Citation Impact
Citing Papers
The cross section of Chinese commodity futures return
2021
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
2007 StandoutNobel
Recent Developments in the Econometrics of Program Evaluation
2009 StandoutNobel
CoVaR
2016 Standout
Exchange rate volatility and productivity growth: The role of financial development
2009 StandoutNobel
Social Value of Public Information
2002 Standout
Underidentification?
2012 StandoutNobel
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
2009 Standout
Market Expectations in the Cross‐Section of Present Values
2013
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
2006
Deep learning with long short-term memory networks for financial market predictions
2017 Standout
The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns
2017
Text as Data
2019 Standout
Are Stocks Really Less Volatile in the Long Run?
2012
Instrumental Variables: An Econometrician's Perspective
2014 StandoutNobel
Estimation and Confidence Regions for Parameter Sets in Econometric Models
2007
Predictive Systems: Living with Imperfect Predictors
2009
Dissecting green returns
2022 Standout
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Financial Intermediaries and the Cross‐Section of Asset Returns
2014
Works of Oleg Rytchkov being referenced
Filtering Out Expected Dividends and Expected Returns
2012
Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach
2013
Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach
2016
Asset Pricing with Dynamic Margin Constraints
2013
Forecasting the forecasts of others: Implications for asset pricing
2012