Thomas H. McCurdy : Citation Profile

University of Toronto

16

H index

20

i10 index

1298

Citations

RESEARCH PRODUCTION:

27

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   42 years (1980 - 2022). See details.
   Cites by year: 30
   Journals where Thomas H. McCurdy has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 19 (1.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmc141
   Updated: 2026-01-10    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

Maheu, John (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas H. McCurdy.

Is cited by:

Maheu, John (36)

Bollerslev, Tim (27)

GUPTA, RANGAN (21)

Balcilar, Mehmet (20)

Ielpo, Florian (17)

Andersen, Torben (15)

Jensen, Mark (12)

Gallo, Giampiero (12)

Otranto, Edoardo (12)

Demirer, Riza (11)

pagan, adrian (11)

Cites to:

Bollerslev, Tim (30)

Andersen, Torben (27)

Engle, Robert (19)

Maheu, John (19)

Diebold, Francis (16)

Hodrick, Robert (13)

Timmermann, Allan (13)

Renault, Eric (13)

Campbell, John (12)

Nelson, Charles (10)

Schwert, G. (9)

Main data

Where Thomas H. McCurdy has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics3
Journal of Econometrics2
The Economic Record2
The Review of Economic Studies2
Journal of Empirical Finance2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University15
Working Paper series / Rimini Centre for Economic Analysis3

Recent works citing Thomas H. McCurdy (2025 and 2024)

YearTitle of citing document
2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343544.

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2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Chavas, Jean-Paul ; Li, Jian. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343544.

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2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

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2025Risk forecasting using Long Short-Term Memory Mixture Density Networks. (2025). Herrig, Nico. In: Papers. RePEc:arx:papers:2501.01278.

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2025Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics. (2025). Saunders, David ; Li, Bin ; Chen, Yuling Max. In: Papers. RePEc:arx:papers:2501.16659.

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2024The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210.

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2025Supervising Sentiment Models: Market Signals or Human Expertise?. (2025). Massoud, N ; Babolmorad, N. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2577.

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2025Hidden semi-Markov models with inhomogeneous state dwell-time distributions. (2025). Koslik, Jan-Ole. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:209:y:2025:i:c:s0167947325000477.

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2024Information content of option prices: Comparing analyst forecasts to option-based forecasts. (2024). Sanford, Anthony. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001220.

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2025News sentiment and investment risk management: Innovative evidence from the large language models. (2025). Liu, Tong ; Shi, Yanlin. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006086.

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2024Measuring tail risk. (2024). Prokopczuk, Marcel ; Dierkes, Maik ; Hollstein, Fabian ; Wursig, Christoph Matthias. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001155.

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2025The textual similarity of news content and stock return synchronicity. (2025). Wu, Chongfeng ; Chen, Xing ; Huang, Rui. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000585.

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2025The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model. (2025). Zamenjani, Azam Shamsi ; Maheu, John M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000428.

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2024Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model. (2024). Xu, Zijian ; Li, Pan ; Cao, Jiawei ; Wu, Hanlin. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002962.

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2024Return and volatility spillovers between the raw material and electric vehicles markets. (2024). Zilberman, David ; Petit, Mathieu ; Janda, Karel ; Alekseev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005164.

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2024Closer economic distance makes positive carbon-related attitude: Evidence from the mechanism of sentiment tendency in worldwide news coverage of India. (2024). Sun, Chuanwang ; Wu, Boyu. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523004986.

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2024Does oil price volatility matter for the US transportation industry?. (2024). Uddin, Gazi ; Rothovius, Timo ; Azoury, Nehme ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

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2024Information shocks and short-term market overreaction: The role of investor attention. (2024). Meng, Yongqiang ; Xiong, Xiong ; Li, Xiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510.

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2024Risks of heterogeneously persistent higher moments. (2024). Baruník, Jozef ; Kurka, Josef ; Barunk, Jozef. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005052.

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2024The cross section of information transmission in news media and stock returns. (2024). Wu, YI ; Wang, Xinyao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008109.

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2024Corporate violations, traditional media and stock returns: Evidence from Chinese listed companies. (2024). Cheng, Gongpin ; Zhang, Zhipeng ; Jiang, Jiaqi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401081x.

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2025Does biodiversity attention affect risk spillover in the AFHF sectors?—Evidence from Chinese stock markets. (2025). Chen, Guorong ; Zhang, Min ; Deng, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325007810.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2024Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules. (2024). Qi, Shuyuan ; Chen, Jian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001018.

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2025Global currency hedging with ambiguity. (2025). Vasiljevi, Nikola ; Ulrych, Urban. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002802.

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2025Warp speed price moves: Jumps after earnings announcements. (2025). Veliyev, Bezirgen ; Timmermann, Allan ; Christensen, Kim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000182.

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2024Option pricing revisited: The role of price volatility and dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000715.

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2024On climate fat tails and politics. (2024). Mason, Charles ; Wilmot, Neil A. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003738.

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2024What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138.

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2024Do jumps matter in discrete-time portfolio optimization?. (2024). Escobar Anel, Marcos ; Spies, Ben ; Escobar-Anel, Marcos ; Zagst, Rudi. In: Operations Research Perspectives. RePEc:eee:oprepe:v:13:y:2024:i:c:s2214716024000162.

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2024Social media sentiment contagion and stock price jumps and crashes. (2024). Xiong, Yan ; Yang, Jing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002725.

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2024Conditional volatility targeting strategy considering jump effects: Evidence from sustainable ESG equity index. (2024). Huang, Jr-Wei ; Cheng, Hung-Wen ; Yang, Sharon S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002774.

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2024Strategic asset allocation with distorted beliefs. (2024). Wei, Tzu-Wen ; Chung, San-Lin ; Yeh, Chung-Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:804-831.

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2024Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics. (2024). Lian, Yu-Min ; Liao, Szu-Lang ; Chen, Jun-Home. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:503-519.

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2024Pricing vulnerable options under cross-asset markov-modulated jump-diffusion dynamics. (2024). Lian, Yu-Min ; Chen, Jun-Home. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003848.

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2025Resilience or returns: Assessing green equity index performance across market regimes. (2025). Thuy, An Thi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008232.

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2025Markov switching volatility connectedness across international CDS markets. (2025). Gemici, Eray ; Mensi, Walid ; Polat, Mslm ; Kang, Sang Hoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000024.

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2024Dynamic spillover and connectedness in higher moments of European stock sector markets. (2024). NEKHILI, Ramzi ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002908.

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2024Analyzing the interplay between eco-friendly and Islamic digital currencies and green investments. (2024). ben Zaied, Younes ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005134.

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2025How Large is Excess Volatility of the EUR/USD Exchange Rate? Evidence from a GAS Approach. (2025). Bargigli, Leonardo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2025_13.rdf.

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2024Effect of Market-Wide Investor Sentiment on South African Government Bond Indices of Varying Maturities under Changing Market Conditions. (2024). Matlhaku, Kago ; Ferreira-Schenk, Sune ; Moodley, Fabian. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:10:p:265-:d:1487675.

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2025Modeling SSE 50 ETF Returns and Option Pricing: Evidence from a Score-Driven GARCH-Jump Approach. (2025). Shi, Mingfu ; Zhang, Chuanhai ; Chen, Qingqing ; Hrdle, Wolfgang Karl. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:20:p:3332-:d:1774963.

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2024Environmental Damage News and Stock Returns: Evidence from Latin America. (2024). Panizza, Ugo ; Cavallo, Eduardo ; Cepeda, Ana. In: IHEID Working Papers. RePEc:gii:giihei:heidwp08-2024.

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2024The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk. (2024). DE TRUCHIS, Gilles ; Keddad, Benjamin ; Davin, Marion ; Constant, Karine. In: Post-Print. RePEc:hal:journl:hal-04794038.

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2025Accounting Research in the Age of AI. (2025). Keluharju, Roope ; Keloharju, Matti. In: Working Paper Series. RePEc:hhs:iuiwop:1528.

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2024Environmental Damage News and Stock Returns: Evidence from Latin America. (2024). Panizza, Ugo ; Cavallo, Eduardo ; Cepeda, Ana. In: IDB Publications (Working Papers). RePEc:idb:brikps:13537.

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2024Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks. (2024). Basar, Selim ; Akyol, Hikmet. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2024:i:1:p:59-98.

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2024Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach. (2024). Chang, Yu-Ching ; Lai, Yi-Hao ; Wang, Yi-Chiuan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09415-w.

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2024Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis. (2024). Nadarajah, Saralees ; Okorie, Idika E ; Nzeribe, Geraldine E ; Afuecheta, Emmanuel. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10340-9.

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2024Research on jumps and volatility in China’s carbon market. (2024). Chen, Xiangjun ; Yan, BO. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09592-2.

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2024Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

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2024Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options. (2024). Guizzardi, Andrea ; Ballestra, Luca Vincenzo ; Dinnocenzo, Enzo. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:2:p:375-406..

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2024A statistical method for estimating piecewise linear sales trends. (2024). Moriyama, Taku ; Kuwano, Masashi ; Nakayama, Masahito. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:12:y:2024:i:2:d:10.1057_s41270-023-00207-9.

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2024Direct interaction in digital interactive media and stock performance: Evidence from Panorama. (2024). Huang, Jinshui ; Wang, Jun ; Jin, Xiaoman. In: PLOS ONE. RePEc:plo:pone00:0302448.

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2024Ups and (Draw)Downs. (2024). Proietti, Tommaso. In: CEIS Research Paper. RePEc:rtv:ceisrp:576.

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2024The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk. (2024). DE TRUCHIS, Gilles ; Keddad, Benjamin ; Davin, Marion ; Constant, Karine. In: The Energy Journal. RePEc:sae:enejou:v:45:y:2024:i:5:p:65-89.

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2025Long-range dependence and asset return anomaly. (2025). Xiang, Yun ; Deng, Shijie. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06376-9.

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2024Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models. (2024). Rondeau, Fabien ; Tuffry, Stphane ; Thlissaint, Josu ; Martin, Franck ; Jamhamed, Fayssal. In: Economics Working Paper Archive (University of Rennes & University of Caen). RePEc:tut:cremwp:2024-13.

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2024Identification and forecasting of bull and bear markets using multivariate returns. (2024). Maheu, John ; Song, Yong ; Liu, Jia. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:723-745.

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2024An infinite hidden Markov model with stochastic volatility. (2024). Maheu, John ; Li, Chenxing ; Yang, Qiao. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2187-2211.

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2025Combining Volatility Forecasts of Duration‐Dependent Markov‐Switching Models. (2025). de Paula, Fernando Henrique ; Turatti, Douglas Eduardo. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1195-1210.

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2024Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity. (2024). Wang, Tianyang ; Shangguan, Peng ; He, Mengying ; Qu, Hui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:218-251.

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2025Hedging Multiple Price Uncertainty in Soybean Export. (2025). Vedenov, Dmitry ; Lee, Siun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:6:p:600-611.

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2025Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy. (2025). Conlon, Thomas ; Cao, Min. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:977-1005.

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Works by Thomas H. McCurdy:

YearTitleTypeCited
1985Simultaneous Price-Quantity Adjustments in the Presence of Spillovers Across Markets In: Queen's Institute for Economic Research Discussion Papers.
[Full Text][Citation analysis]		paper0
1984Simultaneous Price-Quantity Adjustment in the Presence of Spillovers Across Markets.(1984) In: Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Bull and Bear Markets During the COVID-19 Pandemic In: Papers.
[Full Text][Citation analysis]		paper5
2021Bull and bear markets during the COVID-19 pandemic.(2021) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 5		article
2020Bull and Bear Markets During the COVID-19 Pandemic.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 5		paper
1989Evidence of risk Premia in Foreign Currency Futures Markets. In: UFAE and IAE Working Papers.
[Citation analysis]		paper5
1994Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth. In: Journal of Business & Economic Statistics.
[Citation analysis]		article163
1993Duration Dependent Transitions in a Markov Model of U.S. GNP Growth.(1993) In: Working Paper.
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This paper has nother version. Agregated cites: 163		paper
2000Identifying Bull and Bear Markets in Stock Returns. In: Journal of Business & Economic Statistics.
[Citation analysis]		article213
2009How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution? In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article32
2007How useful are historical data for forecasting the long-run equity return distribution?.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2007How useful are historical data for forecasting the long-run equity return distribution?.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
1992Single Beta Models and Currency Futures Prices. In: The Economic Record.
[Citation analysis]		article2
1992Single Beta Models and Currency Futures Prices In: The Economic Record.
[Full Text][Citation analysis]		article2
1991Single Beta Models and currency Futures Prices.(1991) In: Working Paper.
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This paper has nother version. Agregated cites: 2		paper
2004News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article297
2001Nonlinear Features of Realized FX Volatility In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper69
2002Nonlinear Features of Realized FX Volatility.(2002) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 69		article
2003News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper10
1995An International Economy with Country-Specific Money and Productivity Growth Processes. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article16
1991An International Economy with Country-Specific Money and Productivity Growth Processes.(1991) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2000Volatility Dynamics Under Duration-Dependent Mixing In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper13
2000Volatility dynamics under duration-dependent mixing.(2000) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 13		article
2019Simulation-based learning using the RIT market simulator and RIT decision cases In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article1
2011Do high-frequency measures of volatility improve forecasts of return distributions? In: Journal of Econometrics.
[Full Text][Citation analysis]		article91
2009Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		paper
2008Do high-frequency measures of volatility improve forecasts of return distributions?.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 91		paper
1992A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
1991A Comparison of Risk-Premium Forecasts implied by Parametric versus Nonparametric Conditional Mean Estimators.(1991) In: Working Paper.
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