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

2684

Citations

RESEARCH PRODUCTION:

19

Articles

32

Papers

RESEARCH ACTIVITY:

   30 years (1987 - 2017). See details.
   Cites by year: 89
   Journals where Robert Waldmann has often published
   Relations with other researchers
   Recent citing documents: 158.    Total self citations: 10 (0.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa224
   Updated: 2018-05-19    RAS profile: 2017-11-15    
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Relations with other researchers

Works with:

Millemaci, Emanuele (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 (50)

Shleifer, Andrei (46)

Hirshleifer, David (30)

Irwin, Scott (24)

Wagener, Florian (19)

Stein, Jeremy (18)

Reitz, Stefan (17)

Pierdzioch, Christian (16)

Hong, Harrison (16)

De Grauwe, Paul (15)

Wei, Shang-Jin (15)

Cites to:

Benhabib, Jess (11)

Summers, Lawrence (9)

Laibson, David (8)

Farmer, Roger (8)

Hall, Robert (6)

Mankiw, N. Gregory (6)

O'Donoghue, Ted (6)

Murphy, Kevin (5)

Romer, Paul (5)

Blanchard, Olivier (4)

Thaler, Richard (4)

Main data

Where Robert Waldmann has published?

Journals with more than one article published# docs
Applied Economics2
Journal of Finance2
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, CEIS7
Scholarly Articles / Harvard University Department of Economics4
MPRA Paper / University Library of Munich, Germany3
Economics Working Papers / European University Institute2
IZA Discussion Papers / Institute for the Study of Labor (IZA)2
Discussion Paper Series In Economics And Econometrics / Economics Division, School of Social Sciences, University of Southampton2

Recent works citing Robert Waldmann (2018 and 2017)

YearTitle of citing document
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 ; Beutel, Johannes ; Adam, Klaus . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408.

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

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2017Financial Time Series Forecasting: Semantic Analysis Of Economic News. (2017). Kononova, Kateryna ; Dek, Anton . 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). Wang, Hai Zhen ; Sattayatham, Pairote ; Chatpatanasiri, Ratthachat . In: Papers. RePEc:arx:papers:1706.02985.

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

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2018An Endogenous Mechanism of Business Cycles. (2018). Kroujiline, Dimitri ; Govorkov, Boris ; Sharov, Sergey V ; Ushanov, Dmitry ; Gusev, Maxim. In: Papers. RePEc:arx:papers:1803.05002.

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

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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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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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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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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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2018Volatility and the buyback anomaly. (2018). Evgeniou, Theodoros ; Vermaelen, Theo ; Nassuphis, Nick ; DE FORTUNY, Enric JUNQUe . 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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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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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 ; Li, Xiao ; Zhang, Wei ; Xue, Mei . 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 K ; Kwok, Simon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:417-428.

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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 ; Bekiros, Stelios ; Naoui, Kamel ; 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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2017Bias, rationality and asymmetric loss functions. (2017). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:113-116.

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2018Momentum and crash sensitivity. (2018). Ruenzi, Stefan ; Weigert, Florian. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:77-81.

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2017Consistent estimation of linear panel data models with measurement error. (2017). Meijer, Erik ; Wansbeek, Tom ; Spierdijk, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:169-180.

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2017Cash inflow and trading horizon in asset markets. (2017). Razen, Michael ; Kirchler, Michael ; Huber, Jurgen . In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:359-384.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Kutan, Ali M ; Qureshi, Fiza . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017Sophistication and price impact of foreign investors in the Brazilian stock market. (2017). Gonalves, Walter ; Eid, William . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:102-139.

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2017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

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2017Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2018Behavioral biases in the corporate bond market. (2018). Wei, Jason . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:34-55.

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2017Crude inventory accounting and speculation in the physical oil market. (2017). Diaz-Rainey, Ivan ; Lont, David H ; Roberts, Helen . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:508-522.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2017When Will Occur the Crude Oil Bubbles?. (2017). Su, Chi-Wei ; Lobon, Oana-Ramona ; Chang, Hsu-Ling ; Li, Zheng-Zheng . In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:1-6.

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2017Financialization: Towards a new research agenda. (2017). Lagoarde-Segot, Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:113-123.

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2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

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2017Performance persistence of government bond factor premia. (2017). Zaremba, Adam. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:182-189.

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2017Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum. (2017). Ben Sita, Bernard. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:137-146.

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2017Twitters daily happiness sentiment and the predictability of stock returns. (2017). You, Wanhai ; Guo, Yawei ; Peng, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:58-64.

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2017Short selling around the 52-week and historical highs. (2017). Piqueira, Natalia ; Lee, Eunju . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:75-101.

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2017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?. (2017). Donadelli, Michael ; Riedel, Max ; Kizys, Renatas. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:84-103.

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2017Limited rationality and the strategic environment: Further theory and experimental evidence. (2017). Waldman, Michael ; Schneider, Henry S ; Cooper, Kristen B. In: Games and Economic Behavior. RePEc:eee:gamebe:v:106:y:2017:i:c:p:188-208.

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2017The world price of sentiment risk. (2017). Keiber, Karl Ludwig ; Samyschew, Helene . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:62-82.

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2017National culture, population age, and other country factors in volume–price volatility relationship. (2017). Hua, Wei ; Wei, Peihwang . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:83-96.

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2018Neurofinance versus the efficient markets hypothesis. (2018). Ardalan, Kavous . In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:170-176.

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2017Extrapolative expectations and capital flows during convergence. (2017). Davenport, Margaret ; Cozzi, Guido. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:169-190.

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2017Excess stock return comovements and the role of investor sentiment. (2017). Verschoor, Willem ; Frijns, Bart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:74-87.

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2017Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt. (2017). Wu, Qinqin ; Lu, Jing ; Hao, Ying . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:1-14.

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2018Does feedback trading drive returns of cross-listed shares?. (2018). Chen, Jing ; McMillan, David G ; Hou, Wenxuan ; Dong, Yizhe . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:179-199.

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2017Systematic errors in growth expectations over the business cycle. (2017). Jannsen, Nils ; Dovern, Jonas. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:760-769.

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2017Does managerial sentiment affect accrual estimates? Evidence from the banking industry. (2017). Hribar, Paul ; Wilde, Jaron H ; Small, Christopher R ; Melessa, Samuel J. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:1:p:26-50.

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2017Idiosyncratic volatility: An indicator of noise trading?. (2017). Aabo, Tom ; Park, Jung Chul ; Pantzalis, Christos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:136-151.

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2017Do locals know better? A comparison of the performance of local and foreign institutional investors. (2017). Ferreira, Miguel A ; Pires, Pedro ; Pereira, Joo Pedro ; Matos, Pedro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:151-164.

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2017Intraday online investor sentiment and return patterns in the U.S. stock market. (2017). Renault, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:25-40.

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2018Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market. (2018). Kang, Wenjin ; Xu, BU ; Gu, Ming . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:240-258.

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2017Modifier words in the financial press and investor expectations. (2017). Kräussl, Roman ; Mirgorodskaya, Elizaveta ; Kraussl, Roman ; Bosman, Ronald . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:138:y:2017:i:c:p:85-98.

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2017Industry herd behaviour in financing decision making. (2017). Camara, Omar . In: Journal of Economics and Business. RePEc:eee:jebusi:v:94:y:2017:i:c:p:32-42.

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2017Information and coordination frictions in experimental posted offer markets. (2017). Preugschat, Edgar ; Moen, Espen ; Helland, Leif. In: Journal of Economic Theory. RePEc:eee:jetheo:v:167:y:2017:i:c:p:53-74.

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2017Market selection. (2017). Kogan, Leonid ; Wang, Jiang ; Westerfield, Mark M ; Ross, Stephen A. In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:209-236.

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2017Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns. (2017). Bhamra, Harjoat ; Shim, Kyung Hwan . In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:400-431.

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2017Information disclosure, firm growth, and the cost of capital. (2017). Dutta, Sunil ; Nezlobin, Alexander . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:415-431.

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2017An extrapolative model of house price dynamics. (2017). Glaeser, Edward L ; Nathanson, Charles G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:147-170.

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2017The source of information in prices and investment-price sensitivity. (2017). Edmans, Alex ; Schneemeier, Jan ; JAYARAMAN, SUDARSHAN. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:74-96.

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2017Asset fire sales in equity markets: Evidence from a quasi-natural experiment. (2017). Tessada, José ; Muoz, Daniel ; Larrain, Borja. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:71-85.

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2017.

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2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218.

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2017Do iron ore price bubbles occur?. (2017). Dumitrescupeculea, Adelina ; Su, Chi-Wei ; Chang, Hsu-Ling ; Wang, Kai-Hua. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:340-346.

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2017Simple agent-based dynamical system models for efficient financial markets: Theory and examples. (2017). Immonen, Eero . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:69:y:2017:i:c:p:38-53.

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2017Dynamic coordination among heterogeneous agents. (2017). Pereira, Ana Elisa ; guimaraes, bernardo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:13-33.

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2017Investor sentiment and economic forces. (2017). Shen, Junyan ; Zhao, Shen ; Yu, Jianfeng . In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:1-21.

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2017Market liberalization and the extent of informed trading: Evidence from China’s equity markets. (2017). Alhaj-Yaseen, Yaseen S ; Jin, Yinghua ; Rao, Xi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:39:y:2017:i:c:p:78-99.

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2017Limits-to-arbitrage, investment frictions, and innovation anomalies. (2017). Chan, Konan ; Wang, Yanzhi ; Lin, Yueh-Hsiang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:1-14.

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2017Media sentiment and trading strategies of different types of traders. (2017). Cahill, Daniel ; Wee, Marvin ; Yang, Joey W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:160-172.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2018Lucky issuance: The role of numerological superstitions in irrational return premiums. (2018). Weng, Pei-Shih . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:79-91.

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2017Investor sentiment and stock returns: Evidence from provincial TV audience rating in China. (2017). Shen, Dehua ; ZHANG, YONG JIE . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:288-294.

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2017Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market. (2017). Qian, Xin ; Guo, Kun ; Sun, YI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:390-396.

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2017Factor income taxation in a horizontal innovation model. (2017). Pelloni, Alessandra ; Long, Xin . In: Journal of Public Economics. RePEc:eee:pubeco:v:154:y:2017:i:c:p:137-159.

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2017Analysts and sentiment: A causality study. (2017). Kaplanski, Guy ; Levy, Haim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:315-327.

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2018Seasonality in the Saudi stock market: The Hajj effect. (2018). Wasiuzzaman, Shaista. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:273-281.

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2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets. (2018). Calvet, Laurent-Emmanuel ; Lemaire, Isabelle ; Grandmont, Jean-Michel. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:1:p:117-146.

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2017The dynamic and asymmetric herding behavior of US equity fund managers in the stock market. (2017). Fang, Hao ; Lee, Yen-Hsien ; Shen, Chung-Hua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:353-369.

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2017The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:61-77.

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2017Feedback trading in stock index futures: Evidence from South Africa. (2017). Charteris, Ailie ; Musadziruma, Arnold. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1289-1297.

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2017Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?. (2017). Kattuman, Paul ; Hiremath, Gourishankar S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:544-558.

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2017Shy of the Character Limit: Twitter Mood Predicts the Stock Market Revisited. (2017). Lachanski, Michael ; Pav, Steven. In: Econ Journal Watch. RePEc:ejw:journl:v:14:y:2017:i:3:p:302-345.

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2017Heterogeneous Investor Behaviors and Market Volatility in the Tokyo Stock Exchange. (2017). Yosuke, Kimura . In: Discussion papers. RePEc:eti:dpaper:17003.

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2017(A)symmetric Information Bubbles: Experimental Evidence. (2017). Ueda, Kozo ; Funaki, Yukihiko ; Asako, Yasushi ; Uto, Nobuyuki . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:312.

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2017The Effect of Stock Return Sequences on Trading Volumes. (2017). Kudryavtsev, Andrey. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:20-:d:113880.

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2018Foreign Exchange Speculation: An Event Study. (2018). Hayward, Rob. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:22-:d:132329.

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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]		article83
1989 The Size and Incidence of the Losses from Noise Trading..(1989) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		article
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: 83		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: 83		paper
2007International surveys of educational achievement: how robust are the findings? In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article28
1998Ruling out Indeterminacy: the Role of Heterogeneity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
1998Ruling out indeterminacy: the role of heterogeneity.(1998) In: Discussion Paper Series In Economics And Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
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]		article14
1997Can Waste Improve Welfare?.(1997) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 14		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]		paper651
1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 651		paper
1991The Survival of Noise Traders in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]		paper200
1988The Survival of Noise Traders in Financial Markets.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 200		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: 200		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: 200		paper
1990Noise Trader Risk in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]		paper1323
1990Noise Trader Risk in Financial Markets..(1990) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1323		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: 1323		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]		article37
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]		paper24
1992Income Distribution and Infant Mortality In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article75
1996Why Are Professional Forecasters Biased? Agency versus Behavioral Explanations In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article120
2000Ruling Out Multiplicity and Indeterminacy: The Role of Heterogeneity In: Review of Economic Studies.
[Full Text][Citation analysis]		article50
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]		paper5
2013Evaluating how predictable errors in expected income affect consumption.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
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
1996Diversity and development In: Discussion Paper Series In Economics And Econometrics.
[Citation analysis]		paper0
2013Infant mortality, relative income and public policy 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]		article15
The Size and Incidence of Losses from Noise Trading In: J. Bradford De Long's Working Papers.
[Full Text][Citation analysis]		paper2

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