Craig Hiemstra
Impact in
- Finance top 1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
-
- Monetary Policy and Economic Impact
Papers in
-
- Complex Systems and Time Series Analysis 6
- Market Dynamics and Volatility 3
- Finance 4
- Financial Risk and Volatility Modeling 2
- Financial Markets and Investment Strategies 2
- Co-authors
- Jonathan D. Jones (4 shared papers)Douglas J. Lamdin (1 shared paper)Charles Kramer (2 shared papers)Harry H. Kelejian (1 shared paper)
- Journals
- The Journal of Finance (2 papers)The Review of Economics and Statistics (1 paper)Journal of Empirical Finance (1 paper)Economics Letters (1 paper)Studies in Nonlinear Dynamics and Econometrics (1 paper)
- Partner nations
- United StatesUnited Kingdom
In The Last Decade
Craig Hiemstra
9 papers receiving 1.4k citations
Craig Hiemstra's Hit Papers
Peers
Comparison fields: 5 of 85
- Finance 739
- General Economics, Econometrics and Finance 453
- Economics and Econometrics 1.2k
- Management Science and Operations Research 159
- General Energy 11
Countries citing papers authored by Craig Hiemstra
This map shows the geographic impact of Craig Hiemstra'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 Craig Hiemstra with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Craig Hiemstra more than expected).
Fields of papers citing papers by Craig Hiemstra
This network shows the impact of papers produced by Craig Hiemstra. 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 Craig Hiemstra. The network helps show where Craig Hiemstra may publish in the future.
Co-authors
The 4 scholars most cited alongside Craig Hiemstra, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | Testing for Linear and Nonlinear Granger Causality in the Stock Price‐Volume Relation Hit paper breakdown → | 1994 | 1084 |
| 2 | 1994 | 280 | |
| 3 | 1997 | 68 | |
| 4 | 1993 | 31 | |
| 5 | 1995 | 7 | |
| 6 | Another Look At Long Memory In Common Stock Returns | 1999 | 2 |
| 7 | 1995 | 2 | |
| 8 | Applications to macroeconomics, finance, and forecasting of recently developed statistical tests and estimates arising from nonlinear dynamical systems theory | 1990 | 1 |
| 9 | 1991 | 1 |
About Craig Hiemstra
Craig Hiemstra is a scholar working on Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Strategy and Management and Mathematical Physics, having authored 9 papers that have together received 1.5k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (6 papers), Market Dynamics and Volatility (3 papers), Financial Risk and Volatility Modeling (2 papers), Monetary Policy and Economic Impact (2 papers), Financial Markets and Investment Strategies (2 papers), Scientific Research and Discoveries (1 paper), Corporate Taxation and Avoidance (1 paper) and Financial Reporting and Valuation Research (1 paper). The work is most often cited by research in Finance (739 citations), General Economics, Econometrics and Finance (453 citations), Economics and Econometrics (1.2k citations), Management Science and Operations Research (159 citations) and General Energy (11 citations). Craig Hiemstra has collaborated with scholars based in United States and United Kingdom. Frequent co-authors include Jonathan D. Jones, Douglas J. Lamdin, Charles Kramer and Harry H. Kelejian. Their work appears in journals such as The Journal of Finance, The Review of Economics and Statistics, Journal of Empirical Finance, Economics Letters and Studies in Nonlinear Dynamics and Econometrics.
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.