Immediate Impact
63 by Nobel laureates 1 from Science/Nature 115 standout
Citing Papers
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
2015 Standout
Variational Mode Decomposition
2014 Standout
Works of Thomas H. McCurdy being referenced
A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
1992
Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity
1988
Author Peers
| Author | Last Decade | Papers | Cites | |||
|---|---|---|---|---|---|---|
| Thomas H. McCurdy | 872 | 837 | 394 | 36 | 1.1k | |
| Ernst Schaumburg | 755 | 748 | 447 | 33 | 1.1k | |
| Nicholas Sarantis | 530 | 784 | 585 | 52 | 1.0k | |
| Fabrizio Venditti | 418 | 840 | 547 | 50 | 1.1k | |
| Yiu‐Kuen Tse | 997 | 1038 | 404 | 32 | 1.3k | |
| Salih N. Neftçi | 678 | 1072 | 792 | 37 | 1.4k | |
| Heather M. Anderson | 659 | 1001 | 880 | 36 | 1.3k | |
| John Barkoulas | 764 | 1073 | 601 | 44 | 1.3k | |
| Riccardo Colacito | 741 | 841 | 391 | 20 | 1.1k | |
| Martín Solà | 804 | 1033 | 820 | 67 | 1.3k | |
| Marcelle Chauvet | 568 | 1011 | 889 | 68 | 1.4k |
All Works
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