Tom Zimmermann : Citation Profile

Are you Tom Zimmermann?

Universität zu Köln

7

H index

7

i10 index

237

Citations

RESEARCH PRODUCTION:

11

Articles

31

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 19
   Journals where Tom Zimmermann has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 13 (5.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzi103
   Updated: 2024-11-04    RAS profile: 2023-10-09    
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Relations with other researchers

Works with:

Luck, Stephan (5)

Correia, Sergio (3)

Verner, Emil (3)

Brunnermeier, Markus (2)

Hebous, Shafik (2)

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

Is cited by:

Sanfilippo, Marco (4)

Jeenas, Priit (4)

Hoekman, Bernard (4)

Pijoan-Mas, Josep (4)

di Giovanni, Julian (4)

Dragomirescu-Gaina, Catalin (4)

Moral-Benito, Enrique (3)

Cappelletti, Matilde (3)

Tsyvinski, Aleh (3)

Crosignani, Matteo (3)

Ditzen, Jan (3)

Cites to:

Campbell, John (11)

bandiera, oriana (9)

Auerbach, Alan (9)

Gorodnichenko, Yuriy (9)

Vissing-Jorgensen, Annette (8)

KRISHNAMURTHY, ARVIND (8)

Romer, Christina (7)

Ravn, Morten (7)

Fama, Eugene (7)

Hebous, Shafik (7)

Mertens, Karel (7)

Main data

Where Tom Zimmermann has published?

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)5
CESifo Working Paper Series / CESifo4
ECONtribute Discussion Papers Series / University of Bonn and University of Cologne, Germany3
Papers / arXiv.org3
Liberty Street Economics / Federal Reserve Bank of New York2

Recent works citing Tom Zimmermann (2024 and 2023)

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

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2024Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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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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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707.

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2023Applying Reinforcement Learning to Option Pricing and Hedging. (2023). Stoiljkovic, Zoran. In: Papers. RePEc:arx:papers:2310.04336.

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2024High-Throughput Asset Pricing. (2023). Dim, Chukwuma ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2311.10685.

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2023Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02.

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2023New evidence on sources of macroeconomic fluctuations in sub?Saharan African countries. (2023). Uwilingiye, Josine ; Taiwo, Shakirudeen. In: African Development Review. RePEc:bla:afrdev:v:35:y:2023:i:2:p:181-197.

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2024The Limits of p?Hacking: Some Thought Experiments. (2021). Chen, Andrew Y. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2447-2480.

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2023Quantitative Easing, Bank Lending, and Aggregate Fluctuations. (2023). Segev, Nimrod ; Schaffer, Matthew. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.01.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99.

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2023The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors. (2023). Smith, R P ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2317.

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2023The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors. (2023). Pesaran, Mohammad ; Smith, Ron P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10282.

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2023Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17.

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2024Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Bhat, Javed Ahmad ; Padhan, Rakesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982.

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2023Collateral-based monetary policy and corporate employment: Evidence from Medium-term Lending Facility in China. (2023). Zhang, Huan ; Wu, Yuhui ; Liu, Xiaoling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001766.

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2023Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639.

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2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2023Improving factor momentum: Statistical significance matters. (2023). Zhao, Senyang ; Luo, Ronghua ; Liu, Yangyi. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004706.

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2023Macroeconomic effects of tax rate and base changes: Evidence from fiscal consolidations. (2023). Lima, Frederico ; Dabla-Norris, Era. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000284.

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2023Private sector debt overhang and government spending multipliers: Not all debts are alike. (2023). Kim, Wongi. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000685.

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2024Public expenditure multipliers and informality. (2024). Furceri, Davide ; Pizzuto, Pietro ; Colombo, Emilio ; Tirelli, Patrizio. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000321.

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2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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2024Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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2023Does unconventional monetary policy boost local economic development? The case of TLTROs and Italy. (2023). al Tamimi, Hussein ; Molyneux, Philip ; Duqi, Andi ; Perdichizzi, Salvatore. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003168.

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2023Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle. (2023). Rodriguez, Ivan M ; Prakash, Arun ; Lawrence, Edward R ; Kumar, Rajnish. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001747.

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2023Household indebtedness and the macroeconomic effects of tax changes. (2023). Choi, Sangyup ; Shin, Junhyeok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:22-52.

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2023Government procurement and resource misallocation: Evidence from China. (2023). Zhan, Chaoqun ; Hang, Jing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:568-589.

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2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

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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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2024The effect of female leadership on contracting from Capitol Hill to Main Street. (2024). Rohrer, Maximilian ; Gerasimova, Nataliya ; Brogaard, Jonathan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000400.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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2023Factors affecting the adoption of patch-burn grazing in the southern Great Plains in the US. (2023). Fuhlendorf, Samuel D ; Sorice, Michael G ; Joshi, Omkar ; Adhikari, Saroj. In: Land Use Policy. RePEc:eee:lauspo:v:125:y:2023:i:c:s0264837722004859.

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2023Momentum in machine learning: Evidence from the Taiwan stock market. (2023). Lin, Chih-Yung ; Kong, De-Rong ; Bui, Dien Giau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002494.

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2024Fintech regulation and bank liquidity creation: Evidence from China. (2024). Zhang, Qianqian ; Wang, BO ; Liu, Shiyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000271.

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2023Revisiting asset co-movement: Does network topology really matter?. (2023). Shi, Huai-Long ; Chen, Huayi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001903.

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2023Is the European economic governance framework too “complex”? A critical discussion. (2023). Perez, Javier J ; Lopez, Diego Martinez ; Mateos, Marcos Martin ; del Amo, Julia. In: Working Papers. RePEc:fda:fdaddt:2023-06.

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2023Monetary Transmission through Bank Securities Portfolios. (2023). Paul, Pascal ; Krainer, John. In: Working Paper Series. RePEc:fip:fedfwp:96512.

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2023Personality and physician performance pay: Evidence from a behavioral experiment in health. (2023). Wiesen, Daniel ; Hennig-Schmidt, Heike ; Gross, Mona. In: HERO Online Working Paper Series. RePEc:hhs:oslohe:2023_005.

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2024Testing the effects of fiscal policy shocks on output growth in recession and expansion: empirical evidence from developing countries. (2024). Rafique, Rabia ; Nisar, Asad ; Ali, Syed Sadaqat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09708-8.

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2023Sectoral Exchange Rate Pass-through to Manufacturing Prices: A GVAR Approach. (2023). Mendonça, Diogo ; Kannebley, Sergio ; Santos, Felipe Dos ; de Prince, Diogo. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-023-09711-y.

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2023Enhancing stock market anomalies with machine learning. (2023). Hoegner, Christopher ; Azevedo, Vitor. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01099-z.

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2024Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44..

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2023Stock market anomalies and machine learning across the globe. (2023). Mueller, Sebastian ; Kaiser, Georg Sebastian ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z.

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2024Income illusions: challenging the high yield stock narrative. (2024). Israelov, Roni ; Chen, Yin. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00340-1.

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2023The Improvement Policy Design of Public Procurement Process for the Public Management Innovation in South Korea. (2023). Yoon, Donghun. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231158260.

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2023Monetary policy, labor income redistribution and the credit channel: Evidence from matched employer-employee and credit registers. (2021). Peydro, Jose-Luis ; Supera, Dominik ; Panetti, Ettore ; Mendicino, Caterina ; Jasova, Martina. In: Economics Working Papers. RePEc:upf:upfgen:1832.

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Works by Tom Zimmermann:

YearTitleTypeCited
2021The Privatization of Municipal Debt In: ECONtribute Discussion Papers Series.
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2024The “Privatization” of municipal debt.(2024) In: Journal of Public Economics.
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This paper has nother version. Agregated cites: 1		article
2023The “Privatization” of Municipal Debt.(2023) In: Working Paper Series.
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This paper has nother version. Agregated cites: 1		paper
2024The privatization of municipal debt.(2024) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2022Limits of Disclosure Regulation in the Municipal Bond Market In: ECONtribute Discussion Papers Series.
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2022Limits of disclosure regulation in the municipal bond market.(2022) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2022The Targeted Assignment of Incentive Schemes In: ECONtribute Discussion Papers Series.
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2023Publication Bias in Asset Pricing Research In: Papers.
[Full Text][Citation analysis]		paper0
2024Does Peer-Reviewed Research Help Predict Stock Returns? In: Papers.
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2024Does peer-reviewed research help predict stock returns?.(2024) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2024The Debt-Inflation Channel of the German (Hyper-)Inflation In: Papers.
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2023The Debt-Inflation Channel of the German Hyperinflation.(2023) In: NBER Working Papers.
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In: .
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2018Revisiting the Narrative Approach of Estimating Tax Multipliers In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article13
2014Revisiting the Narrative Approach of Estimating Tax Multipliers.(2014) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 13		paper
2015Revisiting the narrative approach of estimating tax multipliers.(2015) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 13		paper
2012Estimating the Effects of Coordinated Fiscal Actions in the Euro Area In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper68
2013Estimating the effects of coordinated fiscal actions in the euro area.(2013) In: European Economic Review.
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This paper has nother version. Agregated cites: 68		article
2013Cross-Border Effects of Fiscal Consolidations: Estimates Based on Narrative Records In: CESifo Working Paper Series.
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2019Can government demand stimulate private investment? Evidence from U.S. federal procurement In: CESifo Working Paper Series.
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2021Can government demand stimulate private investment? Evidence from U.S. federal procurement.(2021) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 24		article
2016Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement.(2016) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 24		paper
2012Fiscal Consolidations and Banking Stability In: Working Papers.
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2012Fiscal consolidations and banking stability.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2013Fiscal consolidations and bank balance sheets In: Working Paper Series.
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2014Fiscal consolidations and bank balance sheets.(2014) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 6		article
2022Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs In: Journal of Banking & Finance.
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2017Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserves LSAPs.(2017) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 21		paper
2020Employment effects of unconventional monetary policy: Evidence from QE In: Journal of Financial Economics.
[Full Text][Citation analysis]		article45
2018Employment Effects of Unconventional Monetary Policy : Evidence from QE.(2018) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 45		paper
2018Claim Dilution in the Municipal Debt Market In: Finance and Economics Discussion Series.
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2018Publication Bias and the Cross-Section of Stock Returns In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper20
2020Publication Bias and the Cross-Section of Stock Returns.(2020) In: The Review of Asset Pricing Studies.
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2019Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning In: Finance and Economics Discussion Series.
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2021Open Source Cross-Sectional Asset Pricing In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper30
2022Open Source Cross-Sectional Asset Pricing.(2022) In: Critical Finance Review.
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This paper has nother version. Agregated cites: 30		article
2020Open source cross-sectional asset pricing.(2020) In: CFR Working Papers.
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2024Exposure to Cyber Risk and Inadequate Cybersecurity Regulations: Evidence from Municipalities In: Chicago Fed Letter.
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2019Ten years later – Did QE work? In: Liberty Street Economics.
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2023Inflating Away the Debt: The Debt-Inflation Channel of German Hyperinflation In: Liberty Street Economics.
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2023Deep parametric portfolio policies In: CFR Working Papers.
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2014Revisiting the Narrative Approach of Estimating Fiscal Multipliers In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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