5
H index
5
i10 index
273
Citations
University of California-Berkeley | 5 H index 5 i10 index 273 Citations RESEARCH PRODUCTION: 5 Articles 3 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Eben Lazarus. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| Journal of Business & Economic Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
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| NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | The Transmission of Reliable and Unreliable Information. (2025). Noy, Shakked ; Graeber, Thomas ; Roth, Christopher. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:371. Full description at Econpapers || Download paper |
| 2025 | When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper |
| 2024 | Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved. (2024). Epstein, Larry ; Patel, Kaushil. In: Papers. RePEc:arx:papers:2405.09500. Full description at Econpapers || Download paper |
| 2026 | Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330. Full description at Econpapers || Download paper |
| 2024 | Troll Farms. (2024). Ginzburg, Boris ; Denter, Philipp. In: Papers. RePEc:arx:papers:2411.03241. Full description at Econpapers || Download paper |
| 2025 | On Prior Confidence and Belief Updating. (2024). Reddinger, Jonathan ; Dave, Chetan ; Chan, Kenneth ; Charness, Gary. In: Papers. RePEc:arx:papers:2412.10662. Full description at Econpapers || Download paper |
| 2025 | Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560. Full description at Econpapers || Download paper |
| 2025 | Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249. Full description at Econpapers || Download paper |
| 2025 | Sequential Scoring Rule Evaluation for Forecast Method Selection. (2025). Poskitt, Donald ; Frazier, David T. In: Papers. RePEc:arx:papers:2505.09090. Full description at Econpapers || Download paper |
| 2025 | Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Papers. RePEc:arx:papers:2506.06082. Full description at Econpapers || Download paper |
| 2025 | Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621. Full description at Econpapers || Download paper |
| 2025 | How Big Data Dilutes Cognitive Resources, Interferes with Rational Decision-making and Affects Wealth Distribution ?. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2508.20435. Full description at Econpapers || Download paper |
| 2025 | Robust Two-Sample Mean Inference under Serial Dependence. (2025). Hounyo, Ulrich ; Kim, Minseong. In: Papers. RePEc:arx:papers:2512.11259. Full description at Econpapers || Download paper |
| 2026 | Asymptotic Inference for Rank Correlations. (2026). Pohle, Marc-Oliver ; Wermuth, Jan-Lukas ; Weiss, Christian H. In: Papers. RePEc:arx:papers:2512.14609. Full description at Econpapers || Download paper |
| 2024 | Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196. Full description at Econpapers || Download paper |
| 2024 | Motivated Procrastination. (2024). Schudy, Simeon ; Friedrichsen, Jana ; Cordes, Charlotte. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11072. Full description at Econpapers || Download paper |
| 2024 | Speculating on Higher Order Beliefs. (2024). Schmidt-Engelbertz, Paul ; Vasudevan, Kaushik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11217. Full description at Econpapers || Download paper |
| 2025 | The Transmission of Reliable and Unreliable Information. (2025). Graeber, Thomas W ; Roth, Christopher ; Noy, Shakked. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12109. Full description at Econpapers || Download paper |
| 2025 | A bias reduced long run variance estimator with a new first-order kernel. (2025). Vogelsang, Timothy J ; Yang, Jingjing. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001776. Full description at Econpapers || Download paper |
| 2025 | Fast inference for quantile regression with tens of millions of observations. (2025). Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Shin, Youngki. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000198. Full description at Econpapers || Download paper |
| 2025 | Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119. Full description at Econpapers || Download paper |
| 2025 | A unified duration-based explanation of the value, profitability, and investment anomalies. (2025). Li, Tao ; Chen, Shan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000672. Full description at Econpapers || Download paper |
| 2025 | Cash duration, risk, and implications for stock returns. (2025). Taussig, Roi D. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325000522. Full description at Econpapers || Download paper |
| 2025 | Testing for equal predictive accuracy with strong dependence. (2025). Iacone, Fabrizio ; Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1073-1092. Full description at Econpapers || Download paper |
| 2025 | The short-duration premium and news announcements. (2025). Meyerhof, Paul ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000652. Full description at Econpapers || Download paper |
| 2024 | Intermediary-based equity term structure. (2024). Li, Kai ; Xu, Chenjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000795. Full description at Econpapers || Download paper |
| 2025 | The impact of prices on analyst cash flow expectations: Reconciling subjective beliefs data with rational discount rate variation. (2025). Chaudhry, Aditya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25001035. Full description at Econpapers || Download paper |
| 2025 | Equity duration and predictability. (2025). Golez, Benjamin ; Koudijs, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001229. Full description at Econpapers || Download paper |
| 2025 | The retail habitat. (2025). Laarits, Toomas ; Sammon, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001527. Full description at Econpapers || Download paper |
| 2025 | Finance without exotic risk. (2025). Gennaioli, Nicola ; la Porta, Rafael ; Bordalo, Pedro ; Shleifer, Andrei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:173:y:2025:i:c:s0304405x25001539. Full description at Econpapers || Download paper |
| 2025 | Sinking ships: Liquidity constraints and return predictability in recessions. (2025). Doshchyn, Artur. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000170. Full description at Econpapers || Download paper |
| 2025 | Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842. Full description at Econpapers || Download paper |
| 2025 | Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Working Paper. RePEc:fip:fedrwp:101149. Full description at Econpapers || Download paper |
| 2024 | Cash flow duration and market reactions to earnings announcements. (2024). Gao, Wenlian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01269-1. Full description at Econpapers || Download paper |
| 2025 | The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1. Full description at Econpapers || Download paper |
| 2024 | Implied Equity Duration: Lessons from the Japanese Financial Crises. (2024). Fukuta, Yuichi ; Yamane, Akiko. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2408. Full description at Econpapers || Download paper |
| 2025 | Change of the disposition effect and investor sentiment. (2025). Yang, Pujian. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:5:d:10.1057_s41260-025-00412-4. Full description at Econpapers || Download paper |
| 2024 | On Prior Confidence and Belief Updating. (2024). Reddinger, Jonathan ; Dave, Chetan ; Chan, Kenneth ; Charness, Gary. In: Working Papers. RePEc:ris:albaec:2024_010. Full description at Econpapers || Download paper |
| 2025 | Equilibrium asset pricing with short rate risk. (2025). Sbuelz, Alessandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00442-4. Full description at Econpapers || Download paper |
| 2025 | HAR Inference for Quantile Regression in Time Series. (2025). Hwang, Jungbin ; Valds, Gonzalo. In: Working papers. RePEc:uct:uconnp:2025-03. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Overinference from Weak Signals and Underinference from Strong Signals In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2025 | Overinference from Weak Signals and Underinference from Strong Signals*.(2025) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2023 | Duration‐Driven Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 28 |
| 2023 | Forward Return Expectations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2026 | Interest Rates and Equity Valuations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 119 |
| 2018 | HAR Inference: Recommendations for Practice Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 95 |
| 2021 | The Size‐Power Tradeoff in HAR Inference In: Econometrica. [Full Text][Citation analysis] | article | 18 |
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