Tom Zimmermann : Citation Profile

Universität zu Köln

7

H index

7

i10 index

242

Citations

RESEARCH PRODUCTION:

11

Articles

31

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 20
   Journals where Tom Zimmermann has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 13 (5.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzi103
   Updated: 2025-01-10    RAS profile: 2023-10-09    
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Relations with other researchers

Works with:

Luck, Stephan (5)

Verner, Emil (3)

Correia, Sergio (3)

Brunnermeier, Markus (2)

Hebous, Shafik (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tom Zimmermann.

Is cited by:

Hoekman, Bernard (4)

Dragomirescu-Gaina, Catalin (4)

di Giovanni, Julian (4)

Sanfilippo, Marco (4)

Pijoan-Mas, Josep (4)

Jeenas, Priit (4)

Cumming, Fergus (3)

Karavias, Yiannis (3)

Acharya, Viral (3)

Bacchiocchi, Emanuele (3)

Crosignani, Matteo (3)

Cites to:

Campbell, John (11)

bandiera, oriana (9)

Gorodnichenko, Yuriy (9)

Auerbach, Alan (9)

KRISHNAMURTHY, ARVIND (8)

Vissing-Jorgensen, Annette (8)

Ravn, Morten (7)

Mertens, Karel (7)

Romer, Christina (7)

Rasul, Imran (7)

Romer, David (7)

Main data

Production by document typearticlepaper201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201220132014201520162017201820192020202120222023202402040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20122013201420152016201720182019202020212022202320240255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents1234567890255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250102.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Tom Zimmermann has published?

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)5
CESifo Working Paper Series / CESifo4
ECONtribute Discussion Papers Series / University of Bonn and University of Cologne, Germany3
Papers / arXiv.org3
Liberty Street Economics / Federal Reserve Bank of New York2

Recent works citing Tom Zimmermann (2024 and 2023)

Year  ↓Title of citing document  ↓
2024Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2024Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2024Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707.

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2023Applying Reinforcement Learning to Option Pricing and Hedging. (2023). Stoiljkovic, Zoran. In: Papers. RePEc:arx:papers:2310.04336.

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2024High-Throughput Asset Pricing. (2023). Dim, Chukwuma ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2311.10685.

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2023Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02.

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2024The Limits of p?Hacking: Some Thought Experiments. (2021). Chen, Andrew Y. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2447-2480.

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2024Procuring Survival. (2024). Rovigatti, Gabriele ; Giuffrida, Leonardo M ; Cappelletti, Matilde. In: Journal of Industrial Economics. RePEc:bla:jindec:v:72:y:2024:i:4:p:1451-1506.

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2023Quantitative Easing, Bank Lending, and Aggregate Fluctuations. (2023). Segev, Nimrod ; Schaffer, Matthew. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.01.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99.

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2023The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors. (2023). Smith, R P ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2317.

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2023The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors. (2023). Pesaran, Mohammad ; Smith, Ron P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10282.

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2023Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17.

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2024Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Bhat, Javed Ahmad ; Padhan, Rakesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982.

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2023Collateral-based monetary policy and corporate employment: Evidence from Medium-term Lending Facility in China. (2023). Zhang, Huan ; Wu, Yuhui ; Liu, Xiaoling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001766.

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2023Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639.

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2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2023Improving factor momentum: Statistical significance matters. (2023). Zhao, Senyang ; Luo, Ronghua ; Liu, Yangyi. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004706.

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2023Macroeconomic effects of tax rate and base changes: Evidence from fiscal consolidations. (2023). Lima, Frederico ; Dabla-Norris, Era. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000284.

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2023Private sector debt overhang and government spending multipliers: Not all debts are alike. (2023). Kim, Wongi. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000685.

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2024Public expenditure multipliers and informality. (2024). Furceri, Davide ; Pizzuto, Pietro ; Colombo, Emilio ; Tirelli, Patrizio. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000321.

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2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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2024Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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2023Does unconventional monetary policy boost local economic development? The case of TLTROs and Italy. (2023). al Tamimi, Hussein ; Molyneux, Philip ; Duqi, Andi ; Perdichizzi, Salvatore. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003168.

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2023Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle. (2023). Rodriguez, Ivan M ; Prakash, Arun ; Lawrence, Edward R ; Kumar, Rajnish. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001747.

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2023Household indebtedness and the macroeconomic effects of tax changes. (2023). Choi, Sangyup ; Shin, Junhyeok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:22-52.

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2023Government procurement and resource misallocation: Evidence from China. (2023). Zhan, Chaoqun ; Hang, Jing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:568-589.

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2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

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2024Missing values handling for machine learning portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000382.

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2024The effect of female leadership on contracting from Capitol Hill to Main Street. (2024). Rohrer, Maximilian ; Gerasimova, Nataliya ; Brogaard, Jonathan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000400.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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2023Factors affecting the adoption of patch-burn grazing in the southern Great Plains in the US. (2023). Fuhlendorf, Samuel D ; Sorice, Michael G ; Joshi, Omkar ; Adhikari, Saroj. In: Land Use Policy. RePEc:eee:lauspo:v:125:y:2023:i:c:s0264837722004859.

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2023Momentum in machine learning: Evidence from the Taiwan stock market. (2023). Lin, Chih-Yung ; Kong, De-Rong ; Bui, Dien Giau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002494.

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2024Fintech regulation and bank liquidity creation: Evidence from China. (2024). Zhang, Qianqian ; Wang, BO ; Liu, Shiyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000271.

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2023Revisiting asset co-movement: Does network topology really matter?. (2023). Shi, Huai-Long ; Chen, Huayi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001903.

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2023Is the European economic governance framework too “complex”? A critical discussion. (2023). Perez, Javier J ; Lopez, Diego Martinez ; Mateos, Marcos Martin ; del Amo, Julia. In: Working Papers. RePEc:fda:fdaddt:2023-06.

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2023Monetary Transmission through Bank Securities Portfolios. (2023). Paul, Pascal ; Krainer, John. In: Working Paper Series. RePEc:fip:fedfwp:96512.

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2023Personality and physician performance pay: Evidence from a behavioral experiment in health. (2023). Wiesen, Daniel ; Hennig-Schmidt, Heike ; Gross, Mona. In: HERO Online Working Paper Series. RePEc:hhs:oslohe:2023_005.

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2024Testing the effects of fiscal policy shocks on output growth in recession and expansion: empirical evidence from developing countries. (2024). Rafique, Rabia ; Nisar, Asad ; Ali, Syed Sadaqat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09708-8.

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2023Sectoral Exchange Rate Pass-through to Manufacturing Prices: A GVAR Approach. (2023). Mendonça, Diogo ; Kannebley, Sergio ; Santos, Felipe Dos ; de Prince, Diogo. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-023-09711-y.

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2023Enhancing stock market anomalies with machine learning. (2023). Hoegner, Christopher ; Azevedo, Vitor. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01099-z.

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2024Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44..

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2023Stock market anomalies and machine learning across the globe. (2023). Mueller, Sebastian ; Kaiser, Georg Sebastian ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z.

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2024Income illusions: challenging the high yield stock narrative. (2024). Israelov, Roni ; Chen, Yin. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00340-1.

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2023The Improvement Policy Design of Public Procurement Process for the Public Management Innovation in South Korea. (2023). Yoon, Donghun. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231158260.

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2023Monetary policy, labor income redistribution and the credit channel: Evidence from matched employer-employee and credit registers. (2021). Peydro, Jose-Luis ; Supera, Dominik ; Panetti, Ettore ; Mendicino, Caterina ; Jasova, Martina. In: Economics Working Papers. RePEc:upf:upfgen:1832.

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Works by Tom Zimmermann:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021The Privatization of Municipal Debt In: ECONtribute Discussion Papers Series.
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2024The “Privatization” of municipal debt.(2024) In: Journal of Public Economics.
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This paper has nother version. Agregated cites: 1		article
2023The “Privatization” of Municipal Debt.(2023) In: Working Paper Series.
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This paper has nother version. Agregated cites: 1		paper
2024The privatization of municipal debt.(2024) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2022Limits of Disclosure Regulation in the Municipal Bond Market In: ECONtribute Discussion Papers Series.
[Full Text][Citation analysis]		paper0
2022Limits of disclosure regulation in the municipal bond market.(2022) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2022The Targeted Assignment of Incentive Schemes In: ECONtribute Discussion Papers Series.
[Full Text][Citation analysis]		paper1
2023Publication Bias in Asset Pricing Research In: Papers.
[Full Text][Citation analysis]		paper0
2024Does Peer-Reviewed Research Help Predict Stock Returns? In: Papers.
[Full Text][Citation analysis]		paper0
2024Does peer-reviewed research help predict stock returns?.(2024) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2024The Debt-Inflation Channel of the German (Hyper-)Inflation In: Papers.
[Full Text][Citation analysis]		paper1
2023The Debt-Inflation Channel of the German Hyperinflation.(2023) In: NBER Working Papers.
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In: .
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2018Revisiting the Narrative Approach of Estimating Tax Multipliers In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article13
2014Revisiting the Narrative Approach of Estimating Tax Multipliers.(2014) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 13		paper
2015Revisiting the narrative approach of estimating tax multipliers.(2015) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2012Estimating the Effects of Coordinated Fiscal Actions in the Euro Area In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper68
2013Estimating the effects of coordinated fiscal actions in the euro area.(2013) In: European Economic Review.
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This paper has nother version. Agregated cites: 68		article
2013Cross-Border Effects of Fiscal Consolidations: Estimates Based on Narrative Records In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
2019Can government demand stimulate private investment? Evidence from U.S. federal procurement In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper25
2021Can government demand stimulate private investment? Evidence from U.S. federal procurement.(2021) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 25		article
2016Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement.(2016) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 25		paper
2012Fiscal Consolidations and Banking Stability In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Fiscal consolidations and banking stability.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2013Fiscal consolidations and bank balance sheets In: Working Paper Series.
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2014Fiscal consolidations and bank balance sheets.(2014) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 6		article
2022Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
2017Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserves LSAPs.(2017) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 21		paper
2020Employment effects of unconventional monetary policy: Evidence from QE In: Journal of Financial Economics.
[Full Text][Citation analysis]		article46
2018Employment Effects of Unconventional Monetary Policy : Evidence from QE.(2018) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 46		paper
2018Claim Dilution in the Municipal Debt Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2018Publication Bias and the Cross-Section of Stock Returns In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper21
2020Publication Bias and the Cross-Section of Stock Returns.(2020) In: The Review of Asset Pricing Studies.
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2019Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning In: Finance and Economics Discussion Series.
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2021Open Source Cross-Sectional Asset Pricing In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper32
2022Open Source Cross-Sectional Asset Pricing.(2022) In: Critical Finance Review.
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This paper has nother version. Agregated cites: 32		article
2020Open source cross-sectional asset pricing.(2020) In: CFR Working Papers.
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2024Exposure to Cyber Risk and Inadequate Cybersecurity Regulations: Evidence from Municipalities In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2019Ten years later – Did QE work? In: Liberty Street Economics.
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2023Inflating Away the Debt: The Debt-Inflation Channel of German Hyperinflation In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Deep parametric portfolio policies In: CFR Working Papers.
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2014Revisiting the Narrative Approach of Estimating Fiscal Multipliers In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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