Citation Impact
Citing Papers
Procyclicality of the financial system and financial stability: Issues and policy options
2001 Standout
Stock market short-termism—an international perspective
2002
Did Congress trade ahead? Considering the reaction of US industries to COVID-19
2020
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
2007 Standout
The value of connections in turbulent times: Evidence from the United States
2016 StandoutNobel
Evaluating asset-market effects of unconventional monetary policy: a multi-country review
2014
Empirical properties of asset returns: stylized facts and statistical issues
2001 Standout
My Life in Finance
2011 StandoutNobel
Generalized Reduced Rank Tests Using the Singular Value Decomposition
2003 Standout
Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence
2007 Standout
Size, value, and momentum in international stock returns
2012 StandoutNobel
Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach
2021
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
2007 Standout
Social Value of Public Information
2002 Standout
Integrated reporting decision usefulness: Mainstream equity market views
2018 Standout
Measuring the costs of short-termism
2013
LAPM: A Liquidity‐Based Asset Pricing Model
2001 StandoutNobel
Can company-fund manager meetings convey informational benefits? Exploring the rationalisation of equity investment decision making by UK fund managers
2012
Is the MPC's Voting Record Informative about Future UK Monetary Policy?
2004
The Econometrics of Financial Markets
2012 Standout
Luck versus Skill in the Cross‐Section of Mutual Fund Returns
2010 StandoutNobel
Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine
2022 Standout
The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis
2008 Standout
On‐the‐Job Search and the Wage Distribution
2005 StandoutNobel
An Engine, Not a Camera
2006 Standout
An Introduction to Econophysics: Correlations and Complexity in Finance
2000 Standout
Twitter mood predicts the stock market
2011 Standout
Matching perception with the reality—Performance of Islamic equity investments
2013 Standout
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
2001 Standout
Risk and return characteristics of Islamic equity funds
2011
Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks
2002
From Efficient Markets Theory to Behavioral Finance
2003 StandoutNobel
Market Liquidity and Funding Liquidity
2008 Standout
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation
1997 StandoutNobel
Consumption, Aggregate Wealth, and Expected Stock Returns
2001 Standout
Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison
2014
The Economic Costs of Conflict: A Case Study of the Basque Country
2003 Standout
What stock market returns to expect for the future?
2000 StandoutNobel
Federal Reserve Policy in an International Context
2016 StandoutNobel
Size, Value, and Momentum in International Stock Returns
2011 StandoutNobel
Generalized reduced rank tests using the singular value decomposition
2005 Standout
Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
2004 Standout
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
New Evidence on the Interest Rate Effects of Budget Deficits and Debt
2009 Standout
Works of Dirk Nitzsche being referenced
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange
2004
UK Stock Returns and the Impact of Domestic Monetary Policy Shocks
2007
UK mutual fund performance: Skill or luck?
2007
The Market Timing Ability of UK Mutual Funds
2009
European monetary policy surprises: the aggregate and sectoral stock market response
2007
The Behaviour of UK Stock Prices and Returns: is the Market Efficient?
1997