Standout Papers

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on... 1993 2026 2004 2015 5.7k
  1. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)
    Lawrence R. Glosten, Ravi Jagannathan et al. The Journal of Finance
  2. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)
    Lawrence R. Glosten, Ravi Jagannathan et al. The Journal of Finance
  3. Size and performance of banking firms (1993)
    John H. Boyd, David E. Runkle Journal of Monetary Economics

Immediate Impact

18 by Nobel laureates 10 from Science/Nature 88 standout
Sub-graph 1 of 16

Citing Papers

Climate policies that achieved major emission reductions: Global evidence from two decades
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Personal Experiences and Expectations about Aggregate Outcomes
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1 intermediate paper

Works of David E. Runkle being referenced

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
1993 Standout
Testing the Rationality of Price Forecasts: New Evidence from Panel Data
1990

Author Peers

Author Last Decade Papers Cites
David E. Runkle 3489 7662 7400 44 10.1k
George Tauchen 3119 6768 8018 106 10.6k
Tim Bollerslev 3285 6543 7975 74 9.2k
Larry G. Epstein 2596 7885 6057 94 11.5k
Charles R. Nelson 8051 8737 5971 117 13.2k
Éric Ghysels 4142 7874 8141 228 11.6k
Kenneth J. Singleton 5824 7684 13181 91 16.9k
Adrian Pagan 3697 5034 3173 98 7.3k
Jonathan H. Wright 5427 5295 5512 163 8.5k
Richard T. Baillie 4872 7997 7572 100 10.2k
Robert J. Hodrick 6180 8799 9804 54 13.8k

All Works

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