Niels Gormsen : Citation Profile

Are you Niels Gormsen?

National Bureau of Economic Research (NBER) (1% share)
University of Chicago (99% share)

4

H index

3

i10 index

331

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 66
   Journals where Niels Gormsen has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 6 (1.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo953
   Updated: 2024-04-18    RAS profile: 2023-11-07    
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Relations with other researchers

Works with:

Lazarus, Eben (2)

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

Is cited by:

Zechner, Josef (7)

Yannelis, Constantine (7)

Pagano, Marco (7)

Davis, Steven (6)

Marfe, Roberto (6)

Caballero, Ricardo (5)

Brzeszczynski, Janusz (5)

Baker, Scott (5)

Acharya, Viral (4)

Barrios, John (4)

Laine, Olli-Matti (4)

Cites to:

Campbell, John (14)

Shiller, Robert (9)

Cochrane, John (8)

Giglio, Stefano (5)

Marfe, Roberto (4)

koijen, ralph (4)

van Binsbergen, Jules (4)

Stambaugh, Robert (3)

Xiu, Dacheng (3)

Lazarus, Eben (3)

Lewis, Daniel (3)

Main data

Where Niels Gormsen has published?

Journals with more than one article published# docs
Journal of Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Niels Gormsen (2024 and 2023)

YearTitle of citing document
2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023Managing disease containment measures during a pandemic. (2023). Sensoy, Ahmet ; Eryarsoy, Enes ; Tanrisever, Fehmi ; Shahmanzari, Masoud. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:5:p:1362-1379.

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2023.

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2023Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407.

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2023Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314.

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2023The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229.

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2023Volatility and dark trading: Evidence from the Covid-19 pandemic. (2023). Rzayev, Khaladdin ; Ibikunle, Gbenga. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001111.

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2023Risk communication clarity and insurance demand: The case of the COVID-19 pandemic. (2023). Zou, Hong ; Xu, Xian ; Feng, Jingbing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002652.

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2023Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic. (2023). Zeng, Mudong ; Liu, Jingyuan ; Guo, XU. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:166-179.

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2023Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model. (2023). Timmermann, Allan ; Sabbatucci, Riccardo ; Pettenuzzo, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1522-1541.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2023Betting against beta with intraday and overnight signals. (2023). Insana, Alessandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000583.

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2023Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242.

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2023Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?. (2023). Ferriani, Fabrizio. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001692.

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2023Corporate advertising expense and share price synchronization. (2023). Tang, Wenjin ; Chou, Yixuan. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004981.

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2023The impact of debt forbearance on borrowers’ financial behavior and labor outcomes: Evidence from student loans. (2023). Nekrasov, Alexander ; Lourie, Ben ; Yoo, Ilsun. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006372.

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2023Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic. (2023). Zhao, Jing ; Zhang, Xuan ; Xu, Liao. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000490.

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2023The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025.

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2023What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013.

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2023Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749.

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2023Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates. (2023). Malloch, Hamish ; Berkman, Henk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662100337x.

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2023On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic. (2023). Smajlbegovic, Esad ; Jank, Stephan ; Greppmair, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002321.

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2023Disaster resilience and asset prices. (2023). Wagner, Christian ; Pagano, Marco ; Zechner, Josef. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001447.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023Economic policy uncertainty, COVID-19 and corporate investment: Evidence from the gold mining industry. (2023). Rustamov, Bezhan ; Gokmenoglu, Korhan K ; Klayme, Tania. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004981.

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2023Learning and the capital age premium. (2023). Xu, Chenjie ; Tsou, Chi-Yang ; Li, Kai. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:76-90.

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2023The beta anomaly in the Australian stock market and the lottery demand. (2023). Veron, Jose Francisco ; Bradrania, Reza. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001986.

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2023Cui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firms. (2023). Ljubicic, Kristian ; Kaserer, Christoph ; Haimann, Michael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:228-243.

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2023Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077.

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2023COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089.

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2023Market segmentation and international diversification across country and industry portfolios. (2023). Zaremba, Adam ; Yargi, Seher Goren ; Umutlu, Mehmet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000806.

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2023Impact of epidemic outbreaks (COVID-19) on global supply chains: A case of trade between Turkey and China. (2023). Sezer, Muruvvet Deniz ; Mangla, Sachin Kumar ; Ekinci, Esra ; Kazancoglu, Yigit ; Ozbiltekin-Pala, Melisa. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:85:y:2023:i:c:s0038012122003019.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2023The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660.

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2023.

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2023Imagining the Future: Memory, Simulation and Beliefs. (2023). Shleifer, Andrei ; Gennaioli, Nicola ; Coffman, Katherine ; Burro, Giovanni ; Bordalo, Pedro. In: Working Papers. RePEc:igi:igierp:701.

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2023Monetary Policy and Stock Market Valuation. (2023). Laine, Olli-Matti. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:1:a:8.

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2023The Real Response to Uncertainty Shocks: The Risk Premium Channel. (2023). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:119-140.

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2023Explaining the Failure of the Unconditional CAPM with the Conditional CAPM. (2023). Martineau, Charles ; Hasler, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1835-1855.

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2023From Outbreak to Vaccination: An Analysis of the Commercial Property Market Reaction to COVID-19 in Malaysia. (2023). Mohd, Shazida Jan ; Che, Edie Erman ; Wong, Woei Chyuan ; Musaddad, Hafirda Akma ; Mat, Mohd Yushairi. In: International Real Estate Review. RePEc:ire:issued:v:26:n:03:2023:p:267-298.

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2023What we know about the low-risk anomaly: a literature review. (2023). Traut, Joshua. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00427-0.

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2023CSR and firm value: is CSR valuable during the COVID 19 crisis in the French market?. (2023). Gargoury, Rym ; Lassoued, Naima ; Khanchel, Imen. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:2:d:10.1007_s10997-022-09662-5.

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2023The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182..

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2023Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies. (2023). Taghizadeh-Hesary, Farhad ; Sarker, Tapan ; Rasoulinezhad, Ehsan ; Zhao, Linhai. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00494-x.

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2023Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence. (2023). coskun, yener ; Yaya, Olaoluwa S ; Gil-Alana, Luis A ; Akinsomi, Omokolade ; Yener, Coskun. In: MPRA Paper. RePEc:pra:mprapa:117002.

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2023The determination of the price of capital goods: A differential game approach. (2023). Guerrazzi, Marco ; Candido, Giuseppe. In: MPRA Paper. RePEc:pra:mprapa:119118.

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2023A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. (2023). Phoong, Seuk Yen ; al Mahi, Masnun. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231153855.

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2023Management disclosure of risk factors and COVID-19. (2023). McDonald, Bill ; Loughran, Tim. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00459-5.

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2023Impact of COVID-19 Pandemic on Financial Markets: a Global Perspective. (2023). Ullah, Sabeeh. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00970-7.

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2023The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis. (2023). Maghyereh, Aktham ; Wtorek, Marcin ; Abdoh, Hussein. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01404-x.

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2023The Effect of Lobbies Narratives on Academics Perceptions of Scientific Publishing: An Information Provision Experiment. (2023). Martinelli, Arianna ; Rossello, Giulia. In: LEM Papers Series. RePEc:ssa:lemwps:2023/14.

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2023Essays in empirical finance. (2023). Jankauskas, Tomas. In: Other publications TiSEM. RePEc:tiu:tiutis:4c319f87-ba97-44be-897e-1ec56a50ff3a.

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2023Covid?19 outbreak and stocks return on the West African Economic and Monetary Unions stock market: An empirical analysis of the relationship through the event study approach. (2023). Toe, Mamadou ; Tan, Daouda Lawa ; Zoungrana, Tibi Didier. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1404-1422.

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2023Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449.

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2023Gambling for recovery? Exploring the riskiness of European insurers assets during the Covid-19 crisis 2020. (2023). Beyer, Marcel. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4623.

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Works by Niels Gormsen:

YearTitleTypeCited
2021Implied Dividend Volatility and Expected Growth In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article2
2020The Corona Virus, the Stock Market’s Response, and Growth Expectations In: Working Papers.
[Full Text][Citation analysis]		paper2
2021Time Variation of the Equity Term Structure In: Journal of Finance.
[Full Text][Citation analysis]		article23
2023Duration?Driven Returns In: Journal of Finance.
[Full Text][Citation analysis]		article5
2018Betting Against Correlation: Testing Theories of the Low-Risk Effect In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper28
2020Betting against correlation: Testing theories of the low-risk effect.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2020Coronavirus: Impact on Stock Prices and Growth Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper265
2020Coronavirus: Impact on Stock Prices and Growth Expectations.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265		paper
Coronavirus: Impact on Stock Prices and Growth Expectations.() In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265		article
2022Selfish Corporations In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Corporate Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2023Forward Return Expectations In: NBER Working Papers.
[Full Text][Citation analysis]		paper1

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