David A. Hsieh

13.7k citations
68 papers · 9.2k indexed · 5 hit papers · h-index 41

David A. Hsieh

68 papers receiving 8.1k citations

Hit Papers

Empirical Characteristics of Dynamic Trading Strategies: ...199120262002201419972001200419912000250500750

Peers

David A. Hsieh
Comparison fields: 5 of 116
  • Finance 7.6k
  • Economics and Econometrics 5.8k
  • Accounting 2.3k
  • General Economics, Econometrics and Finance 2.1k
  • Management Science and Operations Research 855
Replace Matthew Richardson with:
Matthew Richardson United States
Francis A. Longstaff United States
George Tauchen United States
Kalok Chan Hong Kong
Bruno Solnik France
Tim Bollerslev United States
Pedro Santa‐Clara United States
Éric Ghysels United States
Robert E. Whaley United States
Michael W. Brandt United States
David A. Hsieh relative to Matthew Richardson United States Matthew Richardson's profile →
Citations per field
00.5×1.5×
Matthew Richardson · 1×
Citations per year

Countries citing papers authored by David A. Hsieh

Since Specialization
Citations

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

Fields of papers citing papers by David A. Hsieh

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David A. Hsieh. 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 David A. Hsieh. The network helps show where David A. Hsieh may publish in the future.

Co-authorship network of co-authors of David A. Hsieh

This figure shows the co-authorship network connecting the top 25 collaborators of David A. Hsieh. A scholar is included among the top collaborators of David A. Hsieh 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 David A. Hsieh. David A. Hsieh 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
#WorkIndexed citations
1 38
2 15
3
Implications of Observed Properties of Daily Exchange Rate Movements
4
4
Will Hedge Funds Regress towards Index-Like Products?
21
5
Hedge funds: an industry in its adolescence
70
6 3
7
Hedge Fund Benchmarks: A Risk-Based Approachbreakdown →
701
8 119
9 128
10 28
11
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biasesbreakdown →
588
12
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
211
13
Bid-Ask Spreads in Foreign Exchange Markets: Implications for Models of Asymmetric Information
42
14 35
15 73
16 17
17 94
18 47
19 162
20 44

About David A. Hsieh

David A. Hsieh is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 68 papers that have together received 9.2k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (37 papers), Market Dynamics and Volatility (25 papers) and Monetary Policy and Economic Impact (19 papers). The work is most often cited by research in Finance (7.6k citations), General Economics, Econometrics and Finance (2.1k citations) and Economics and Econometrics (5.8k citations). David A. Hsieh has collaborated with scholars based in United States, United Kingdom and Singapore. Frequent co-authors include William Fung, Merton H. Miller, A. Ronald Gallant, George Tauchen, Charles F. Manski, Narayan Y. Naik, Tarun Ramadorai, Siva Viswanathan, Daniel McFadden and Edgar E. Peters. Their work appears in journals such as The Journal of Finance, Journal of the American Statistical Association and Journal of Financial Economics.

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

Rankless by CCL
2026