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

4134

Citations

RESEARCH PRODUCTION:

21

Articles

35

Papers

RESEARCH ACTIVITY:

   35 years (1987 - 2022). See details.
   Cites by year: 118
   Journals where Robert Waldmann has often published
   Relations with other researchers
   Recent citing documents: 130.    Total self citations: 12 (0.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa224
   Updated: 2024-01-16    RAS profile: 2023-01-07    
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Relations with other researchers

Works with:

Yoo, Donghoon (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 (55)

Shleifer, Andrei (52)

Hirshleifer, David (39)

Irwin, Scott (23)

Noussair, Charles (20)

Hong, Harrison (19)

Pierdzioch, Christian (18)

Stein, Jeremy (18)

Reitz, Stefan (18)

Wagener, Florian (18)

GUPTA, RANGAN (18)

Cites to:

Benhabib, Jess (12)

Laibson, David (9)

L'Huillier, Jean-Paul (8)

Farmer, Roger (8)

Thaler, Richard (8)

Summers, Lawrence (8)

Wright, Randall (8)

Mankiw, N. Gregory (7)

Hommes, Cars (7)

Carroll, Christopher (7)

Shleifer, Andrei (7)

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
NBER Working Papers / National Bureau of Economic Research, Inc4
Scholarly Articles / Harvard University Department of Economics4
MPRA Paper / University Library of Munich, Germany3
Economics Working Papers / European University Institute2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Robert Waldmann (2024 and 2023)

YearTitle of citing document
2023Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03.

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2023Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08.

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2023COVID-19 Attack on Stock Markets: Event Study and Panel Data Analysis of Organization of Islamic Countries (OIC). (2023). Hanif, Muhammad Wasif ; Awan, Umar Farooq ; Sarwar, Ammara ; Aslam, Muhammad ; Atif, Muhammad ; Sultana, Fatima ; Kashif, Muhammad. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:1:p:50-63.

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2023.

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2023Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2023EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

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2023Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

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2023Multi-Asset Bubbles Equilibrium Price Dynamics. (2022). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468.

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2023The Dynamics of Leverage and the Belief Distribution of Wealth. (2023). Sethi, Rajiv ; Datta, Bikramaditya. In: Papers. RePEc:arx:papers:2304.03436.

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2023Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939.

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2023Integrating Different Informations for Portfolio Selection. (2023). Wang, Shikun ; Zhu, Shushang ; Li, Duan ; Huang, YI. In: Papers. RePEc:arx:papers:2305.17881.

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2023A Classical Model of Speculative Asset Price Dynamics. (2023). Smith, Vernon ; Inoua, Sabiou. In: Papers. RePEc:arx:papers:2307.00410.

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2023Effects of Daily News Sentiment on Stock Price Forecasting. (2023). Datla, V ; Nath, G ; Das, A ; Sabu, R ; Gadela, R ; Srinivas, S. In: Papers. RePEc:arx:papers:2308.08549.

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2023Investor behavior under market stress:evidence from the Italian sovereign bond market. (2023). Panzarino, Onofrio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_033_23.

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2023 Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445.

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2023Trading under uncertainty about other market participants. (2023). Papadimitriou, Dimitris. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:343-367.

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2023.

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2023Differences between NZ and U.S. individual investor sentiment: More noise or more information?. (2023). Wei, Xiaopeng ; Wagner, Moritz ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:23/11.

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2023Mental Models of the Stock Market. (2023). Wohlfart, Johannes ; Schirmer, Philipp ; Andre, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10691.

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2023Irrational exuberance and deception — Why markets spin out of control. (2023). Mesly, Olivier. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000491.

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2023Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. (2023). Makridis, Christos ; Schloetzer, Jason D. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200051x.

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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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2023Investor sentiment in the tourism stock market. (2023). Kou, Iokteng Esther ; Wu, Chih-Hung ; Peng, Kang-Lin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000624.

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2023Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009.

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2023A classical model of speculative asset price dynamics. (2023). Smith, Vernon ; Inoua, Sabiou M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001022.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2023Does investor sentiment influence ESG stock performance? Evidence from India. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Dhasmana, Samriddhi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000035.

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2023Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197.

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2023Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386.

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2023Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428.

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2023The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. (2023). Lustenhouwer, Joep ; Hagenhoff, Tim. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000441.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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2023Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984.

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2023Corporate ESG scores and equity market misvaluation: Toward ethical investor behavior. (2023). Mrad, Senda ; Hamza, Taher ; Barka, Zeineb. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002791.

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2023The British Stock Market, currencies, brexit, and media sentiments: A big data analysis. (2023). Das, Pranab ; Mukherjee, Debashis ; Marjit, Sugata ; Basak, Gopal K ; Yang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001966.

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2023The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market. (2023). Zhang, Jie ; Gao, Zhenbin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000384.

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2023Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

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2023Meta-frontier and technology switchers: A nonparametric approach. (2023). Walheer, Barnabe. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:463-474.

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2023Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412.

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2023Comovements between multidimensional investor sentiment and returns on internet financial products. (2023). Zhang, Shuonan ; Yu, Jingjing ; Jin, Chenglu ; Wang, Shengnan ; Chen, Rongda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003830.

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2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

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2023Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market. (2023). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004100.

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2023Investor climate sentiment and financial markets. (2023). Santi, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000066.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023The destabilizing effect of mutual fund herding: Evidence from China. (2023). Hu, YU ; He, Zhongzhi ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001278.

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2023Which is more important in stock market forecasting: Attention or sentiment?. (2023). Wu, Ji George ; Zou, Gaofeng ; Li, Yishuo ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300248x.

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2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

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2023When do they trade? Heterogeneous investors in China. (2023). Jiang, Ying ; Huang, Wei ; Qiu, Jiayan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001034.

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2023Extrapolative beliefs about Bitcoin returns. (2023). Petkova, Ralitsa. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004415.

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2023Arbitrage in the market for cryptocurrencies. (2023). Zeisberger, Stefan ; Pelster, Matthias ; Crepelliere, Tommy. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000150.

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2023Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206.

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2023The social value of health: A frontier analysis of life expectancy gaps across 33 European countries. (2023). Conzo, Gianluigi ; Trovato, Giovanni ; Becchetti, Leonardo. In: Health Policy. RePEc:eee:hepoli:v:133:y:2023:i:c:s0168851023001094.

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2023Fund flow-induced volatility and the cost of debt. (2023). Luo, Shikong ; Cook, Douglas O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002825.

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2023Biased risk perceptions: Evidence from the laboratory and financial markets. (2023). Putni, Tlis J ; Pradier, Lionnel ; Payzan-Lenestour, Elise. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002655.

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2023The dynamics of leverage and the belief distribution of wealth. (2023). Sethi, Rajiv ; Datta, Bikramaditya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:20-31.

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2023Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270.

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2023The negative value of private information in illiquid markets. (2023). Schroder, Mark ; Nezafat, Mahdi. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000601.

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2023Dynamic asset (mis)pricing: Build-up versus resolution anomalies. (2023). OPP, CHRISTIAN ; Tamoni, Andrea ; Boons, Martijn ; van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:406-431.

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2023Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies. (2023). Jeong, Daeyoung ; Lee, Kangsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000244.

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2023Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053.

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2023Determinants and dynamic interactions of trader positions in the gold futures market. (2023). Mo, Wan-Shin ; Chen, Yu-Lun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000338.

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2023Dynamic impacts of online investor sentiment on international crude oil prices. (2023). Xing, Yue-Yue ; Zhao, Lu-Tao ; Chen, Xue-Hui. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002143.

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2023Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?. (2023). Su, Chi-Wei ; Zhong, Huaming ; Wu, Tong ; Wang, Xiao-Qing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300418x.

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2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

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2023Trade links and return predictability: The Australian evidence. (2023). Zhong, Angel ; Hu, Xiaolu ; Yu, Miao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000410.

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2023Herding in Chinese stock markets: Evidence from the dual-investor-group. (2023). Lu, Yang ; Zheng, Suyan ; Liu, Tengdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000586.

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2023Do M&A funds create value in Chinese listed firms?. (2023). Ma, Lina ; Guo, Feng ; Huang, Ying Sophie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001014.

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2023Mispricing and anomalies in China. (2023). Zhen, Hongxian ; Xia, YU ; Wang, Haomiao ; Shi, Yongdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x2300104x.

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2023The role of anchoring on investors’ gambling preference: Evidence from China. (2023). Wu, KE ; Wang, Ziyue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001208.

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2023Hierarchy and Information. (2023). Somani, Ravi ; Rogger, Daniel. In: Journal of Public Economics. RePEc:eee:pubeco:v:219:y:2023:i:c:s0047272723000051.

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2023A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:76-90.

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2023Destabilizing or passive? The impact of commodity index traders on equilibrium prices. (2023). Rodrigues, Paulo ; Sun, Hang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:271-285.

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2023News tone, investor sentiment, and liquidity premium. (2023). Zhou, Ming ; Wu, Kai ; Liu, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:167-181.

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2023Investor sentiment and the Chinese new energy stock market: A risk–return perspective. (2023). Guo, Kun ; Sun, Xiaolei ; Liu, Chang ; Shen, Yiran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:395-408.

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2023Hedging performance using google Trends–Evidence from the indian forex options market. (2023). Chang, Chia-Chien ; Liu, Hung-Tsen ; Chi, Tsung-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:107-123.

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2023Investor sentiment and stock market anomalies in Australia. (2023). Bissoondoyal-Bheenick, Emawtee ; Zhang, Xinyue ; Zhong, Angel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:284-303.

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2023Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948.

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2023Understanding the role of social media sentiment in identifying irrational herding behavior in the stock market. (2023). Yu, Yongtian ; Liu, Wei ; Chen, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:163-179.

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2023The tail wagging the dog: How do meme stocks affect market efficiency?. (2023). Ouzan, Samuel ; Choi, Hyung-Eun ; Aloosh, Arash. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:68-78.

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2023Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices. (2023). Zaremba, Adam ; Umar, Zaghum ; Kizys, Renatas ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001891.

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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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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387.

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2023BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. (2023). Williams, T H ; Mekelburg, Erik ; Bennett, Donyetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300065x.

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2023Photovoltaic Companies on the Warsaw Stock Exchange—Another Speculative Bubble or a Sign of the Times?. (2023). Ku, Agnieszka. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:692-:d:1027711.

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2023Aggregate News Sentiment and Stock Market Returns in India. (2023). George, Babu ; Borde, Nilesh ; Desai, Purva Hegde ; Chari, Sushant. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:8:p:376-:d:1218076.

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2023Smallholders Are Not the Same: Under the Hood of Kosovo Agriculture. (2023). Davidova, Sophia ; Kostov, Philip. In: Land. RePEc:gam:jlands:v:12:y:2023:i:1:p:146-:d:1022319.

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2023.

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2023Trading and Cognition in Asset Markets: An Eye-tracking Experiment. (2023). Cornand, Camille ; Zylbersztejn, Adam ; Erazo, Maria Alejandra. In: Working Papers. RePEc:gat:wpaper:2307.

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2023The Impact of Religious Announcements on Stock Prices and Investment Decisions on the Saudi Stock Exchange. (2023). Ory, Jean-Noel ; Alshammari, Turki Rashed. In: Post-Print. RePEc:hal:journl:hal-04105704.

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2023Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach. (2023). Shen, Dehua ; Jin, YI ; Ding, Wenjie ; Zhu, Zhaobo. In: Post-Print. RePEc:hal:journl:hal-04194180.

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2023Trading and Cognition in Asset Markets: An Eye-tracking Experiment. (2023). Zylbersztejn, Adam ; Erazo, Maria Alejandra ; Cornand, Camille. In: Working Papers. RePEc:hal:wpaper:hal-04074298.

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2023The Ex Ante Likelihood of Bubbles. (2023). Chinco, Alex. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1222-1244.

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2023The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:105-126.

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2023COVID-19 and the European Education Performance Decline: A Focus on Primary School Childrens Reading Achievement between 2016 and 2021. (2023). Granato, Silvia ; Schnepf, Sylke V. In: IZA Discussion Papers. RePEc:iza:izadps:dp16531.

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2023Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

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2023Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations. (2023). Baumann, Michaela ; Herz, Bernhard ; Grune, Lars. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10285-z.

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2023Strategic Earnings Announcement Timing and Fraud Detection. (2023). Yin, Cheng ; Yang, Yinan ; Palmon, Dan ; Cheng, Xin. In: Journal of Business Ethics. RePEc:kap:jbuset:v:182:y:2023:i:3:d:10.1007_s10551-021-05029-2.

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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]		article112
1989The Size and Incidence of the Losses from Noise Trading.(1989) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		paper
1989The Size and Incidence of the Losses from Noise Trading.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		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 nother version. Agregated cites: 112		paper
2007International surveys of educational achievement: how robust are the findings? In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article36
1998Ruling out Indeterminacy: the Role of Heterogeneity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2022What Is Consumer Confidence? In: ISER Discussion Paper.
[Full Text][Citation analysis]		paper0
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 nother 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]		article16
2019A behavioral model of the credit cycle In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article3
2018A Behavioral Model of the Credit Cycle.(2018) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2019Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses?.(2019) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2000Can waste improve welfare? In: Journal of Public Economics.
[Full Text][Citation analysis]		article18
1997Can Waste Improve Welfare?.(1997) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 18		paper
1997Interpreting procyclical productivity: evidence from a cross-nation cross-industry panel In: Economic Review.
[Full Text][Citation analysis]		article5
1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation In: Scholarly Articles.
[Full Text][Citation analysis]		paper1026
1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1026		paper
1991The Survival of Noise Traders in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]		paper281
1988The Survival of Noise Traders in Financial Markets.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 281		paper
1991The Survival of Noise Traders in Financial Markets..(1991) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 281		article
The Survival of Noise Traders in Financial Markets.() In: J. Bradford De Long's Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 281		paper
1990Noise Trader Risk in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]		paper2137
1990Noise Trader Risk in Financial Markets..(1990) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2137		article
Noise Trader Risk in Financial Markets.() In: J. Bradford De Long's Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2137		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]		paper9
2009Child-Care and Participation in the Labor Market for Married Women in Mediterranean Countries In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper9
2008Testing for country heterogeneity in growth models using a finite mixture approach In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article54
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 nother version. Agregated cites: 1		paper
2016Present-Biased Preferences and Money Demand In: De Economist.
[Full Text][Citation analysis]		article0
2001Waste and Welfare in a Model of Endogenous Technical Change In: Economics Discussion Paper Series.
[Citation analysis]		paper0
1987The Economic Consequences of Noise Traders In: NBER Working Papers.
[Full Text][Citation analysis]		paper31
1992Income Distribution and Infant Mortality In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article96
1996Why Are Professional Forecasters Biased? Agency versus Behavioral Explanations In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article170
2000Ruling Out Multiplicity and Indeterminacy: The Role of Heterogeneity In: Review of Economic Studies.
[Full Text][Citation analysis]		article67
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 nother 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 nother version. Agregated cites: 3		paper
2022Inflation and Welfare in a Competitive Search Equilibrium with Asymmetric Information In: Working Paper series.
[Full Text][Citation analysis]		paper0
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 nother 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]		paper4
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 nother version. Agregated cites: 4		article
2011The Relative Efficiency of Public and Private Health Care 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]		article4
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]		article18

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