Federico Nardari

3.3k total citations · 1 hit paper
33 papers, 2.2k citations indexed

About

Federico Nardari is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Federico Nardari has authored 33 papers receiving a total of 2.2k indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 14 papers in Economics and Econometrics and 14 papers in Accounting. Recurrent topics in Federico Nardari's work include Financial Markets and Investment Strategies (22 papers), Corporate Finance and Governance (12 papers) and Financial Risk and Volatility Modeling (9 papers). Federico Nardari is often cited by papers focused on Financial Markets and Investment Strategies (22 papers), Corporate Finance and Governance (12 papers) and Financial Risk and Volatility Modeling (9 papers). Federico Nardari collaborates with scholars based in United States, Australia and Belgium. Federico Nardari's co-authors include John M. Griffin, Neil Shephard, Siddhartha Chib, René M. Stulz, Patrick J. Kelly, J. Spencer Martin, John Griffin, Sriram V. Villupuram, George D. Cashman and Daniel N. Deli and has published in prestigious journals such as Journal of Financial Economics, Review of Financial Studies and The Review of Economics and Statistics.

In The Last Decade

Federico Nardari

33 papers receiving 2.1k citations

Hit Papers

align trajectories

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.

Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets

2010 398 citations John M. Griffin, Patrick J. Kelly et al. Review of Financial Studies profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Federico Nardari United States	18	1.9k	1.2k	616	512	299	33	2.2k
John C. Hull Canada	22	2.7k 1.5×	1.1k 0.9×	587 1.0×	320 0.6×	344 1.2×	53	3.2k
Panayiotis Theodossiou United States	23	1.4k 0.7×	1.2k 1.0×	375 0.6×	455 0.9×	199 0.7×	56	1.9k
Jose A. Lopez United States	24	2.3k 1.2×	1.4k 1.1×	926 1.5×	711 1.4×	174 0.6×	94	2.8k
Kay Giesecke United States	28	2.2k 1.2×	735 0.6×	631 1.0×	148 0.3×	291 1.0×	96	2.7k
Jin‐Chuan Duan Singapore	33	3.4k 1.8×	1.7k 1.3×	609 1.0×	444 0.9×	206 0.7×	83	3.8k
Jón Danı́elsson United Kingdom	28	2.3k 1.2×	1.7k 1.4×	214 0.3×	745 1.5×	359 1.2×	97	2.8k
Christian T. Brownlees Spain	19	2.0k 1.1×	1.8k 1.4×	306 0.5×	594 1.2×	197 0.7×	50	2.6k
Gregory Connor United Kingdom	20	2.1k 1.1×	1.6k 1.3×	452 0.7×	862 1.7×	408 1.4×	49	2.7k
Michael Johannes United States	21	3.2k 1.7×	1.6k 1.3×	213 0.3×	583 1.1×	216 0.7×	43	3.5k
Chris Kirby United States	17	2.3k 1.2×	1.8k 1.5×	186 0.3×	765 1.5×	323 1.1×	50	2.6k

Countries citing papers authored by Federico Nardari

Since Specialization

Citations

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

Fields of papers citing papers by Federico Nardari

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Federico Nardari

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

Nardari, Federico, et al.. (2018). Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments. Journal of Financial and Quantitative Analysis. 53(1). 365–393. 47 indexed citations

Cashman, George D., Federico Nardari, Daniel N. Deli, & Sriram V. Villupuram. (2012). Investor behavior in the mutual fund industry: evidence from gross flows. Journal of Economics and Finance. 38(4). 541–567. 40 indexed citations

Cashman, George D., Daniel N. Deli, Federico Nardari, & Sriram V. Villupuram. (2012). Investors Do Respond to Poor Mutual Fund Performance: Evidence from Inflows and Outflows. Financial Review. 47(4). 719–739. 25 indexed citations

Martin, J. Spencer, et al.. (2010). Time-Varying Short-Horizon Return Predictability. Minerva Access (University of Melbourne). 13 indexed citations

Griffin, John M., Patrick J. Kelly, & Federico Nardari. (2010). Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets. Review of Financial Studies. 23(8). 3225–3277. 398 indexed citations breakdown →

Martin, J. Spencer, et al.. (2008). Time-Varying Short-Horizon Predictability. SSRN Electronic Journal. 45 indexed citations

Cashman, George D., Daniel N. Deli, Federico Nardari, & Sriram V. Villupuram. (2008). Understanding the Non-Linear Relation between Mutual Fund Performance and Flows. SSRN Electronic Journal. 4 indexed citations

Melvin, Michael, et al.. (2006). Explaining the early years of the euro exchange rate: An episode of learning about a new central bank. European Economic Review. 51(3). 505–520. 3 indexed citations

Scruggs, John T. & Federico Nardari. (2006). Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions. 9 indexed citations

10.

Griffin, John M., Federico Nardari, & René M. Stulz. (2006). Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries. Review of Financial Studies. 20(3). 905–951. 236 indexed citations

11.

Cashman, George D., Daniel N. Deli, Federico Nardari, & Sriram V. Villupuram. (2006). Investors Do Respond to Poor Mutual Fund Performance: Evidence from Inflows and Outflows. SSRN Electronic Journal. 10 indexed citations

12.

Coles, Jeffrey L., Naveen D. Daniel, & Federico Nardari. (2006). Does the Choice of Model or Benchmark Affect Inference in Measuring Mutual Fund Performance?. SSRN Electronic Journal. 26 indexed citations

13.

Scruggs, John T. & Federico Nardari. (2005). Why Does Stock Market Volatility Change Over Time? A Time-Varying Variance Decomposition for Stock Returns. SSRN Electronic Journal. 6 indexed citations

14.

Griffin, John M., René M. Stulz, & Federico Nardari. (2005). Do Investors Trade More When Stocks have Performed Well? Evidence from 46 Countries. SSRN Electronic Journal. 3 indexed citations

15.

Daniel, Naveen D., Jeffrey L. Coles, & Federico Nardari. (2005). Do Model and Benchmark Specification Error Affect Inference in Measuring Mutual Fund Performance?. SSRN Electronic Journal. 1 indexed citations

16.

Daniel, Naveen D., Jeffrey L. Coles, & Federico Nardari. (2004). Do Model and Benchmark Specification Error Affect Inference in Measuring Mutual Fund Performance?. SSRN Electronic Journal. 3 indexed citations

17.

Griffin, John, Federico Nardari, & René M. Stulz. (2004). Are Daily Cross-Border Equity Flows Pushed or Pulled?. The Review of Economics and Statistics. 86(3). 641–657. 188 indexed citations

18.

Nardari, Federico & John T. Scruggs. (2003). Analysis of Linear Factor Models with Multivariate Stochastic Volatility for Stock and Bond Returns. SSRN Electronic Journal. 6 indexed citations

19.

Chib, Siddhartha, Federico Nardari, & Neil Shephard. (2002). Markov chain Monte Carlo methods for stochastic volatility models. Journal of Econometrics. 108(2). 281–316. 365 indexed citations

20.

Chib, Siddhartha, Federico Nardari, & Neil Shephard. (2001). Analysis of High Dimensional Multivariate Stochastic Volatility Models. Oxford University Research Archive (ORA) (University of Oxford). 24 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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