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This paper has another version. Agregated cites: 97
paper
1989The Size and Incidence of the Losses from Noise Trading.(1989) In: NBER Working Papers.
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This paper has another version. Agregated cites: 97
paper
The Size and Incidence of Losses from Noise Trading.() In: J. Bradford De Long's Working Papers.
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This paper has another version. Agregated cites: 97
paper
2007International surveys of educational achievement: how robust are the findings? In: Journal of the Royal Statistical Society Series A.
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article34
1998Ruling out Indeterminacy: the Role of Heterogeneity In: CEPR Discussion Papers.
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paper1
2021Confidence, Fundamentals, and Consumption In: ISER Discussion Paper.
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paper0
1998Stability properties of a growth model In: Economics Letters.
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article17
1997Stability Properties in a Growth Model.(1997) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
2002On B-robust instrumental variable estimation of the linear model with panel data In: Journal of Econometrics.
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article15
2019A behavioral model of the credit cycle In: Journal of Economic Behavior & Organization.
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article2
2018A Behavioral Model of the Credit Cycle.(2018) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 2
paper
2000Can waste improve welfare? In: Journal of Public Economics.
[Full Text][Citation analysis]
article17
1997Can Waste Improve Welfare?.(1997) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17
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]
paper857
1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 857
paper
1991The Survival of Noise Traders in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]
paper238
1988The Survival of Noise Traders in Financial Markets.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 238
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: 238
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: 238
paper
1990Noise Trader Risk in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]
paper1774
1990Noise Trader Risk in Financial Markets..(1990) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1774
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: 1774
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]
paper8
2008Testing for country heterogeneity in growth models using a finite mixture approach In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article45
2010Predicting the signs of forecast errors In: Journal of Forecasting.
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article1
2008Predicting the Signs of Forecast Errors.(2008) In: CEIS Research Paper.
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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: 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]
article85
1996Why Are Professional Forecasters Biased? Agency versus Behavioral Explanations In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article152
2000Ruling Out Multiplicity and Indeterminacy: The Role of Heterogeneity In: Review of Economic Studies.
[Full Text][Citation analysis]
article60
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]
paper8
2013Evaluating how predictable errors in expected income affect consumption.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2017The Econometrics of the EU Fiscal Governance: is the European Commission methodology still adequate? In: MPRA Paper.
[Full Text][Citation analysis]
paper1
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]
paper2
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: 2
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
2019The Relative Price of Housing and Subsequent GDP Growth in the USA In: CEIS Research Paper.
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paper0
2013Infant mortality, relative income and public policy In: Applied Economics.
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article4
2018Top marginal taxation and economic growth In: Applied Economics.
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article3
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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