Christopher J. Neely

9.0k total citations · 2 hit papers
151 papers, 4.8k citations indexed

About

Christopher J. Neely is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Christopher J. Neely has authored 151 papers receiving a total of 4.8k indexed citations (citations by other indexed papers that have themselves been cited), including 108 papers in Finance, 75 papers in Economics and Econometrics and 74 papers in General Economics, Econometrics and Finance. Recurrent topics in Christopher J. Neely's work include Monetary Policy and Economic Impact (71 papers), Global Financial Crisis and Policies (47 papers) and Financial Markets and Investment Strategies (45 papers). Christopher J. Neely is often cited by papers focused on Monetary Policy and Economic Impact (71 papers), Global Financial Crisis and Policies (47 papers) and Financial Markets and Investment Strategies (45 papers). Christopher J. Neely collaborates with scholars based in United States, Netherlands and Belgium. Christopher J. Neely's co-authors include David E. Rapach, Paul A. Weller, Jun Tu, Guofu Zhou, Paul Weller, Michael D. Bauer, Brett W. Fawley, Jérôme Lahaye, Sébastien Laurent and Bruce Mizrach and has published in prestigious journals such as Management Science, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Christopher J. Neely

141 papers receiving 4.4k citations

Hit Papers

Forecasting the Equity Risk Premium: The Role of Technica... 2014 2026 2018 2022 2014 2014 200 400 600
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.

  1. Forecasting the Equity Risk Premium: The Role of Technical Indicators
    2014 712 citations Christopher J. Neely et al. profile →
  2. Unconventional monetary policy had large international effects
    2014 257 citations Christopher J. Neely profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Christopher J. Neely United States 36 3.6k 3.2k 2.4k 1.1k 386 151 4.8k
Ser‐Huang Poon United Kingdom 22 3.8k 1.1× 3.3k 1.0× 1.1k 0.5× 539 0.5× 332 0.9× 97 4.6k
David E. Rapach United States 32 3.8k 1.1× 4.2k 1.3× 2.6k 1.1× 1.4k 1.3× 581 1.5× 73 5.8k
Ray Yeutien Chou Taiwan 16 3.6k 1.0× 3.2k 1.0× 1.4k 0.6× 398 0.4× 281 0.7× 34 4.3k
Rossen Valkanov United States 26 3.7k 1.0× 3.5k 1.1× 1.7k 0.7× 718 0.7× 745 1.9× 59 5.0k
Tim Bollerslev United States 32 8.3k 2.3× 6.8k 2.1× 3.4k 1.4× 608 0.6× 706 1.8× 74 9.6k
Michael W. Brandt United States 32 5.1k 1.4× 3.2k 1.0× 1.7k 0.7× 623 0.6× 1.0k 2.6× 75 5.9k
Clara Vega United States 23 3.2k 0.9× 2.8k 0.9× 1.8k 0.8× 395 0.4× 844 2.2× 65 4.2k
Simón Sosvilla‐Rivero Spain 28 1.2k 0.3× 2.2k 0.7× 1.3k 0.6× 404 0.4× 187 0.5× 252 3.0k
Massimo Guidolin Italy 26 2.4k 0.7× 2.1k 0.6× 956 0.4× 390 0.4× 485 1.3× 165 3.3k
Jun Tu Singapore 17 2.2k 0.6× 1.8k 0.6× 624 0.3× 1.0k 1.0× 409 1.1× 50 2.8k

Countries citing papers authored by Christopher J. Neely

Since Specialization
Citations

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

Fields of papers citing papers by Christopher J. Neely

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Christopher J. Neely. 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 Christopher J. Neely. The network helps show where Christopher J. Neely may publish in the future.

Co-authorship network of co-authors of Christopher J. Neely

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

All Works

20 of 20 papers shown
1.
McMahon, Michael, et al.. (2024). Mind your language: Market responses to central bank speeches. Journal of Econometrics. 249. 105921–105921. 2 indexed citations
2.
McMahon, Michael, et al.. (2023). Mind Your Language: Market Responses to Central Bank Speeches. SSRN Electronic Journal.
3.
Neely, Christopher J.. (2023). The FDIC Studies “Options for Deposit Insurance Reform”. Economic Synopses. 2023(14). 2 indexed citations
4.
Neely, Christopher J., et al.. (2021). More Stories of Unconventional Monetary Policy. 2 indexed citations
5.
Mizrach, Bruce & Christopher J. Neely. (2020). The Stock Market's Wild Ride. Economic Synopses. 2020(15). 2 indexed citations
6.
Caldara, Dario, et al.. (2020). Monetary Policy and Economic Performance Since the Financial Crisis. 2020(399). 11 indexed citations
7.
Caldara, Dario, Etienne Gagnon, Enrique Martínez‐García, & Christopher J. Neely. (2020). Monetary Policy and Economic Performance since the Financial Crisis. Finance and Economics Discussion Series. 2020.0(65). 1–56. 9 indexed citations
8.
Neely, Christopher J.. (2020). Negative U.S. Interest Rates?. Economic Synopses. 2020(4). 1 indexed citations
9.
Boudt, Kris, et al.. (2019). The response of multinationals’ foreign exchange rate exposure to macroeconomic news. Journal of International Money and Finance. 94. 32–47. 18 indexed citations
10.
Bauer, Michael D. & Christopher J. Neely. (2014). International channels of the Fed's unconventional monetary policy. Journal of International Money and Finance. 44. 24–46. 194 indexed citations
11.
Neely, Christopher J.. (2014). How Persistent are Monetary Policy Effects at the Zero Lower Bound?. SSRN Electronic Journal. 3 indexed citations
12.
Neely, Christopher J.. (2011). A Survey of Announcement Effects on Foreign Exchange Volatility and Jumps. SSRN Electronic Journal. 1 indexed citations
13.
Neely, Christopher J.. (2011). A Foreign Exchange Intervention in an Era of Restraint. SSRN Electronic Journal. 1 indexed citations
14.
Guo, Hui, et al.. (2008). Foreign Exchange Volatility Is Priced in Equities. Financial Management. 37(4). 769–790. 12 indexed citations
15.
Emmons, William R. & Christopher J. Neely. (2007). Why do gasoline prices react to things that have not happened. The Regional Economist. 10–11. 1 indexed citations
16.
Neely, Christopher J. & Paul A. Weller. (2007). Central bank intervention with limited arbitrage. International Journal of Finance & Economics. 12(2). 249–260. 4 indexed citations
17.
Neely, Christopher J.. (2004). Miscommunication shook up mortgage, bond markets. The Regional Economist. 4–9. 2 indexed citations
18.
Neely, Christopher J.. (2000). What is the slope of the yield curve telling us. RePEc: Research Papers in Economics. 2 indexed citations
19.
Neely, Christopher J., et al.. (1999). Identification Failure in the Intertemporal Consumption CAPM. SSRN Electronic Journal. 5 indexed citations
20.
Neely, Christopher J., et al.. (1997). Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. Journal of Financial and Quantitative Analysis. 32(4). 405–405. 407 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Ser‐Huang Poon Breakdown of academic impact, for papers by David E. Rapach Breakdown of academic impact, for papers by Ray Yeutien Chou Breakdown of academic impact, for papers by Rossen Valkanov Breakdown of academic impact, for papers by Tim Bollerslev Breakdown of academic impact, for papers by Michael W. Brandt Breakdown of academic impact, for papers by Clara Vega Breakdown of academic impact, for papers by Simón Sosvilla‐Rivero Breakdown of academic impact, for papers by Massimo Guidolin Breakdown of academic impact, for papers by Jun Tu
Rankless by CCL
2026