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.
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
19936.1k citationsLawrence R. Glosten, Ravi Jagannathan et al.The Journal of Financeprofile →
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
19931.6k citationsLawrence R. Glosten, Ravi Jagannathan et al.The Journal of Financeprofile →
Countries citing papers authored by David E. Runkle
Since
Specialization
Citations
This map shows the geographic impact of David E. Runkle'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 E. Runkle with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David E. Runkle more than expected).
This network shows the impact of papers produced by David E. Runkle. 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 E. Runkle. The network helps show where David E. Runkle may publish in the future.
Co-authorship network of co-authors of David E. Runkle
This figure shows the co-authorship network connecting the top 25 collaborators of David E. Runkle.
A scholar is included among the top collaborators of David E. Runkle 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 E. Runkle. David E. Runkle 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.
Runkle, David E.. (2000). Old ideas at work in the new economy. RePEc: Research Papers in Economics. 14.1 indexed citations
Rolnick, Arthur J., et al.. (1999). The Federal Reserve's Beige Book: A better mirror than crystal ball. RePEc: Research Papers in Economics. 13.15 indexed citations
5.
Runkle, David E., et al.. (1999). The Easy Case for Derivatives Use: Advocating a Corporate Fiduciary Duty to Use Derivatives. SSRN Electronic Journal. 41(2). 595.2 indexed citations
6.
Roberds, William, David E. Runkle, & Charles H. Whiteman. (1998). A Daily View of Yield Spreads and Short-Term Interest Rate Movements. SSRN Electronic Journal.2 indexed citations
7.
Keane, Michael P. & David E. Runkle. (1998). Are Financial Analysts' Forecasts of Corporate Profits Rational?. SSRN Electronic Journal.16 indexed citations
Keane, Michael P. & David E. Runkle. (1995). Testing the rationality of price forecasts: Reply. American Economic Review. 85(1). 290–290.4 indexed citations
11.
Glosten, Lawrence R., Ravi Jagannathan, & David E. Runkle. (1993). On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. The Journal of Finance. 48(5). 1779–1801.6114 indexed citations breakdown →
12.
Glosten, Lawrence R., Ravi Jagannathan, & David E. Runkle. (1993). On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. The Journal of Finance. 48(5). 1779–1779.1601 indexed citations breakdown →
13.
Roberds, William, David E. Runkle, & Charles H. Whiteman. (1992). Another Hole in the Ozone Layer: Changes in FOMC Operating Procedure and the Term Structure. SSRN Electronic Journal.2 indexed citations
Keane, Michael P. & David E. Runkle. (1990). Testing the Rationality of Price Forecasts: New Evidence from Panel Data. American Economic Review. 80(4). 714–735.338 indexed citations
Runkle, David E.. (1987). Vector Autoregressions and Reality. Journal of Business and Economic Statistics. 5(4). 437–437.149 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.