Andreas Neuhierl

1.4k total citations · 1 hit paper
40 papers, 698 citations indexed

About

Andreas Neuhierl is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Andreas Neuhierl has authored 40 papers receiving a total of 698 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 23 papers in Economics and Econometrics and 14 papers in General Economics, Econometrics and Finance. Recurrent topics in Andreas Neuhierl's work include Financial Markets and Investment Strategies (27 papers), Monetary Policy and Economic Impact (13 papers) and Market Dynamics and Volatility (10 papers). Andreas Neuhierl is often cited by papers focused on Financial Markets and Investment Strategies (27 papers), Monetary Policy and Economic Impact (13 papers) and Market Dynamics and Volatility (10 papers). Andreas Neuhierl collaborates with scholars based in United States, Germany and Denmark. Andreas Neuhierl's co-authors include Michael Weber, Joachim Freyberger, Bernd Schlusche, Anna Scherbina, Soohun Kim, Robert A. Korajczyk, Günter Bamberg, Alex Chinco, Hubert Dichtl and Wolfgang Drobetz and has published in prestigious journals such as Journal of Financial Economics, Management Science and Review of Financial Studies.

In The Last Decade

Andreas Neuhierl

36 papers receiving 675 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.

Dissecting Characteristics Nonparametrically

2019 337 citations Joachim Freyberger, Andreas Neuhierl et al. Review of Financial Studies profile →

Peers

Andreas Neuhierl

FINAN

EE

MSOR

ACCOU

GEEF

Andrea Tamoni United States

Jérôme Teïletche France

Daniele Bianchi United Kingdom

Joachim Freyberger United States

Yinan Su United States

Yaw‐Huei Wang Taiwan

Antonio Gargano United States

Jean‐Luc Prigent France

David Turkington United States

Noël Amenc France

Andrea Tamoni United States

Andreas Neuhierl

462 ×0.8

FINAN

483 ×1.3

EE

159 ×0.6

MSOR

119 ×0.7

ACCOU

194 ×1.4

GEEF

Citations per year, relative to Andreas Neuhierl Andreas Neuhierl (= 1×) peers Andrea Tamoni

Countries citing papers authored by Andreas Neuhierl

Since Specialization

Citations

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

Fields of papers citing papers by Andreas Neuhierl

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andreas Neuhierl. 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 Andreas Neuhierl. The network helps show where Andreas Neuhierl may publish in the future.

Co-authorship network of co-authors of Andreas Neuhierl

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

All Works

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20 of 20 papers shown

1.

Neuhierl, Andreas, et al.. (2025). Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?. Management Science.

2.

Freyberger, Joachim, et al.. (2023). Missing Data in Asset Pricing Panels. SSRN Electronic Journal. 2 indexed citations

3.

Neuhierl, Andreas, et al.. (2023). Timing the Factor Zoo. SSRN Electronic Journal. 1 indexed citations

4.

Liao, Yuan, et al.. (2023). Economic Forecasts Using Many Noises. SSRN Electronic Journal. 1 indexed citations

5.

Neuhierl, Andreas, et al.. (2022). Option characteristics as cross-sectional predictors. CBS Research Portal (Copenhagen Business School). 1 indexed citations

6.

Kim, Soohun, Robert A. Korajczyk, & Andreas Neuhierl. (2021). Characteristic-Based Returns: Alpha or Smart Beta?. SSRN Electronic Journal. 1 indexed citations

7.

Freyberger, Joachim, et al.. (2021). Missing Data in Asset Pricing Panels. SSRN Electronic Journal. 3 indexed citations

8.

Easton, Peter D., et al.. (2020). Attrition bias and inferences regarding earnings properties; evidence from Compustat data. SSRN Electronic Journal.

9.

Kim, Soohun, Robert A. Korajczyk, & Andreas Neuhierl. (2020). Arbitrage Portfolios. Review of Financial Studies. 34(6). 2813–2856. 50 indexed citations

10.

Dichtl, Hubert, et al.. (2020). Data snooping in equity premium prediction. International Journal of Forecasting. 37(1). 72–94. 9 indexed citations

11.

Neuhierl, Andreas & Michael Weber. (2019). Monetary policy communication, policy slope, and the stock market. Journal of Monetary Economics. 108. 140–155. 44 indexed citations

12.

Chinco, Alex, Andreas Neuhierl, & Michael Weber. (2019). Estimating the Anomaly Baserate. SSRN Electronic Journal. 2 indexed citations

13.

Freyberger, Joachim, Andreas Neuhierl, & Michael Weber. (2019). Dissecting Characteristics Nonparametrically. Review of Financial Studies. 33(5). 2326–2377. 337 indexed citations breakdown →

14.

Neuhierl, Andreas, et al.. (2018). Frequency Dependent Risk. SSRN Electronic Journal. 1 indexed citations

15.

Dichtl, Hubert, et al.. (2017). Data Snooping in Equity Premium Prediction. SSRN Electronic Journal. 2 indexed citations

16.

Neuhierl, Andreas & Michael Weber. (2017). Monetary Momentum. SSRN Electronic Journal. 1 indexed citations

17.

Neuhierl, Andreas, et al.. (2014). Trend Following Strategies in Commodity Markets and the Impact of Financialization. 2 indexed citations

18.

Neuhierl, Andreas, Anna Scherbina, & Bernd Schlusche. (2013). Market Reaction to Corporate Press Releases. Journal of Financial and Quantitative Analysis. 48(4). 1207–1240. 82 indexed citations

19.

Bamberg, Günter & Andreas Neuhierl. (2011). Growth Optimal Investment Strategy: The Impact of Reallocation Frequency and Heavy Tails. German Economic Review. 13(2). 228–240. 1 indexed citations

20.

Bamberg, Günter & Andreas Neuhierl. (2009). On the Non-Existence of Conditional Value-at-Risk under Heavy Tails and Short Sales. SSRN Electronic Journal. 3 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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