Akhtar R. Siddique

5.4k total citations · 3 hit papers
25 papers, 3.6k citations indexed

About

Akhtar R. Siddique is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Akhtar R. Siddique has authored 25 papers receiving a total of 3.6k indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 11 papers in Economics and Econometrics and 6 papers in Accounting. Recurrent topics in Akhtar R. Siddique's work include Financial Markets and Investment Strategies (12 papers), Financial Risk and Volatility Modeling (5 papers) and Monetary Policy and Economic Impact (5 papers). Akhtar R. Siddique is often cited by papers focused on Financial Markets and Investment Strategies (12 papers), Financial Risk and Volatility Modeling (5 papers) and Monetary Policy and Economic Impact (5 papers). Akhtar R. Siddique collaborates with scholars based in United States, Ireland and Finland. Akhtar R. Siddique's co-authors include Campbell R. Harvey, Allan C. Eberhart, William F. Maxwell, Bardia Kamrad, Iftekhar Hasan, Xian Sun, Robert J. Thomas, Valerio Potì, Richard J. Sweeney and Helen C. Lai and has published in prestigious journals such as The Journal of Finance, Management Science and European Journal of Operational Research.

In The Last Decade

Akhtar R. Siddique

22 papers receiving 3.3k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Conditional Skewness in Asset Pricing Tests

2000 1.9k citations Campbell R. Harvey, Akhtar R. Siddique The Journal of Finance profile →
An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases

2004 637 citations Allan C. Eberhart, William F. Maxwell et al. The Journal of Finance profile →
Autoregressive Conditional Skewness

1999 516 citations Campbell R. Harvey, Akhtar R. Siddique Journal of Financial and Quantitative Analysis profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Akhtar R. Siddique United States	12	2.9k	2.0k	1.2k	513	451	25	3.6k
Robert Whitelaw United States	28	4.0k 1.4×	2.7k 1.4×	1.4k 1.2×	752 1.5×	269 0.6×	63	4.6k
Marti G. Subrahmanyam United States	37	4.1k 1.4×	1.8k 0.9×	1.8k 1.4×	527 1.0×	533 1.2×	188	4.9k
Suresh Sundaresan United States	30	3.2k 1.1×	1.4k 0.7×	1.6k 1.3×	357 0.7×	541 1.2×	84	3.9k
Nicolas P. B. Bollen United States	27	3.3k 1.2×	1.7k 0.9×	1.5k 1.2×	376 0.7×	280 0.6×	46	3.7k
Walter N. Torous United States	32	3.7k 1.3×	2.6k 1.3×	1.7k 1.4×	628 1.2×	319 0.7×	74	4.7k
Narayan Y. Naik United Kingdom	32	4.8k 1.7×	2.6k 1.3×	2.5k 2.0×	533 1.0×	456 1.0×	73	5.3k
Joseph Chen United States	18	5.8k 2.0×	3.2k 1.6×	3.5k 2.8×	718 1.4×	634 1.4×	23	6.7k
Nicolae Gârleanu United States	24	3.6k 1.2×	2.0k 1.0×	1.5k 1.2×	470 0.9×	285 0.6×	47	4.1k
Jonathan Lewellen United States	20	4.0k 1.4×	2.3k 1.2×	2.0k 1.6×	946 1.8×	750 1.7×	33	4.6k
Dan Galai Israel	23	3.7k 1.3×	1.7k 0.8×	2.4k 2.0×	303 0.6×	836 1.9×	76	4.7k

Countries citing papers authored by Akhtar R. Siddique

Since Specialization

Citations

This map shows the geographic impact of Akhtar R. Siddique'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 Akhtar R. Siddique with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Akhtar R. Siddique more than expected).

Fields of papers citing papers by Akhtar R. Siddique

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Akhtar R. Siddique. 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 Akhtar R. Siddique. The network helps show where Akhtar R. Siddique may publish in the future.

Co-authorship network of co-authors of Akhtar R. Siddique

This figure shows the co-authorship network connecting the top 25 collaborators of Akhtar R. Siddique. A scholar is included among the top collaborators of Akhtar R. Siddique 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 Akhtar R. Siddique. Akhtar R. Siddique is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Harvey, Campbell R. & Akhtar R. Siddique. (2023). Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence. RePEc: Research Papers in Economics. 12(1-4). 355–366. 2 indexed citations

Harvey, Campbell R. & Akhtar R. Siddique. (2022). Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence. SSRN Electronic Journal. 1 indexed citations

Clark, Brian J., et al.. (2021). Pricing Model Complexity: The Case for Volatility-Managed Portfolios. SSRN Electronic Journal.

Clark, Brian J., Iftekhar Hasan, Helen C. Lai, Feng Li, & Akhtar R. Siddique. (2020). Consumer defaults and social capital. Journal of Financial Stability. 53. 100821–100821. 18 indexed citations

Dahiya, Sandeep, Bardia Kamrad, Valerio Potì, & Akhtar R. Siddique. (2017). The Greenspan Put. SSRN Electronic Journal. 3 indexed citations

Hasan, Iftekhar, Akhtar R. Siddique, & Xian Sun. (2014). Monitoring the “invisible” hand of market discipline: Capital adequacy revisited. Journal of Banking & Finance. 50. 475–492. 25 indexed citations

Potì, Valerio & Akhtar R. Siddique. (2013). What drives currency predictability?. Journal of International Money and Finance. 36. 86–106. 10 indexed citations

Kamrad, Bardia, Akhtar R. Siddique, & Ricardo Ernst. (2011). Partial equilibrium in risk‐based production decisions. Naval Research Logistics (NRL). 59(1). 1–17. 1 indexed citations

Eberhart, Allan C., William F. Maxwell, & Akhtar R. Siddique. (2004). An Examination of Long-Term Abnormal Stock Returns and Operating Performance Following R&D Increases. SMU Scholar (Southern Methodist University). 51 indexed citations

10.

Eberhart, Allan C., William F. Maxwell, & Akhtar R. Siddique. (2004). An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases. The Journal of Finance. 59(2). 623–650. 637 indexed citations breakdown →

11.

Kamrad, Bardia & Akhtar R. Siddique. (2004). Supply Contracts, Profit Sharing, Switching, and Reaction Options. Management Science. 50(1). 64–82. 56 indexed citations

12.

Kamrad, Bardia & Akhtar R. Siddique. (2004). Supply Contracts, Profit Sharing, Switching, and Reaction Options. Management Science. 50(1). 64–82.

13.

Eberhart, Allan C. & Akhtar R. Siddique. (2004). Why are Stock Buyback Announcements Good News?. SSRN Electronic Journal. 10 indexed citations

14.

Siddique, Akhtar R.. (2003). Common asset pricing factors in volatilities and returns in futures markets. Journal of Banking & Finance. 27(12). 2347–2368. 2 indexed citations

15.

Siddique, Akhtar R.. (2000). Nonparametric Estimation of Mean and Variance and Pricing of Sec. 15(1). 27–41. 1 indexed citations

16.

Harvey, Campbell R. & Akhtar R. Siddique. (2000). Autoregressive Conditional Skewness. SSRN Electronic Journal. 108 indexed citations

17.

Harvey, Campbell R. & Akhtar R. Siddique. (2000). Conditional Skewness in Asset Pricing Tests. The Journal of Finance. 55(3). 1263–1295. 1942 indexed citations breakdown →

18.

Siddique, Akhtar R. & Campbell R. Harvey. (2000). Time-Varying Conditional Skewness and the Market Risk Premium. SSRN Electronic Journal. 63 indexed citations

19.

Harvey, Campbell R. & Akhtar R. Siddique. (1999). Autoregressive Conditional Skewness. Journal of Financial and Quantitative Analysis. 34(4). 465–465. 516 indexed citations breakdown →

20.

Siddique, Akhtar R. & Richard J. Sweeney. (1998). Forecasting real exchange rates. Journal of International Money and Finance. 17(1). 63–70. 9 indexed citations

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.

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