A. Craig MacKinlay
- Finance top 0.02%
- Economics and Econometrics top 0.02%
- Accounting top 0.1%
- General Economics, Econometrics and Finance top 0.1%
- Management Science and Operations Research top 0.2%
- Co-authors
- Andrew W. LoJohn Y. CampbellMarshall E. BlumeKrishna RamaswamyĽuboš PástorMatthew RichardsonRobert Whitelaw
- Topics
- Financial Markets and Investment Strategies (12 papers)Monetary Policy and Economic Impact (7 papers)Market Dynamics and Volatility (4 papers)
- Partner nations
- United StatesUnited Kingdom
In The Last Decade
A. Craig MacKinlay
20 papers receiving 13.5k citations
Hit Papers
Peers
Comparison fields: 5 of 136
- Finance 10.9k
- Economics and Econometrics 8.5k
- Accounting 5.0k
- General Economics, Econometrics and Finance 3.0k
- Management Science and Operations Research 1.8k
Countries citing papers authored by A. Craig MacKinlay
This map shows the geographic impact of A. Craig MacKinlay's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by A. Craig MacKinlay with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites A. Craig MacKinlay more than expected).
Fields of papers citing papers by A. Craig MacKinlay
This network shows the impact of papers produced by A. Craig MacKinlay. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by A. Craig MacKinlay. The network helps show where A. Craig MacKinlay may publish in the future.
Co-authorship network of co-authors of A. Craig MacKinlay
This figure shows the co-authorship network connecting the top 25 collaborators of A. Craig MacKinlay. A scholar is included among the top collaborators of A. Craig MacKinlay based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with A. Craig MacKinlay. A. Craig MacKinlay is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | The Econometrics of Financial Marketsbreakdown → | 1483 |
| 2 | 4. Event-Study Analysis | 1 |
| 3 | 165 | |
| 4 | The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?breakdown → | 568 |
| 5 | 47 | |
| 6 | 112 | |
| 7 | Event Studies in Economics and Financebreakdown → | 3035 |
| 8 | 68 | |
| 9 | The Econometrics of Financial Marketsbreakdown → | 3303 |
| 10 | 389 | |
| 11 | 200 | |
| 12 | Data-Snooping Biases in Tests of Financial Asset Pricing Modelsbreakdown → | 815 |
| 13 | When Are Contrarian Profits Due to Stock Market Overreaction?breakdown → | 1271 |
| 14 | 23 | |
| 15 | 397 | |
| 16 | 139 | |
| 17 | 268 | |
| 18 | Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Testbreakdown → | 2596 |
| 19 | 103 | |
| 20 | An analysis of multivariate financial tests | 17 |
About A. Craig MacKinlay
A. Craig MacKinlay is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 20 papers that have together received 15.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (12 papers), Monetary Policy and Economic Impact (7 papers) and Market Dynamics and Volatility (4 papers). The work is most often cited by research in Finance (10.9k citations), Accounting (5.0k citations) and General Economics, Econometrics and Finance (3.0k citations). A. Craig MacKinlay has collaborated with scholars based in United States and United Kingdom. Frequent co-authors include Andrew W. Lo, John Y. Campbell, Marshall E. Blume, Krishna Ramaswamy, Ľuboš Pástor, Matthew Richardson and Robert Whitelaw. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.