Seth Pruitt : Citation Profile

Arizona State University

12

H index

14

i10 index

1290

Citations

RESEARCH PRODUCTION:

14

Articles

13

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 86
   Journals where Seth Pruitt has often published
   Relations with other researchers
   Recent citing documents: 316.    Total self citations: 7 (0.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr155
   Updated: 2026-06-06    RAS profile: 2026-05-12    
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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 Seth Pruitt.

Is cited by:

Zhang, Yaojie (25)

Wang, Yudong (18)

GUPTA, RANGAN (16)

Marcellino, Massimiliano (11)

Schwaab, Bernd (10)

Clark, Todd (9)

Kim, Hyeongwoo (9)

Baruník, Jozef (8)

Doepke, Matthias (8)

Neuhierl, Andreas (8)

Lucas, Andre (8)

Cites to:

Reichlin, Lucrezia (15)

Forni, Mario (10)

Fama, Eugene (9)

French, Kenneth (8)

Bai, Jushan (8)

Ng, Serena (8)

Ang, Andrew (8)

Zhang, Lu (7)

Diebold, Francis (7)

Watson, Mark (7)

Dong, Sen (7)

Main data

Where Seth Pruitt has published?

Journals with more than one article published# docs
Journal of Financial Economics3
Journal of Money, Credit and Banking2
Journal of Finance2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)6
NBER Working Papers / National Bureau of Economic Research, Inc4

Recent works citing Seth Pruitt (2025 and 2024)

YearTitle of citing document
2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

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2025Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2026Deep Learning, Predictability, and Optimal Portfolio Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2024Beta-Sorted Portfolios. (2024). Crump, Richard ; Cattaneo, Matias ; Wang, Weining. In: Papers. RePEc:arx:papers:2208.10974.

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2026Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025DeFi vs TradFi: Valuation Using Multiples and Discounted Cash Flow. (2022). Xu, Jiahua ; Lommers, Kristof. In: Papers. RePEc:arx:papers:2210.16846.

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2026A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

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2026Empirical Asset Pricing via Ensemble Gaussian Process Regression. (2025). Pasricha, Puneet ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2212.01048.

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

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2025Bloated Disclosures: Can ChatGPT Help Investors Process Information?. (2025). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224.

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2026Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Shi, Zhentao ; Liao, Yuan ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2024End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture. (2024). Calliess, Jan-Peter ; Krause, Fabian. In: Papers. RePEc:arx:papers:2402.08233.

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2025Functional Partial Least-Squares: Optimal Rates and Adaptation. (2024). Carrasco, Marine ; Babii, Andrii ; Tsafack, Idriss. In: Papers. RePEc:arx:papers:2402.11134.

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2024From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Ye, Junyi ; Gu, Jingyi ; Wang, Guiling ; Goswami, Bhaskar ; Uddin, Ajim. In: Papers. RePEc:arx:papers:2403.06779.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2025Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292.

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2025Global Balance and Systemic Risk in Financial Correlation Networks. (2024). Grassi, Rosanna ; Uberti, Pierpaolo ; Bartesaghi, Paolo ; Diaz-Diaz, Fernando. In: Papers. RePEc:arx:papers:2407.14272.

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2024Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis. (2024). Wang, Cong. In: Papers. RePEc:arx:papers:2408.09271.

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2025Fundamental properties of linear factor models. (2025). Schneider, Paul ; Filipovic, Damir. In: Papers. RePEc:arx:papers:2409.02521.

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2024The Surprising Robustness of Partial Least Squares. (2024). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2409.05713.

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2026Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287.

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2024A Run on Fossil Fuel? Climate Change and Transition Risk. (2024). Barnett, Michael. In: Papers. RePEc:arx:papers:2410.00902.

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2026Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2025Multi-Task Dynamic Pricing in Credit Market with Contextual Information. (2024). Xu, Renyuan ; Ji, Jingwei ; Javanmard, Adel. In: Papers. RePEc:arx:papers:2410.14839.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024From rotational to scalar invariance: Enhancing identifiability in score-driven factor models. (2024). Dzuverovic, Emilija ; Corsi, Fulvio ; Buccheri, Giuseppe. In: Papers. RePEc:arx:papers:2412.01367.

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2026Probabilistic Targeted Factor Analysis. (2025). Montoya-Bland, Santiago ; Herculano, Miguel C. In: Papers. RePEc:arx:papers:2412.06688.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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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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2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization. (2025). Lee, Yongjae ; Zohren, Stefan ; Kong, Yaxuan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2502.00828.

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2025FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction. (2025). Wang, Weiran ; Duan, Yitong ; Li, Jian. In: Papers. RePEc:arx:papers:2502.05218.

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2025Generalized Factor Neural Network Model for High-dimensional Regression. (2025). Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Guo, Zichuan. In: Papers. RePEc:arx:papers:2502.11310.

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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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2025DBOT: Artificial Intelligence for Systematic Long-Term Investing. (2025). Sedoc, Joao ; Dhar, Vasant. In: Papers. RePEc:arx:papers:2504.05639.

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2025On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution. (2025). Cable, Travis ; Mani, Amir ; Qi, Wei ; Sotiropoulos, Georgios ; Xiong, Yiyuan. In: Papers. RePEc:arx:papers:2504.06289.

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2025Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2505.01921.

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2025NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks. (2025). Wang, Shunyao ; Cheng, Ming. In: Papers. RePEc:arx:papers:2505.06864.

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2025Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy. (2025). Haboub, Ahmad ; Kartsaklas, Aris ; Sarafidis, Vasilis. In: Papers. RePEc:arx:papers:2506.00206.

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2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Fan, Qingliang ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2506.19586.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2508.19006.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2025Multimodal Language Models with Modality-Specific Experts for Financial Forecasting from Interleaved Sequences of Text and Time Series. (2025). Andrews, Nicholas ; Yan, Xifeng ; Koval, Ross. In: Papers. RePEc:arx:papers:2509.19628.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025Dynamic Spatial Treatment Effects as Continuous Functionals: Theory and Evidence from Healthcare Access. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.15324.

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2025Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics. (2025). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2511.03076.

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2026Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction. (2025). Cho, So-Yoon ; Ban, Kayoung ; Kim, Jin-Young ; Koo, Hyeng Keun. In: Papers. RePEc:arx:papers:2511.07014.

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2025Causal Inference in Financial Event Studies. (2025). Goldsmith-Pinkham, Paul ; Lyu, Tianshu. In: Papers. RePEc:arx:papers:2511.15123.

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2026Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model. (2025). Jeong, Younwoo ; Kim, Changeun ; Jang, Bong-Gyu. In: Papers. RePEc:arx:papers:2512.16251.

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2025The Aligned Economic Index & The State Switching Model. (2025). Aarab, Ilias. In: Papers. RePEc:arx:papers:2512.20460.

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2026Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning. (2026). Wang, Zigan ; Luo, YE ; Liu, Yan ; Zhang, Xiaowei. In: Papers. RePEc:arx:papers:2601.00593.

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2026Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO. (2026). Ulrich, Maxim ; Indu, J ; Walter, Alexander. In: Papers. RePEc:arx:papers:2601.06499.

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2026Systemic Risk Surveillance. (2026). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2601.08598.

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2026Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns. (2026). Chen, Zefeng ; Pu, Darcy. In: Papers. RePEc:arx:papers:2601.11958.

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2026Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies. (2026). , Sumesh ; Ajith, Akshay ; Kannan, Varun Narayan. In: Papers. RePEc:arx:papers:2601.19504.

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2026Stochastic Discount Factors with Cross-Asset Spillovers. (2026). He, Xin ; Avramov, Doron. In: Papers. RePEc:arx:papers:2602.20856.

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2026The Gibbs Posterior and Parametric Portfolio Choice. (2026). Lamoureux, Christopher G. In: Papers. RePEc:arx:papers:2603.02455.

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2026Algorithmic Compliance and Regulatory Loss in Digital Assets. (2026). Sharma, Krishna ; Bhatt, Khem Raj. In: Papers. RePEc:arx:papers:2603.04328.

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2026Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI. (2026). Fan, Zheqi ; Huang, Allen Yikuan. In: Papers. RePEc:arx:papers:2603.14288.

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2026Skewness Dispersion and Stock Market Returns. (2026). Kurka, Josef ; Barunik, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2604.07870.

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2026The Corporate Bond Factor Replication Crisis. (2026). Rossetti, Giulio ; Robotti, Cesare ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.07880.

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2026The Virtue of Sparsity in Complexity. (2026). Li, Jonathan Yu-Meng ; Afsharhajari, Nima. In: Papers. RePEc:arx:papers:2604.17166.

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2026Corporate Bond Yield Curve Modeling: A Rating-Based Regime-Switching Generalized CIR Approach. (2026). Hong, YI ; Liang, Yunqi ; Xu, Maochun. In: Papers. RePEc:arx:papers:2604.25403.

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2024How Preferences, Monetary Policy and Household Inflation. (2024). Dunbar, Geoffrey. In: Staff Working Papers. RePEc:bca:bocawp:24-45.

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2024A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2025Economic Policy Uncertainty–Bank Risk Nexus: Cross‐Country Evidence. (2025). Samarasinghe, Ama ; Ahmed, Abdullahi D. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:3844-3865.

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2025An Instrumented Principal Component Analysis Factor Model for Chinese Equity Options Returns. (2025). Liu, Yanchu ; Liang, Jianfeng ; Zhou, Heyang ; Yang, Haisheng. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:5:p:4370-4390.

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2026Systematic Risk Factors in Chinas Stock Market: A High‐Frequency PCA Approach. (2026). Zhou, Chunyang ; Zhu, Shunwei. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:602-620.

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2024The effect of economic uncertainty on remittance flows from developed countries. (2024). Gnangnon, Sena Kimm. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:2:p:267-280.

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2024Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Li, Shan ; Wang, LU ; Liang, Chao. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

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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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2024Modeling Conditional Factor Risk Premia Implied by Index Option Returns. (2024). Orowski, Piotr ; Jacobs, Kris ; Fournier, Mathieu. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2289-2338.

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2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

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2024The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market. (2024). Kitamura, Tomiyuki ; Fukuma, Noritaka ; Matsuda, Naoki ; Watanabe, Kota ; Maehashi, Kohei ; Takemura, Keita. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e09.

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2026Changes in Perceptions about Monetary Policy: Estimating the Policy Reaction Function Using Market Survey Data. (2026). Kaihatsu, Sohei ; Ito, Yuichiro ; Hirano, Ryuichiro ; Haba, Shunsuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp26e05.

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2026The Dynamic Association of Economic Policy Uncertainty, Short-Term Cross-Border Capital Flows and Systemic Financial Risk. (2026). Xiaoli, Wang ; Lin, Shang ; Ziying, Zhao ; Yuting, Wang ; Lu, Wang. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:20:y:2026:i:1:p:13:n:1001.

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2024First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24.

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2024Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas R ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991.

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2024Consumption Dynamics and Welfare under Non-Gaussian Earnings Risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11135.

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2025Transitory Earnings Opportunities and Educational Scarring of Men. (2025). Sigurdsson, Jsef. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11807.

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2025Monthly Earnings Volatility and Household Pooling. (2025). Mommaerts, Corina ; Milton, Ross ; Andresen, Martin Eckhoff ; Wallossek, Luisa ; Kostl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12323.

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2024Tackling the volatility paradox: spillover persistence and systemic risk. (2024). Kubitza, Christian. In: Working Paper Series. RePEc:ecb:ecbwps:20242981.

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2026Structural drivers of growth at risk: insights from a VAR-quantile regression approach. (2026). Fonseca, Luís ; Urrutia, Leonardo ; Carboni, Giacomo ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20263171.

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2025The motherhood penalty in employment: Evidence from UK Asian mothers during the pandemic. (2025). Qi, Weiwen ; Ji, Yuemei. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001289.

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2024Can a machine learn from behavioral biases? Evidence from stock return predictability of deep learning models. (2024). Byun, Suk-Joon ; Cho, Sangheum ; Kim, Da-Hea. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000953.

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2024Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Cai, Xing ; Xia, Wei ; Huang, Weihua ; Yang, Haijun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121.

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2025Narrative monetary policy expectation in China. (2025). Zhang, Yifan ; Wang, Xiangdong ; Zhu, Dandan. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pb:s1043951x25002263.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001672.

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2024Consumption dynamics and welfare under non-Gaussian earnings risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001374.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2025Population aging and intensified economic downside risk: Evidence from China. (2025). Ren, Xianling ; Qiao, Jinbao ; Ji, Jianyue. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002998.

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2025Forecasting energy commodity returns: Can weak factors and nonlinearity help?. (2025). Ma, Yong ; Liu, Xiaojun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325002901.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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More than 100 citations found, this list is not complete...

Works by Seth Pruitt:

YearTitleTypeCited
2013The Demand for Youth: Explaining Age Differences in the Volatility of Hours In: American Economic Review.
[Full Text][Citation analysis]		article33
2011Estimating the Market-Perceived Monetary Policy Rule In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article35
2010Estimating the Market-Perceived Monetary Policy Rule.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 35		paper
2020Earnings Risk in the Household: Evidence from Millions of US Tax Returns In: American Economic Review: Insights.
[Full Text][Citation analysis]		article21
2013Market Expectations in the Cross-Section of Present Values In: Journal of Finance.
[Full Text][Citation analysis]		article220
2023Modeling Corporate Bond Returns In: Journal of Finance.
[Full Text][Citation analysis]		article13
2018The Liquidity Effects of Official Bond Market Intervention In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article71
2015The Liquidity Effects of Official Bond Market Intervention.(2015) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 71		paper
2015The three-pass regression filter: A new approach to forecasting using many predictors In: Journal of Econometrics.
[Full Text][Citation analysis]		article201
2016Systemic risk and the macroeconomy: An empirical evaluation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article362
2015Systemic Risk and the Macroeconomy: An Empirical Evaluation.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 362		paper
2019Characteristics are covariances: A unified model of risk and return In: Journal of Financial Economics.
[Full Text][Citation analysis]		article241
2018Characteristics Are Covariances: A Unified Model of Risk and Return.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 241		paper
2021Understanding momentum and reversal In: Journal of Financial Economics.
[Full Text][Citation analysis]		article33
2013Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero In: CAMA Working Papers.
[Full Text][Citation analysis]		paper15
2015Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero.(2015) In: Discussion Paper Series.
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This paper has nother version. Agregated cites: 15		paper
2017Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero.(2017) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 15		article
2018The Nature of Household Labor Income Risk In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2015Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
2008Uncertainty over models and data: the rise and fall of American inflation In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper9
2012Uncertainty Over Models and Data: The Rise and Fall of American Inflation.(2012) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 9		article
2012Uncertainty Over Models and Data: The Rise and Fall of American Inflation.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2009The demand for youth: implications for the hours volatility puzzle In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper10
2009The Demand for Youth: Implications for the Hours Volatility Puzzle.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2009Markup variation and endogenous fluctuations in the price of investment goods In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper10
2009The market-perceived monetary policy rule In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper12
2022Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment In: Critical Finance Review.
[Full Text][Citation analysis]		article0

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