Citation Impact
Citing Papers
Renewable energy and geopolitics: A review
2020 Standout
Financial markets under the global pandemic of COVID-19
2020 Standout
Financial integration and renewable energy consumption in China: do education and digital economy development matter?
2022 Standout
Stocks for the long run? Evidence from emerging markets
2014
ESG disclosure and financial performance: Moderating role of ESG investors
2022 Standout
From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks
2013
Mean-Variance Portfolio Rebalancing with Transaction Costs
2019 StandoutNobel
Vice versus virtue investing around the world
2014
The Effects of Mandatory ESG Disclosure around the World
2021
That is Not My Dog: Why Doesn't the Log Dividend-Price Ratio Seem to Predict Future Log Returns or Log Dividend Growths?
2018 StandoutNobel
Is there dependence and systemic risk between oil and renewable energy stock prices?
2014 Standout
Unconventional monetary policy and the spillovers to emerging markets
2016
Anticipating Long-Term Stock Market Volatility
2014
Volatility drivers on the metal market and exposure of producing countries
2019
Importance of Transaction Costs for Asset Allocations in FX Markets
2018
The economic drivers of commodity market volatility
2019
Do precious and industrial metals act as hedges and safe havens for currency portfolios?
2017
Investor sentiment and stock returns: Global evidence
2021
The Influence of Firm Size on the ESG Score: Corporate Sustainability Ratings Under Review
2019 Standout
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
2022 Standout
Quantile cointegration in the autoregressive distributed-lag modeling framework
2015
Dividend Smoothing and Predictability
2012
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Works of Andreas Schrimpf being referenced
When the walk is not random: commodity prices and exchange rates
2016
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?
2012
The Response of Tail Risk Perceptions to Unconventional Monetary Policy
2015
International stock return predictability under model uncertainty
2010
Dividend Predictability Around the World
2014
Currency momentum strategies
2012
Currency Value
2016
A comprehensive look at financial volatility prediction by economic variables
2012
Common risk factors in international stock markets
2019
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications
2011
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades
2016
On the construction of common size, value and momentum factors in international stock markets: A guide with applications
2015
Cash-Flow Predictability: Still Going Strong
2010