Tom Zimmermann : Citation Profile

Universität zu Köln

7

H index

7

i10 index

259

Citations

RESEARCH PRODUCTION:

11

Articles

31

Papers

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 19
   Journals where Tom Zimmermann has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 13 (4.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzi103
   Updated: 2025-04-19    RAS profile: 2023-10-09    
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Relations with other researchers

Works with:

Luck, Stephan (4)

Verner, Emil (3)

Correia, Sergio (3)

Brunnermeier, Markus (2)

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

Is cited by:

di Giovanni, Julian (4)

Sanfilippo, Marco (4)

Dragomirescu-Gaina, Catalin (4)

Jeenas, Priit (4)

Pijoan-Mas, Josep (4)

Hoekman, Bernard (4)

Acharya, Viral (3)

Tsyvinski, Aleh (3)

Moral-Benito, Enrique (3)

Peia, Oana (3)

Rovigatti, Gabriele (3)

Cites to:

Campbell, John (11)

Auerbach, Alan (9)

Gorodnichenko, Yuriy (9)

bandiera, oriana (9)

Vissing-Jorgensen, Annette (8)

KRISHNAMURTHY, ARVIND (8)

Ravn, Morten (7)

French, Kenneth (7)

Fama, Eugene (7)

Romer, David (7)

Hebous, Shafik (7)

Main data

Production by document typepaperarticle2012201320142015201620172018201920202021202220232024202502.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201220132014201520162017201820192020202120222023202420250204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201220132014201520162017201820192020202120222023202420250204060Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents1234567890255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title 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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2025Most 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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2024High-Throughput Asset Pricing. (2023). Dim, Chukwuma ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2311.10685.

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2025Do Sell-side Analyst Reports Have Investment Value?. (2025). Lv, Linying. In: Papers. RePEc:arx:papers:2502.20489.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2024Procuring Survival. (2024). Rovigatti, Gabriele ; Giuffrida, Leonardo M ; Cappelletti, Matilde. In: Journal of Industrial Economics. RePEc:bla:jindec:v:72:y:2024:i:4:p:1451-1506.

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2025The Greener, the Better? Evidence from Government Contractors. (2025). Titl, Vitezslav ; Giuffrida, Leonardo M ; Chiappinelli, Olga ; Dal, Ambrogio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11696.

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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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2025?he effects of fiscal consolidation in OECD countries. (2023). Tagkalakis, Athanasios ; Kasselaki, Maria ; Georgantas, Georgios. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003364.

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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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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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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA. (2024). Zhou, Guofu ; Lu, Yueliang ; Han, Yufeng ; Xu, Weike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000720.

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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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2024Quantitative easing and bank risk-taking: Evidence from the federal reserves large-scale asset purchases. (2024). Zhang, Zheng ; Wang, Wenxue ; Song, Ciji. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007827.

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2024Avoiding jumps in the rotation matrix of time-varying factor models. (2024). Cheung, Ying Lun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008997.

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2024The battle of factors. (2024). Attig, Najah ; Assoe, Kodjovi ; Sy, Oumar. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760.

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2024Analyst recommendations and mispricing across the globe. (2024). Mller, Sebastian ; Azevedo, Vitor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002103.

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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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2024Comparing factor models with price-impact costs. (2024). Demiguel, Victor ; Li, Sicong ; Martn-Utrera, Alberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001727.

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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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2024The Credit Channel of Public Procurement. (2024). Gabriel, Ricardo Duque. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000540.

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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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2024Affiliated guarantee risk control and firm cash holdings: Evidence from China. (2024). Liang, Weiming ; Ji, Fei ; Kong, Dongmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004283.

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2025Resources coupled with executive authority: Implications of relocating government administrative headquarters for local economic development. (2025). Liu, Shenglong ; Chen, Jing ; Zhang, Xiaoming. In: World Development. RePEc:eee:wdevel:v:185:y:2025:i:c:s0305750x24002687.

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2025AUSTERITY AND BANKING: THE IMPACT OF FISCAL CONSOLIDATION ON BANK EFFICIENCY AND STABILITY. (2025). Jalles, Joao ; Teixeira, Andr. In: Working Papers REM. RePEc:ise:remwps:wp03702025.

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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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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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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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2024Ecological transition in a monetary economy of production: a heterodox approach. (2024). Rossi, Sergio ; le Bloch, Alexandre ; Solari, Maurizio. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:1:d:10.1007_s40822-023-00252-w.

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Works by Tom Zimmermann:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021The Privatization of Municipal Debt In: ECONtribute Discussion Papers Series.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper1
2023Publication Bias in Asset Pricing Research In: Papers.
[Full Text][Citation analysis]		paper0
2025Does Peer-Reviewed Research Help Predict Stock Returns? In: Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper1
2023The Debt-Inflation Channel of the German Hyperinflation.(2023) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1		paper
In: .
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2015Revisiting the narrative approach of estimating tax multipliers.(2015) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper5
2019Can government demand stimulate private investment? Evidence from U.S. federal procurement In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper30
2021Can government demand stimulate private investment? Evidence from U.S. federal procurement.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2016Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement.(2016) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2012Fiscal Consolidations and Banking Stability In: Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper7
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: 7		article
2022Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
2017Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserves LSAPs.(2017) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
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]		article48
2018Employment Effects of Unconventional Monetary Policy : Evidence from QE.(2018) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2018Claim Dilution in the Municipal Debt Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2018Publication Bias and the Cross-Section of Stock Returns In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper23
2020Publication Bias and the Cross-Section of Stock Returns.(2020) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2019Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2021Open Source Cross-Sectional Asset Pricing In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper39
2022Open Source Cross-Sectional Asset Pricing.(2022) In: Critical Finance Review.
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This paper has nother version. Agregated cites: 39		article
2020Open source cross-sectional asset pricing.(2020) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 39		paper
2024Exposure to Cyber Risk and Inadequate Cybersecurity Regulations: Evidence from Municipalities In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2019Ten years later – Did QE work? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Inflating Away the Debt: The Debt-Inflation Channel of German Hyperinflation In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2025Deep parametric portfolio policies In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2014Revisiting the Narrative Approach of Estimating Fiscal Multipliers In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team