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

3376

Citations

RESEARCH PRODUCTION:

20

Articles

33

Papers

RESEARCH ACTIVITY:

   32 years (1987 - 2019). See details.
   Cites by year: 105
   Journals where Robert Waldmann has often published
   Relations with other researchers
   Recent citing documents: 169.    Total self citations: 12 (0.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa224
   Updated: 2021-03-01    RAS profile: 2021-01-10    
   Missing citations? Add them    Incorrect content? Let us know

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 (51)

Shleifer, Andrei (50)

Hirshleifer, David (37)

Irwin, Scott (20)

Reitz, Stefan (18)

Stein, Jeremy (18)

Noussair, Charles (18)

Wagener, Florian (18)

Pierdzioch, Christian (18)

Hong, Harrison (17)

De Grauwe, Paul (16)

Cites to:

Benhabib, Jess (11)

Laibson, David (8)

Farmer, Roger (8)

Mankiw, N. Gregory (7)

Hommes, Cars (7)

Shleifer, Andrei (7)

Summers, Lawrence (7)

Thaler, Richard (6)

Hall, Robert (6)

O'Donoghue, Ted (6)

Murphy, Kevin (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, CEIS10
Scholarly Articles / Harvard University Department of Economics4
MPRA Paper / University Library of Munich, Germany3
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Economics Working Papers / European University Institute2

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.

Full description at Econpapers || Download paper

2021Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Fear of hazards in commodity futures markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301680.

Full description at Econpapers || Download paper

2020Local demand shocks, excess comovement and return predictability. (2020). Broman, Markus S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s037842662030176x.

Full description at Econpapers || Download paper

2020How institutional development news moves an emerging market. (2020). Mehrotra, Vikas ; Guzman, Alexander ; Trujillo, Maria-Andrea ; Morck, Randall. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:300-319.

Full description at Econpapers || Download paper

2020Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265.

Full description at Econpapers || Download paper

2020Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Sornette, Didier ; Westphal, Rebecca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23.

Full description at Econpapers || Download paper

2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

Full description at Econpapers || Download paper

2020Trading and arbitrage in cryptocurrency markets. (2020). Makarov, Igor ; Schoar, Antoinette. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:293-319.

Full description at Econpapers || Download paper

2020Terrorist attacks and investor risk preference: Evidence from mutual fund flows. (2020). Young, Michael ; Wang, Albert Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:491-514.

Full description at Econpapers || Download paper

2020Information arrival, delay, and clustering in financial markets with dynamic freeriding. (2020). Hashimoto, Tadashi ; Aghamolla, Cyrus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:1:p:27-52.

Full description at Econpapers || Download paper

2020When low beats high: Riding the sales seasonality premium. (2020). Kaba, Yamil ; Grullon, Gustavo ; Nuez-Torres, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:572-591.

Full description at Econpapers || Download paper

2021Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2021). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:209-233.

Full description at Econpapers || Download paper

2020Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?. (2020). Ma, Chao. In: Journal of Housing Economics. RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300243.

Full description at Econpapers || Download paper

2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075.

Full description at Econpapers || Download paper

2021Does cash-flow news play a better role than discount-rate news? Evidence from global regional stock markets. (2021). Ko, Kwangsoo ; Ohk, Kiyool ; Wu, Ming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302230.

Full description at Econpapers || Download paper

2020The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028.

Full description at Econpapers || Download paper

2020Bubbles and crashes: A laboratory experiment. (2020). Perdomo, Alvaro Andres. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300738.

Full description at Econpapers || Download paper

2020Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets. (2020). Ahmed, Bouteska. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300190.

Full description at Econpapers || Download paper

2020On the indeterminacy of equilibrium in an endogenous growth model with non-separable preferences. (2020). san Martin, Marta ; Sanmartin, Marta ; Baraano, Ilaski . In: Mathematical Social Sciences. RePEc:eee:matsoc:v:108:y:2020:i:c:p:81-89.

Full description at Econpapers || Download paper

2020Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China. (2020). Ran, Jimmy ; Li, Yuan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x2030044x.

Full description at Econpapers || Download paper

2020An anatomy of commodity futures returns in China. (2020). Zhang, Zhekai ; Xiao, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301086.

Full description at Econpapers || Download paper

2020Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence. (2020). Guidolin, Massimo ; Ricci, Andrea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:1-11.

Full description at Econpapers || Download paper

2020Feedback trading strategies and long-term volatility. (2020). Koulakiotis, Athanasios ; Kiohos, Apostolos ; Babalos, Vassilios ; Kyriakou, Maria I. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:181-189.

Full description at Econpapers || Download paper

2020Is too much liquidity harmful to economic growth?. (2020). Chu, Hung Viet. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:230-242.

Full description at Econpapers || Download paper

2020The Oscar goes to…: High-tech firms’ acquisitions in response to rivals’ technology breakthroughs. (2020). HSU, Po-Hsuan ; Chen, I-Ju ; I-Ju Chen, ; Wang, Yanzhi ; Officer, Micah S. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:7:s0048733320301566.

Full description at Econpapers || Download paper

2020Air pollution, individual investors, and stock pricing in China. (2020). Lu, Jing ; Wu, Qinin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:267-287.

Full description at Econpapers || Download paper

2020Patent growth and the long-run performance of VC-backed IPOs. (2020). Zhang, Xueyong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:33-47.

Full description at Econpapers || Download paper

2020Intraday sentiment and market returns. (2020). Liu, Xihua ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:48-62.

Full description at Econpapers || Download paper

2021Cross-momentum: Tracking idiosyncratic shocks. (2021). Zareei, Abalfazl. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:177-199.

Full description at Econpapers || Download paper

2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

Full description at Econpapers || Download paper

2020Feedback trading and the ramadan effect in frontier markets. (2020). Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Gad, Samar ; Cui, Yueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306294.

Full description at Econpapers || Download paper

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]		article97
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: 97		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: 97		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: 97		paper
2007International surveys of educational achievement: how robust are the findings? In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article34
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]		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.
[Full Text][Citation analysis]		article15
2019A behavioral model of the credit cycle In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
2018A Behavioral Model of the Credit Cycle.(2018) In: CEIS Research Paper.
[Full Text][Citation analysis]
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]		paper830
1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 830		paper
1991The Survival of Noise Traders in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]		paper235
1988The Survival of Noise Traders in Financial Markets.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 235		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: 235		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: 235		paper
1990Noise Trader Risk in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]		paper1713
1990Noise Trader Risk in Financial Markets..(1990) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1713		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: 1713		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]		article43
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]		article83
1996Why Are Professional Forecasters Biased? Agency versus Behavioral Explanations In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article147
2000Ruling Out Multiplicity and Indeterminacy: The Role of Heterogeneity In: Review of Economic Studies.
[Full Text][Citation analysis]		article58
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.
[Full Text][Citation analysis]		paper0
2013Infant mortality, relative income and public policy In: Applied Economics.
[Full Text][Citation analysis]		article4
2018Top marginal taxation and economic growth In: Applied Economics.
[Full Text][Citation analysis]		article2
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team