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

4103

Citations

RESEARCH PRODUCTION:

21

Articles

35

Papers

RESEARCH ACTIVITY:

   35 years (1987 - 2022). See details.
   Cites by year: 117
   Journals where Robert Waldmann has often published
   Relations with other researchers
   Recent citing documents: 276.    Total self citations: 12 (0.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa224
   Updated: 2023-11-04    RAS profile: 2023-01-07    
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Relations with other researchers

Works with:

Annicchiarico, Barbara (2)

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 (37)

Irwin, Scott (23)

Noussair, Charles (20)

Hong, Harrison (19)

Pierdzioch, Christian (18)

Reitz, Stefan (18)

Wagener, Florian (18)

GUPTA, RANGAN (18)

Stein, Jeremy (18)

Cites to:

Benhabib, Jess (12)

Laibson, David (9)

Wright, Randall (8)

Summers, Lawrence (8)

L'Huillier, Jean-Paul (8)

Farmer, Roger (8)

Thaler, Richard (8)

Hommes, Cars (7)

Carroll, Christopher (7)

Mankiw, N. Gregory (7)

Shleifer, Andrei (7)

Main data

Where Robert Waldmann has published?

Journals with more than one article published# docs
Applied Economics3
The Quarterly Journal of Economics2
Journal of Political Economy2

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
Working Paper series / Rimini Centre for Economic Analysis2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Economics Working Papers / European University Institute2

Recent works citing Robert Waldmann (2023 and 2022)

YearTitle of citing document
2022Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524.

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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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2022Advertising Arbitrage. (2022). Pagano, Marco ; Kovbasyuk, Sergey. In: Working Papers. RePEc:abo:neswpt:w0287.

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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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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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2022Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108.

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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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2022Stock Embeddings: Learning Distributed Representations for Financial Assets. (2022). Dolphin, Rian ; Dong, Ruihai ; Smyth, Barry. In: Papers. RePEc:arx:papers:2202.08968.

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2022The echo chamber effect resounds on financial markets: a social media alert system for meme stocks. (2022). Riccaboni, Massimo ; Longo, Luigi ; Gianstefani, Ilaria. In: Papers. RePEc:arx:papers:2203.13790.

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2022A Model of Financial Market Control. (2022). Ohashi, Yoshihiro . In: Papers. RePEc:arx:papers:2205.01260.

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

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2022Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models. (2022). Chava, Sudheer ; Nanda, Vikram ; Rosso, Paolo ; Mittal, Vivek ; Agarwal, Shivam ; Sawhney, Ramit. In: Papers. RePEc:arx:papers:2206.06320.

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2022Liquidity based modeling of asset price bubbles via random matching. (2022). Oberpriller, Katharina ; Meyer-Brandis, Thilo ; Mazzon, Andrea ; Biagini, Francesca. In: Papers. RePEc:arx:papers:2210.13804.

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2022Intelligence and Global Bias in the Stock Market. (2022). Sano, Kazuo. In: Papers. RePEc:arx:papers:2210.16113.

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2022A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets. (2022). Dong, Ruihai ; Smyth, Barry ; Dolphin, Rian. In: Papers. RePEc:arx:papers:2211.06378.

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2022Describing the effect of influential spreaders on the different sectors of Indian market: a complex networks perspective. (2022). Panigrahi, Prasanta K ; Mukherjee, Indranil ; Upadhyay, Shashankaditya ; Sengupta, Anwesha. In: Papers. RePEc:arx:papers:2303.05432.

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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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2022Generalizing Heuristic Switching Models. (2022). Lustenhouwer, Joep ; Leventidis, Ioanis ; Kollias, Iraklis ; Galanis, Giorgos. In: Working Papers. RePEc:awi:wpaper:0715.

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2022The Financial Origins of Non-fundamental Risk. (2022). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:22-4.

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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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2022The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows. (2022). Sanchez-Jabba, Andres ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1222.

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2022Monetary policy announcements and expectations: the case of Mexico. (2022). Roldan-Pea, Jessica ; Nuguer, Victoria ; Pribaz, Carlo Alcaraz ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:1026.

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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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2022Impacts of relatively rational and irrational investor sentiment on realized volatility. (2022). Chen, Jihkuang ; Lai, Hungcheng ; Tseng, Tsengchan. In: Asian Economic Journal. RePEc:bla:asiaec:v:36:y:2022:i:4:p:458-478.

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2022Optimal factor taxation in a scale free model of vertical innovation. (2022). Pelloni, Alessandra ; Annicchiarico, Barbara ; Antonaroli, Valentina. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:794-830.

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2022Oil price shocks and stock market anomalies. (2022). Ji, Qiang ; Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:573-612.

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2022The power of the market over government officials: Evidence from an anticorruption campaign in China. (2022). Chan, Kam C ; Xie, Rongrong ; Li, Nian ; Xu, Nianhang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:995-1030.

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2022Persistence of investor sentiment and market mispricing. (2022). Eshraghi, Arman ; Danbolt, JO ; Sakkas, Nikolaos ; Han, Xiao. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:617-640.

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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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2022Common Risk Factors in Cryptocurrency. (2022). Wu, XI ; Tsyvinski, Aleh ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1133-1177.

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2022Negative bubbles and the market for “dreams”: “Lemons” in the looking glass. (2022). Emery, Douglas R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:5-16.

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2022Return predictability between industries and the stock market in China. (2022). Zhang, Gaiyan ; Tse, Yiuman. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:2:p:194-220.

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2022Competitive trading in forward and spot markets under yield uncertainty. (2022). Wu, Xiaole ; Wang, Derui ; Shao, Lusheng. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:9:p:3400-3418.

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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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2022Overreaction through Anchoring. (2022). Bürgi, Constantin ; Ortiz, Julio L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10193.

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2022Taxation with a Grain of Salt: The Long-Term Effect of Fiscal Policy on Local Development. (2022). Loumeau, Gabriel ; Giommoni, Tommaso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9997.

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2022Equity Analyst Reports and Stock Prices. (2022). Astaiza-Gómez, José Gabriel ; Perez, Camilo Andres. In: Apuntes del Cenes. RePEc:col:000152:020704.

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2022How Government Information Release Affect Stock Market during Dramatic Public Health Shocks? The Intermediating Role of Public Sentiment. (2022). Shangguan, Zijian ; Lv, Benfu ; Liu, Ying ; Zhao, Sijia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-7.

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2022Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46.

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2022Immigration narrative sentiment from TV news and the stock market. (2022). Mazzotta, Stefano . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000259.

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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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2022Asset growth and stock returns in european equity markets: Implications of investment and accounting distortions. (2022). ARTIKIS, PANAGIOTIS ; Sorros, John N ; Papanastasopoulos, Georgios A ; Diamantopoulou, Lydia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000360.

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2022Societal secrecy and IPO underpricing. (2022). Goyal, Abhinav ; Chui, Andy C. W. ; Chen, Yangyang ; Veeraraghavan, Madhu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001006.

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2022Number sense, trading decisions and mispricing: An experiment. (2022). Willinger, Marc ; Roger, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188921002281.

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2022Government intervention through informed trading in financial markets. (2022). Wang, Xiaodan ; Qiu, Zhigang ; Huang, Shaoan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000835.

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2022Comments on “Government intervention through informed trading in financial markets” by Shao’an Huang, Zhigang Qiu, Gaowang Wang and Xiaodan Wang. (2022). Kang, Junqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000847.

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2022Statistical arbitrage and risk contagion. (2022). Ladley, Daniel ; Gao, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002329.

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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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2022Fund renaming and fund flows: Evidence from Chinas stock market crash in 2015. (2022). Kang, Yankun ; Liu, Ruiming ; Chen, Shu ; Shi, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000177.

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2022Minority shareholder activism and corporate social responsibility. (2022). Lou, Chunjie ; Yin, Bichao ; Xu, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002826.

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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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2022Asymmetric positive feedback trading and stock pricing in China. (2022). Wan, Die ; Liu, Xufeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000183.

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2022Does investor sentiment affect fund crashes? Evidence from Chinese open-end funds. (2022). Jiang, Shuyang ; Ma, Yuyin ; Li, Shouwei ; Wang, HU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000213.

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2022Impact of network investor sentiment and news arrival on jumps. (2022). Xu, Lei ; Qiao, Gaoxiu ; Zhang, Chang ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001218.

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2022Hard to arbitrage, hard for analysts to forecast. (2022). Zhang, Chao ; Wu, Yanran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001309.

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2022The sentiment pricing dynamics with short-term and long-term learning. (2022). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001474.

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2022Heterogenous beliefs with sentiments and asset pricing. (2022). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001590.

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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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2022Modelling Multiple Regimes in Economic Growth by Mixtures of Generalised Nonlinear Models. (2022). Grun, Bettina ; Friedl, Herwig ; Omerovic, Sanela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:22:y:2022:i:c:p:124-135.

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2022Can market selection reduce anomalous behaviour in games?. (2022). Zhou, Xiaoyu ; Choo, Lawrence. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002464.

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2022Intergenerational health effects of Medicaid. (2022). Noghanibehambari, Hamid. In: Economics & Human Biology. RePEc:eee:ehbiol:v:45:y:2022:i:c:s1570677x22000107.

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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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2022Price limits, investor sentiment, and initial public offering underpricing: A quasi-natural experiment based on ChiNext. (2022). Huang, Jun ; Dong, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000103.

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2022Testing predictability of stock returns under possible bubbles. (2022). Yang, Zihui ; Long, Wei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:246-260.

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2022Investor attention in cryptocurrency markets. (2022). Smales, L A. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s105752192100288x.

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2022Investor sentiment and stock volatility: New evidence. (2022). Wang, Chao ; Zhang, Wei Guo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084.

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2022Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000114.

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2022Does it really pay off for investors to consider information from social media?. (2022). Muck, Matthias ; Klamer, Sebastian ; Eierle, Brigitte. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000473.

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2022Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?. (2022). Butt, Hilal Anwar ; Virk, Nader Shahzad. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000746.

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2022When does attention matter? The effect of investor attention on stock market volatility around news releases. (2022). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001466.

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2022Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index. (2022). Goodell, John W ; Youssef, Manel ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002745.

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2022Industry herding in crypto assets. (2022). Li, Wanpeng ; Liu, Nan ; Zhao, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002848.

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2022Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China. (2022). Chen, Chuanglian ; Yan, Cheng ; Huang, Yuxuan ; Jin, Sisi ; Zhu, QI. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003271.

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2022Which affects stock performances more, words or deeds of the key person?. (2022). Lien, Donald ; Xu, Yingying. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003647.

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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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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]		article111
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: 111		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: 111		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 another version. Agregated cites: 111		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 another 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 another 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 another 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 another 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]		paper1019
1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1019		paper
1991The Survival of Noise Traders in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]		paper280
1988The Survival of Noise Traders in Financial Markets.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 280		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: 280		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: 280		paper
1990Noise Trader Risk in Financial Markets In: Scholarly Articles.
[Full Text][Citation analysis]		paper2116
1990Noise Trader Risk in Financial Markets..(1990) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2116		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: 2116		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]		article53
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: 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 another 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 another 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 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]		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 another 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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