Daniel Andrei

1.1k total citations · 1 hit paper
21 papers, 702 citations indexed

About

Daniel Andrei is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Daniel Andrei has authored 21 papers receiving a total of 702 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 17 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in Daniel Andrei's work include Financial Markets and Investment Strategies (16 papers), Complex Systems and Time Series Analysis (13 papers) and Market Dynamics and Volatility (6 papers). Daniel Andrei is often cited by papers focused on Financial Markets and Investment Strategies (16 papers), Complex Systems and Time Series Analysis (13 papers) and Market Dynamics and Volatility (6 papers). Daniel Andrei collaborates with scholars based in Canada, United States and Switzerland. Daniel Andrei's co-authors include Michael Hasler, Julien Cujean, William Mann, Nathalie Moyen, Henry L. Friedman, N. Bugra Ozel, Bruce Carlin, Alexandre Jeanneret, Mungo Ivor Wilson and Bernard Herskovic and has published in prestigious journals such as Journal of Financial Economics, Management Science and Review of Financial Studies.

In The Last Decade

Daniel Andrei

21 papers receiving 674 citations

Hit Papers

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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.

Investor Attention and Stock Market Volatility

2014 371 citations Daniel Andrei, Michael Hasler Review of Financial Studies profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Daniel Andrei	550	489	210	109	95	21	702
Michael Hasler	539 1.0×	471 1.0×	163 0.8×	98 0.9×	110 1.2×	23	659
Mohammad Najand	583 1.1×	546 1.1×	188 0.9×	162 1.5×	183 1.9×	41	789
Lin Tan	673 1.2×	633 1.3×	240 1.1×	122 1.1×	51 0.5×	11	830
Petko S. Kalev	637 1.2×	501 1.0×	284 1.4×	110 1.0×	105 1.1×	66	811
Stephan Jank	447 0.8×	344 0.7×	209 1.0×	122 1.1×	40 0.4×	39	599
Heiko Jacobs	792 1.4×	488 1.0×	376 1.8×	197 1.8×	78 0.8×	27	901
Snehal Banerjee	766 1.4×	451 0.9×	433 2.1×	124 1.1×	103 1.1×	36	910
Azi Ben-Rephael	873 1.6×	450 0.9×	572 2.7×	146 1.3×	81 0.9×	33	1.0k
Chi-Hsiou Daniel Hung	535 1.0×	380 0.8×	256 1.2×	135 1.2×	68 0.7×	45	686
Selim Topaloglu	901 1.6×	449 0.9×	676 3.2×	106 1.0×	62 0.7×	15	992

Countries citing papers authored by Daniel Andrei

Since Specialization

Citations

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

Fields of papers citing papers by Daniel Andrei

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Daniel Andrei

This figure shows the co-authorship network connecting the top 25 collaborators of Daniel Andrei. A scholar is included among the top collaborators of Daniel Andrei 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 Daniel Andrei. Daniel Andrei 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

Andrei, Daniel & Bruce Carlin. (2023). Schumpeterian competition in a Lucas economy. Journal of Economic Theory. 208. 105613–105613. 3 indexed citations

Andrei, Daniel, Henry L. Friedman, & N. Bugra Ozel. (2023). Economic uncertainty and investor attention. Journal of Financial Economics. 149(2). 179–217. 38 indexed citations

Andrei, Daniel, Julien Cujean, & Mungo Ivor Wilson. (2023). The Lost Capital Asset Pricing Model. The Review of Economic Studies. 90(6). 2703–2762. 8 indexed citations

Andrei, Daniel & Michael Hasler. (2022). Can the Fed Control Inflation? Stock Market Implications. SSRN Electronic Journal. 2 indexed citations

Andrei, Daniel, William Mann, & Nathalie Moyen. (2019). Why did the q theory of investment start working?. Journal of Financial Economics. 133(2). 251–272. 49 indexed citations

Andrei, Daniel & Michael Hasler. (2019). Dynamic Attention Behavior Under Return Predictability. Management Science. 66(7). 2906–2928. 33 indexed citations

Andrei, Daniel, Henry L. Friedman, & N. Bugra Ozel. (2018). The Impact of Business and Economics News on Investor Attention. SSRN Electronic Journal. 9 indexed citations

Andrei, Daniel, Michael Hasler, & Alexandre Jeanneret. (2018). Asset Pricing with Persistence Risk. Review of Financial Studies. 17 indexed citations

Andrei, Daniel, Julien Cujean, & Mungo Ivor Wilson. (2017). The Lost Capital Asset Pricing Model. SSRN Electronic Journal. 7 indexed citations

10.

Andrei, Daniel, William Mann, & Nathalie Moyen. (2017). Why Did the Q Theory of Investment Start Working?. SSRN Electronic Journal. 6 indexed citations

11.

Andrei, Daniel, Bernard Herskovic, & Olivier Ledoit. (2017). The Redistributive Effects of Monetary Policy. SSRN Electronic Journal. 3 indexed citations

12.

Andrei, Daniel, Michael Hasler, & Alexandre Jeanneret. (2017). Asset Pricing with Persistence Risk. SSRN Electronic Journal. 1 indexed citations

13.

Andrei, Daniel & Bruce Carlin. (2017). Schumpeterian Competition and Financial Markets. SSRN Electronic Journal. 1 indexed citations

14.

Andrei, Daniel, Bruce Carlin, & Michael Hasler. (2017). Asset Pricing with Disagreement and Uncertainty about the Length of Business Cycles. SSRN Electronic Journal. 3 indexed citations

15.

Andrei, Daniel & Julien Cujean. (2016). Information percolation, momentum and reversal. Journal of Financial Economics. 123(3). 617–645. 92 indexed citations

16.

Andrei, Daniel & Julien Cujean. (2014). Information Percolation, Momentum, and Reversal. SSRN Electronic Journal. 11 indexed citations

17.

Andrei, Daniel & Michael Hasler. (2014). Investor Attention and Stock Market Volatility. Review of Financial Studies. 28(1). 33–72. 371 indexed citations breakdown →

18.

Andrei, Daniel & Michael Hasler. (2013). Investor Attention and Stock Market Volatility. SSRN Electronic Journal. 16 indexed citations

19.

Andrei, Daniel. (2012). Information Percolation Driving Volatility. SSRN Electronic Journal. 5 indexed citations

20.

Andrei, Daniel & Julien Cujean. (2010). Information Percolation in Centralized Markets. SSRN Electronic Journal. 2 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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