Dieter Hess

548 total citations
37 papers, 318 citations indexed

About

Dieter Hess is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Dieter Hess has authored 37 papers receiving a total of 318 indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 17 papers in General Economics, Econometrics and Finance and 15 papers in Economics and Econometrics. Recurrent topics in Dieter Hess's work include Financial Markets and Investment Strategies (22 papers), Monetary Policy and Economic Impact (17 papers) and Market Dynamics and Volatility (13 papers). Dieter Hess is often cited by papers focused on Financial Markets and Investment Strategies (22 papers), Monetary Policy and Economic Impact (17 papers) and Market Dynamics and Volatility (13 papers). Dieter Hess collaborates with scholars based in Germany, Austria and Belgium. Dieter Hess's co-authors include Nikolaus Hautsch, Alexandra Niessen‐Ruenzi, David Veredas, Günter Franke, Christoph Müller, Carsten Homburg, Vikas Agarwal and Ashok Kaul and has published in prestigious journals such as Journal of Banking & Finance, Contemporary Accounting Research and Journal of International Money and Finance.

In The Last Decade

Dieter Hess

36 papers receiving 302 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Dieter Hess Germany	10	215	206	131	72	40	37	318
Lalith P. Samarakoon United States	10	245 1.1×	225 1.1×	66 0.5×	141 2.0×	57 1.4×	28	364
Jongmoo Jay Choi United States	9	215 1.0×	226 1.1×	148 1.1×	208 2.9×	46 1.1×	15	406
Mario Cerrato United Kingdom	11	145 0.7×	227 1.1×	150 1.1×	45 0.6×	10 0.3×	35	301
Mondher Bellalah France	12	252 1.2×	256 1.2×	70 0.5×	59 0.8×	48 1.2×	61	366
Kashif Saleem Finland	12	229 1.1×	279 1.4×	106 0.8×	74 1.0×	47 1.2×	35	362
John F. Boschen United States	9	157 0.7×	258 1.3×	289 2.2×	102 1.4×	48 1.2×	24	411
Oliver Boguth United States	10	459 2.1×	320 1.6×	121 0.9×	170 2.4×	74 1.9×	21	537
Hong Ghi Min United States	7	333 1.5×	202 1.0×	136 1.0×	117 1.6×	21 0.5×	10	397
Harald Benink Netherlands	7	287 1.3×	153 0.7×	71 0.5×	82 1.1×	18 0.5×	29	333
C. Sherman Cheung Canada	8	231 1.1×	217 1.1×	74 0.6×	105 1.5×	36 0.9×	29	338

Countries citing papers authored by Dieter Hess

Since Specialization

Citations

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

Fields of papers citing papers by Dieter Hess

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Dieter Hess

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

Hess, Dieter, et al.. (2023). Interpretive Earnings Forecasts via Machine Learning: A High-Dimensional Financial Statement Data Approach. SSRN Electronic Journal. 2 indexed citations

Hess, Dieter, et al.. (2017). The Performance of Mechanical Earnings Forecasts. SSRN Electronic Journal. 2 indexed citations

Hess, Dieter, et al.. (2013). Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test. European Finance Review. 17(6). 2097–2131. 19 indexed citations

Hess, Dieter, et al.. (2012). How Much is Too Much? Debt Capacity and Financial Flexibility. SSRN Electronic Journal. 4 indexed citations

Hess, Dieter, et al.. (2012). Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test. SSRN Electronic Journal. 6 indexed citations

Hess, Dieter, et al.. (2011). Optimal Leverage, its Benefits, and the Business Cycle. SSRN Electronic Journal. 1 indexed citations

Hess, Dieter, et al.. (2011). Extended Dividend, Cash Flow, and Residual Income Valuation Models: Accounting for Deviations from Ideal Conditions*. Contemporary Accounting Research. 30(1). 42–79. 12 indexed citations

Hautsch, Nikolaus, Dieter Hess, & Christoph Müller. (2011). Price adjustment to news with uncertain precision. Journal of International Money and Finance. 31(2). 337–355. 9 indexed citations

Hess, Dieter, et al.. (2009). Extended Dividend, Cash Flow and Residual Income Valuation Models - Accounting for Deviations from Ideal Conditions. SSRN Electronic Journal. 14 indexed citations

10.

Hess, Dieter & Alexandra Niessen‐Ruenzi. (2009). The Early News Catches the Attention: On the Relative Price Impact of Similar Economic Indicators. SSRN Electronic Journal. 7 indexed citations

11.

Hess, Dieter, et al.. (2008). How Do Commodity Futures Respond to Macroeconomic News. SSRN Electronic Journal. 5 indexed citations

12.

Hautsch, Nikolaus, Dieter Hess, & Christoph Müller. (2008). Price Adjustment to News with Uncertain Precision. SSRN Electronic Journal. 5 indexed citations

13.

Hess, Dieter, et al.. (2008). Extended Dividend, Cash Flow and Residual Income Valuation Models - Accounting for Deviations from Ideal Conditions. SSRN Electronic Journal. 6 indexed citations

14.

Hess, Dieter, et al.. (2008). How do commodity futures respond to macroeconomic news?. Financial markets and portfolio management. 22(2). 127–146. 61 indexed citations

15.

Hess, Dieter & Nikolaus Hautsch. (2005). The Processing of Non-anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report. SSRN Electronic Journal. 5 indexed citations

16.

Hess, Dieter, et al.. (2003). Multivariate market risk estimators: reliability and transaction costs in the context of portfolio selection. European Journal of Finance. 9(1). 1–18. 1 indexed citations

17.

Hess, Dieter. (2002). Determinants of the Relative Price Impact of Non-anticipated Information in U.S. Macroeconomic Releases. SSRN Electronic Journal. 4 indexed citations

18.

Hess, Dieter. (2001). Surprises in U.S. Macroeconomic Releases: Determinants of Their Relative Impact on T-Bond Futures. SSRN Electronic Journal. 4 indexed citations

19.

Franke, Günter & Dieter Hess. (2000). Information diffusion in electronic and floor trading. Journal of Empirical Finance. 7(5). 455–478. 23 indexed citations

20.

Hess, Dieter, et al.. (1998). Anonymous Electronic Trading Versus Floor Trading. 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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