Robert A. Connolly : Citation Profile

Are you Robert A. Connolly?

University of Miami

13

H index

13

i10 index

1001

Citations

RESEARCH PRODUCTION:

32

Articles

3

Papers

RESEARCH ACTIVITY:

   38 years (1984 - 2022). See details.
   Cites by year: 26
   Journals where Robert A. Connolly has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 9 (0.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco795
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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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 Robert A. Connolly.

Is cited by:

GUPTA, RANGAN (14)

Christiansen, Charlotte (12)

Papadamou, Stephanos (12)

Hall, Bronwyn (11)

Kollias, Christos (11)

Trajtenberg, Manuel (9)

Bekaert, Geert (9)

Gil-Alana, Luis (9)

Jaffe, Adam (9)

Demirer, Riza (8)

Laroche, Patrice (8)

Cites to:

Bekaert, Geert (16)

Campbell, John (13)

Diebold, Francis (12)

Jagannathan, Ravi (12)

Rudebusch, Glenn (11)

Piazzesi, Monika (11)

French, Kenneth (9)

bloom, nicholas (8)

thesmar, david (8)

Sraer, David (7)

Wang, Zhenyu (6)

Main data

Where Robert A. Connolly has published?

Journals with more than one article published# docs
Economics Letters3
Journal of Quantitative Analysis in Sports3
Journal of Financial and Quantitative Analysis3
Journal of Empirical Finance2
Real Estate Economics2
Journal of Financial Markets2
The Review of Economics and Statistics2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 1999 / Society for Computational Economics2

Recent works citing Robert A. Connolly (2024 and 2023)

YearTitle of citing document
2023Labor Income Risk and the Cross-Section of Expected Returns. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.09173.

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2023Speculative trading preferences of retail investor birth cohorts. (2023). Wright, Danika ; Westerholm, Joakim ; Lepone, Grace. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:555-574.

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2023Advanced Technologies and Worker Voice. (2023). Belloc, Filippo ; Landini, Fabio ; Burdin, Gabriel. In: Economica. RePEc:bla:econom:v:90:y:2023:i:357:p:1-38.

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2023Asset prices, collateral and bank lending: the case of Covid-19 and real estate. (2023). Jarmulska, Barbara ; Ryan, Ellen ; Horan, Aoife. In: Working Paper Series. RePEc:ecb:ecbwps:20232823.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619.

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2023Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

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2023The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389.

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2023Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256.

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2023Stock–bond dependence and flight to/from quality. (2023). Ning, Cathy ; Ponrajah, Jeremey. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004173.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023Stock market anomalies: An extreme bounds analysis. (2023). Shamsuddin, Abul ; Kim, Jae H. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003575.

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2024Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic. (2024). Zhao, Ruoyun ; Armanious, Amir. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000255.

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2024Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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2024The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496.

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2024Public sector unions and municipal debt. (2024). Gupta-Mukherjee, Swasti ; Mi, Hae. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000401.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques. (2024). Ding, Qian ; Zhang, Shishi ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002666.

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2023Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

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2023Network connectedness of the term structure of yield curve and global Sukuks. (2023). Teplova, Tamara ; Shahab, Yasir ; Riaz, Yasir ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001221.

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2023Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D. (2023). Tsionas, Mike G ; Schiller, Anita R ; Hubbard, Timothy P ; de Silva, Dakshina G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:278-294.

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2023Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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2024The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179.

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2023Global risk and market conditions. (2023). Carrieri, Francesca ; Akbari, Amir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:51-70.

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2023US trade policy uncertainty on Chinese agricultural imports and exports: An aggregate and product-level analysis. (2023). Wang, Jie ; Fan, Jiachuan ; Yu, Mingzhe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:70-83.

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2023Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market. (2023). Tsai, Ming Shann ; Chiang, Shu Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:425-439.

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2024Size, value and volatility. (2024). Peterburgsky, Stanley. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:752-763.

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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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2023Tangible and intangible investments and sales growth of US firms. (2023). Rabinovich, Joel. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:66:y:2023:i:c:p:200-212.

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2023Markov-Regime Switches in Oil Markets: The Fear Factor Dynamics. (2023). Okawa, Hiroyuki. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:67-:d:1045068.

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2023Anomalies in U.S. REIT Returns: Evidence for and against the Q-theory. (2023). Zhang, Ying ; Phengpis, Chanwit ; Prombutr, Wikrom. In: International Real Estate Review. RePEc:ire:issued:v:26:n:01:2023:p:43-71.

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2024Corporate Governance and Collateral Effect of Real Estate. (2024). Zhao, Daxuan. In: International Real Estate Review. RePEc:ire:issued:v:27:n:01:2024:p:117-138.

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2023Contests with revisions. (2023). Mago, Shakun D ; Dechenaux, Emmanuel. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:4:d:10.1007_s10683-023-09803-z.

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2023Is the research agenda for calendar anomalies “much do about nothing”?. (2023). Gosselin, Gabriel ; Sproule, Robert. In: MPRA Paper. RePEc:pra:mprapa:117001.

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2023VIX to S&P 500 Correlation Over the Weekend: Are Market Makers Using S&P 500 Weekend Returns to Price VIX on Monday Morning?. (2023). Lin, Wan Jia. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:10:y:2023:i:1:p:3843.

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2023Does luck play a role in the determination of the rank positions in football leagues? A study of Europe’s ‘big five’. (2023). Sarkar, Sumit ; Kamath, Sooraj. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-021-04369-6.

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2023Do good and bad news affect the day of the week effect? An analysis of the KSE-100 Index. (2023). Kay-Khine, Pwint ; Hussain, Imtiaz ; Baiqing, Sun ; Raza, Shahid. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00491-8.

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2024Firms and Unions. (2024). Uras, Burak ; Sezer, Ayse Hazal. In: Discussion Paper. RePEc:tiu:tiucen:81a58c37-dd82-442d-aab1-b27f70a22ba1.

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2023Conventional and Islamic Equity Market Reaction Towards Terrorism: Evidence Based on Target Types, Location and Islamic Calendar Months. (2023). Yassir, Hussain Rana ; Haroon, Hussain ; Mohd, Taib Hasniza ; Hira, Irshad. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:33:y:2023:i:4:p:70-116:n:2.

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2024Do investors gain from forecasting the asymmetric return co?movements of financial and real assets?. (2021). Power, Gabriel J ; Poshakwale, Sunil S ; Mandal, Anandadeep. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3246-3268.

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2024The rapid growth of cryptocurrencies: How profitable is trading in digital money?. (2024). Manahov, Viktor. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2214-2229.

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2023.

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Works by Robert A. Connolly:

YearTitleTypeCited
2008Skill, Luck, and Streaky Play on the PGA Tour In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article5
1993THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article18
2003Momentum and Reversals in Equity-Index Returns During Periods of Abnormal Turnover and Return Dispersion In: Journal of Finance.
[Full Text][Citation analysis]		article56
2005MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS In: Journal of Financial Research.
[Full Text][Citation analysis]		article9
2018The Dynamics of REIT Pricing Efficiency In: Real Estate Economics.
[Full Text][Citation analysis]		article8
2022What happens during flight to safety: Evidence from public and private real estate markets In: Real Estate Economics.
[Full Text][Citation analysis]		article0
2009Dominance, Intimidation, and Choking on the PGA Tour In: Journal of Quantitative Analysis in Sports.
[Full Text][Citation analysis]		article0
2011Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf In: Journal of Quantitative Analysis in Sports.
[Full Text][Citation analysis]		article0
2012Tournament Selection Efficiency: An Analysis of the PGA TOURs FedExCup In: Journal of Quantitative Analysis in Sports.
[Full Text][Citation analysis]		article2
1989An Examination of the Robustness of the Weekend Effect In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article140
2005Stock Market Uncertainty and the Stock-Bond Return Relation In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article308
2014The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article24
2000Evidence on the Economics of Equity Return Volatility Clustering In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper0
1985A note on the statistical properties of aggregate q measures In: Economics Letters.
[Full Text][Citation analysis]		article0
1988Market value and patents : A Bayesian approach In: Economics Letters.
[Full Text][Citation analysis]		article26
1990Firm size and R&D effectiveness : A value-based test In: Economics Letters.
[Full Text][Citation analysis]		article3
1991A posterior odds analysis of the weekend effect In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2006Information content and other characteristics of the daily cross-sectional dispersion in stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article16
2018Macroeconomic uncertainty and the distant forward-rate slope In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article7
2007Commonality in the time-variation of stock-stock and stock-bond return comovements In: Journal of Financial Markets.
[Full Text][Citation analysis]		article85
2015Equity volatility as a determinant of future term-structure volatility In: Journal of Financial Markets.
[Full Text][Citation analysis]		article5
1985The intertemporal behavior of economic profits In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article5
1988Concentration and profits: A test of the accounting bias hypothesis In: Journal of Accounting and Public Policy.
[Full Text][Citation analysis]		article0
2022Do real estate values boost corporate borrowing? Evidence from contract-level data In: Journal of Financial Economics.
[Full Text][Citation analysis]		article3
2003International equity market comovements: Economic fundamentals or contagion? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article94
2012What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isnt) In: Interfaces.
[Full Text][Citation analysis]		article1
1989Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article7
2007Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields In: Journal of Money, Credit and Banking.
[Citation analysis]		article8
2007Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields.(2007) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2021Economic-State Variation in Uncertainty-Yield Dynamics In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article2
1987Do Unions Capture Monopoly Profits? In: ILR Review.
[Full Text][Citation analysis]		article17
1999Cointegration Modeling of Expected Exchange Rates In: Computing in Economics and Finance 1999.
[Citation analysis]		paper0
1999Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility In: Computing in Economics and Finance 1999.
[Citation analysis]		paper7
1984R&D, Market Structure, and Profits: A Value-Based Approach. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article22
1986Union Rent Seeking, Intangible Capital, and Market Value of the Firm. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article101

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team