Standout Papers

Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 1995 2026 2005 2015 679
  1. Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)
    Ryan J. Sullivan, Allan Timmermann et al. The Journal of Finance
  2. Predictability of Stock Returns: Robustness and Economic Significance (1995)
    M. Hashem Pesaran, Allan Timmermann The Journal of Finance

Immediate Impact

3 by Nobel laureates 4 from Science/Nature 65 standout
Sub-graph 1 of 16

Citing Papers

Deep Learning in Asset Pricing
2023 Standout
Local Projections and VARs Estimate the Same Impulse Responses
2021 Standout

Works of Allan Timmermann being referenced

Variable selection, estimation and inference for multi-period forecasting problems
2011
Predictability of Stock Returns: Robustness and Economic Significance
1995 Standout

Author Peers

Author Last Decade Papers Cites
Allan Timmermann 8970 8876 5605 201 13.4k
Guofu Zhou 7453 5636 2301 196 9.3k
Éric Ghysels 8141 7874 4142 228 11.6k
Paul Newbold 3469 6991 5193 142 11.0k
Thomas J. Sargent 6239 16474 13151 259 20.9k
Charles R. Nelson 5971 8737 8051 117 13.2k
Ravi Jagannathan 13741 10559 4581 121 16.0k
Torben G. Andersen 16583 13795 5480 110 18.8k
David F. Hendry 3828 11007 9998 283 15.9k
Kenneth D. West 13182 13668 8794 83 21.2k
Darrell Duffie 22061 11301 3804 187 25.9k

All Works

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Rankless by CCL
2026