Andreas Neuhierl : Citation Profile

Washington University in St. Louis

6

H index

5

i10 index

299

Citations

RESEARCH PRODUCTION:

10

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 24
   Journals where Andreas Neuhierl has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 6 (1.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pne394
   Updated: 2025-04-19    RAS profile: 2023-05-09    
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Relations with other researchers

Works with:

Weber, Michael (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andreas Neuhierl.

Is cited by:

Weber, Michael (11)

Talavera, Oleksandr (7)

michaely, roni (6)

Scaillet, Olivier (6)

Pham, Tho (5)

Gorodnichenko, Yuriy (5)

Schrimpf, Andreas (5)

Nagel, Stefan (5)

Baruník, Jozef (4)

Giannone, Domenico (4)

Rossi, Stefano (4)

Cites to:

Weber, Michael (23)

Campbell, John (23)

French, Kenneth (19)

Swanson, Eric (16)

Cochrane, John (13)

Lettau, Martin (13)

Fama, Eugene (12)

Gürkaynak, Refet (12)

Ozdagli, Ali (8)

Bollerslev, Tim (8)

Pedersen, Lasse (7)

Main data

Production by document typearticlepaperchapter2011201220132014201520162017201820192020202120222023052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20112012201320142015201620172018201920202021202220230102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2011201220132014201520162017201820192020202120222023050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents123456780100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Andreas Neuhierl has published?

Journals with more than one article published# docs
The Review of Financial Studies2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc5
CESifo Working Paper Series / CESifo4

Recent works citing Andreas Neuhierl (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2024Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2024Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2024Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy. (2024). Zhang, Terry ; Yang, Yanrong ; Lu, Yonghe. In: Papers. RePEc:arx:papers:2411.18830.

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2025Growing the Efficient Frontier on Panel Trees. (2025). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2025Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information. (2025). Zheng, Zeyu ; Zhou, Chunyang ; Hua, Cheng. In: Papers. RePEc:arx:papers:2501.17992.

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2025The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549.

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2024ECB monetary policy communication events: Do they move euro area yields?. (2024). Vasiliauskait, Deimant ; Kaminskas, Rokas ; Jurkas, Linas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:596-625.

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2024The evolution of corporate twitter usage. (2024). Riordan, Ryan ; Naughton, James P ; al Guindy, Mohamed. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:3-4:p:819-845.

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2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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2024The Virtue of Complexity in Return Prediction. (2024). Zhou, Kangying ; Malamud, Semyon ; Kelly, Bryan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:459-503.

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2025Competition and the Strategic Disclosure of Innovation: Theory and Evidence from Patent Applications. (2025). Ganglmair, Bernhard ; Angenendt, David. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_664.

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2025Dual Industry Effects and Cross-Stock Predictability. (2025). Li, S ; Ge, S ; Avramov, D ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512.

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2025.

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2024Informed options trading before FDA drug advisory meetings. (2024). Golec, Joseph ; Borochin, Paul ; Wu, Zekun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300144x.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2024Robust portfolio selection with smart return prediction. (2024). Li, Bin ; Tu, Xueyong. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000750.

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2024Asset pricing with neural networks: Significance tests. (2024). Lin, Xin ; Franstianto, Vincentius ; Fallahgoul, Hasan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002907.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2024Forecasting realized volatility: Does anything beat linear models?. (2024). Rubesam, Alexandre ; Branco, Rafael R ; Zevallos, Mauricio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

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2024What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015.

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2024Exploring the factor zoo with a machine-learning portfolio. (2024). Chng, Michael T ; Huang, Tao ; Sak, Halis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005313.

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2024Potential pricing factors in the Korean market. (2024). Kang, Yeonchan ; Bang, Jeongseok ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009760.

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2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2024Persistent and transitory components of firm characteristics: Implications for asset pricing. (2024). Tamoni, Andrea ; Boons, Martijn ; Baba-Yara, Fahiz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400031x.

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2024Missing values handling for machine learning portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000382.

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2024Identifying Bulls and bears? A bibliometric review of applying artificial intelligence innovations for stock market prediction. (2024). Pereira, Vijay ; Chopra, Ritika ; Sharma, Gagan Deep. In: Technovation. RePEc:eee:techno:v:135:y:2024:i:c:s0166497224001172.

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2024Mind Your Language: Market Responses to Central Bank Speeches. (2023). Yang, Xiye ; Neely, Christopher J ; McMahon, Michael ; Erdemlioglu, Deniz ; Ahrens, Maximilian. In: Working Papers. RePEc:fip:fedlwp:96270.

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2024New Insights into Liquidity Resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; O'Sullivan, Conall. In: Post-Print. RePEc:hal:journl:hal-04432411.

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2025Prediction and Allocation of Stocks, Bonds, and REITs in the US Market. (2025). Silva, Nuno ; Monteiro, Ana Sofia ; Sebastiao, Helder. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10589-2.

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2025Does Fed communication affect uncertainty and risk aversion?. (2025). Chau, Frankie ; Deesomsak, Rataporn ; Shaikh, Raja. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01318-9.

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2025Forecasting stock returns with sum-of-the-parts methodology: international evidence. (2025). Noman, Abdullah ; Naka, Atsuyuki ; Athari, Mahtab. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00380-1.

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2024Stock return prediction with multiple measures using neural network models. (2024). Wang, Cong. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00608-w.

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2024Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets. (2024). Chun, Dohyun ; Kang, Jongho ; Kim, Jihun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00648-w.

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2024Identifying factors via automatic debiased machine learning. (2024). Wang, Zhuo ; Maasoumi, Esfandiar ; Wu, KE. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:438-461.

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2025Speaking of Inflation : The Influence of Fed Speeches on Expectations. (2025). Melosi, Leonardo ; Meggiorini, Greta ; Larsen, Wegard H ; Granziera, Eleanora. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1555.

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2025Deep parametric portfolio policies. (2023). Zimmermann, Tom ; Weibels, Sebastian ; Simon, Frederik. In: CFR Working Papers. RePEc:zbw:cfrwps:2301.

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Works by Andreas Neuhierl:

Year  ↓Title  ↓Type  ↓Cited  ↓
2023Economic Forecasts Using Many Noises In: Papers.
[Full Text][Citation analysis]		paper1
2020Monetary Momentum In: Working Papers.
[Full Text][Citation analysis]		paper2
2017Monetary Momentum.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018Monetary Momentum.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2012Growth Optimal Investment Strategy: The Impact of Reallocation Frequency and Heavy Tails In: German Economic Review.
[Full Text][Citation analysis]		article1
2012Growth Optimal Investment Strategy: The Impact of Reallocation Frequency and Heavy Tails.(2012) In: German Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2016Monetary Policy and the Stock Market: Time-Series Evidence In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper17
2016Monetary Policy and the Stock Market: Time-Series Evidence.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2017Monetary Policy and the Stock Market: Time Series Evidence.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2017Dissecting Characteristics Nonparametrically In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper171
2018Dissecting Characteristics Nonparametrically.(2018) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		paper
2017Dissecting Characteristics Nonparametrically.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		paper
2020Dissecting Characteristics Nonparametrically.(2020) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		article
2013Market Reaction to Corporate Press Releases In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article35
2021Data snooping in equity premium prediction In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2021Estimating the anomaly base rate In: Journal of Financial Economics.
[Full Text][Citation analysis]		article13
2019Estimating The Anomaly Base Rate.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2021Frequency dependent risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article4
2019Monetary policy communication, policy slope, and the stock market In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article37
2018Casino game markets In: Chapters.
[Full Text][Citation analysis]		chapter1
2022Missing Data in Asset Pricing Panels In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2011Data Snooping and Market-Timing Rule Performance In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article7
2021Arbitrage Portfolios In: The Review of Financial Studies.
[Full Text][Citation analysis]		article5
In: .
[Full Text][Citation analysis]		paper0

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