Peter K. Clark : Citation Profile

University of California-Davis

9

H index

6

i10 index

1797

Citations

RESEARCH PRODUCTION:

17

Articles

1

Papers

RESEARCH ACTIVITY:

   20 years (1973 - 1993). See details.
   Cites by year: 89
   Journals where Peter K. Clark has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcl65
   Updated: 2025-03-22    RAS profile: 2024-07-04    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter K. Clark.

Is cited by:

Andersen, Torben (33)

Bollerslev, Tim (30)

Diebold, Francis (20)

Hautsch, Nikolaus (16)

Perron, Pierre (15)

Koundouri, Phoebe (13)

Weber, Enzo (12)

Rodríguez, Gabriel (12)

Shephard, Neil (11)

GUPTA, RANGAN (11)

Kourogenis, Nikolaos (10)

Cites to:

Sims, Christopher (1)

Main data

Production by document typepaperarticle198019811982198319841985198619871988198919901991199219930123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19731974197519761977197819791980198119821983198419851986198719881989199019911992199305101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received197519761977197819791980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19731974197519761977197819791980198119821983198419851986198719881989199019911992199305001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents123456789101105001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Peter K. Clark has published?

Journals with more than one article published# docs
Brookings Papers on Economic Activity4
The Review of Economics and Statistics2
Review of Income and Wealth2

Recent works citing Peter K. Clark (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Modelling financial returns with mixtures of generalized normal distributions. (2024). Duttilo, Pierdomenico. In: Papers. RePEc:arx:papers:2411.11847.

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2024.

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2024.

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2024Variation Index of the Output Gap (VIOG): A New Way of Testing Potential GDP Estimations. (2024). Rendon, Alvaro Hurtado ; Barrera, Alejandro Pinilla ; Ceballos, Hermilson Velasquez. In: Documentos de Trabajo de Valor Público. RePEc:col:000122:000002.

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2024Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704.

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2024Econometric issues in the estimation of the natural rate of interest. (2024). Buncic, Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004534.

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2024Characterizing the schooling cycle. (2024). Sadaba, Barbara ; MAIER, SOFIA ; Vuji, Sunica. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000051.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2024A robust Beveridge–Nelson decomposition using a score-driven approach with an application. (2024). Koopman, S J ; Gorgi, P ; van Brummelen, J ; Blasques, F. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000715.

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2024Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919.

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2024An unbounded intensity model for point processes. (2024). Kolokolov, Aleksey ; Christensen, Kim. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001854.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2024A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87.

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2024Estimation error and partial moments. (2024). Viole, Fred ; Nawrocki, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003752.

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2024Internet stock message boards and the price–volume relationship: Registered users vs non-registered users. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000941.

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2024Not all the news fitting to reprint: Evidence from price-volume relationship. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001582.

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2024Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372.

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2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

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2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

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2024Asymmetric effect of trading volume on realized volatility. (2024). Maki, Daiki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003800.

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2024An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting. (2024). Patra, Saswat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400426x.

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2024.

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2024Identifying the Volatility Risk Price Through the Leverage Effect. (2024). Sangrey, Paul ; Renault, Eric ; Cheng, XU. In: PIER Working Paper Archive. RePEc:pen:papers:24-013.

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2024On the Relationship between the Money Rate of Interest and Aggregate Investment Spending. (2024). Anal, Vedit. In: Review of Radical Political Economics. RePEc:sae:reorpe:v:56:y:2024:i:2:p:300-318.

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2024Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240062.

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2024Identifying structural shocks to volatility through a proxy-MGARCH model. (2021). Polivka, Jeannine ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2021:03.

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2024This study investigates the impact of investor sentiment on stock returns and trading volume, challenging the efficient market hypothesis. Using CRSP data from May 1998 to March 2022, methods like Fama-MacBeth and quantile regression were applied to analyze sentiment indicators such as the VIX, AAII Investor Sentiment Survey, Consumer Confidence, and Baker-Wurgler Index. The findings reveal that investor sentiment significantly influences stock returns and trading volume, especially during uncertain times. Sentiment also affects financial metrics like SMB, HML, RMW, and CMA uniquely. This research provides new insights and practical implications for investors and analysts, emphasizing the importance of considering sentiment in investment strategies to better anticipate market movements and manage risks.. (20
2024Market efficiency of the cryptocurrencies: Some new evidence based on price–volume relationship. (2024). Sethi, Dinabandhu ; Sahoo, Pradipta Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1569-1580.

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Works by Peter K. Clark:

Year  ↓Title  ↓Type  ↓Cited  ↓
1982Inflation and the Productivity Decline. In: American Economic Review.
[Full Text][Citation analysis]		article18
1979Investment in the 1970s: Theory, Performance, and Prediction In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article49
1979Issues in the Analysis of Capital Formation and Productivity Growth In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article9
1984Productivity and Profits in the 1980s: Are They Really Improving? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article3
1993Tax Incentives and Equipment Investment In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article26
1978Capital Formation and the Recent Productivity Slowdown. In: Journal of Finance.
[Full Text][Citation analysis]		article9
1979POTENTIAL GNP IN THE UNITED STATES, 1948–80 In: Review of Income and Wealth.
[Full Text][Citation analysis]		article0
1979Potential GNP in the United States, 1948-80. In: Review of Income and Wealth.
[Citation analysis]		article5
1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices. In: Econometrica.
[Full Text][Citation analysis]		article1158
1988Nearly redundant parameters and measures of persistence in economic time series In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article9
1989Trend reversion in real output and unemployment In: Journal of Econometrics.
[Full Text][Citation analysis]		article129
1981A comparison of ten U.S. oil and gas supply models In: Resources and Energy.
[Full Text][Citation analysis]		article3
1988Postwar Developments in Business Cycle Theory: A Moderately Classical Perspective: Comment. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
1974Operational Time and Seasonality in Distributed Lag Estimation In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1987The Cyclical Component of U. S. Economic Activity In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article378
1974A New Stochastic Price Fluctuation Model: Comment In: The Review of Economic Studies.
[Full Text][Citation analysis]		article0
1975The Use of Operational Time to Correct for Sampling Interval Mis-specification. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article0
1985The Labor Productivity Slowdown in the United States: Evidence from Physical Output Measures. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article1

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