Federico Nardari

3.3k citations
33 papers · 2.2k indexed · 1 hit paper · h-index 18

Impact in

Papers in

    • Financial Markets and Investment Strategies 22
    • Financial Risk and Volatility Modeling 9
    • Global Financial Crisis and Policies 4
    • Corporate Finance and Governance 12
    • Financial Literacy, Pension, Retirement Analysis 4

Federico Nardari

33 papers receiving 2.1k citations

Hit Papers

Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets 2010 · 398 citations
3982010202620152020100200300

Peers

Federico Nardari
Comparison fields: 5 of 76
  • Finance 1.9k
  • General Economics, Econometrics and Finance 512
  • Accounting 616
  • Economics and Econometrics 1.2k
  • Management Science and Operations Research 299
Replace John C. Hull with:
John C. Hull Canada
Gregory Connor United Kingdom
Jón Danı́elsson United Kingdom
Michael Johannes United States
Kerry Back United States
Hao Zhou United States
Robert R. Bliss United States
Fabio Trojani Switzerland
Giovanni Barone‐Adesi Switzerland
Christopher G. Lamoureux United States
Federico Nardari relative to John C. Hull Canada John C. Hull's profile →
Citations per field
00.5×2.9×
John C. Hull · 1×
Citations per year

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

The 15 scholars most cited alongside Federico Nardari, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Federico Nardari Line = papers co-authored together Federico Nardari links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20221
2 201847
3 201240
4 201225
5
Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
Hit paper breakdown →
2010398
6 2010359
7
Time-Varying Short-Horizon Return Predictability
201013
8 200932
9 200845
10 20084
11 20063
12 2006236
13
On Monthly Mutual Fund Flows
20064
14 200610
15 20056
16 20043
17 2004188
18 20036
19 2002365
20
Analysis of High Dimensional Multivariate Stochastic Volatility Models
200124

About Federico Nardari

Federico Nardari is a scholar working on Finance, Accounting, General Economics, Econometrics and Finance, Economics and Econometrics and Demography, having authored 33 papers that have together received 2.2k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (22 papers), Corporate Finance and Governance (12 papers), Financial Risk and Volatility Modeling (9 papers), Monetary Policy and Economic Impact (9 papers), Market Dynamics and Volatility (6 papers), Global Financial Crisis and Policies (4 papers), Financial Literacy, Pension, Retirement Analysis (4 papers) and Housing Market and Economics (4 papers). The work is most often cited by research in Finance (1.9k citations), General Economics, Econometrics and Finance (512 citations), Accounting (616 citations), Economics and Econometrics (1.2k citations) and Management Science and Operations Research (299 citations). Federico Nardari has collaborated with scholars based in United States, Australia and Belgium. Frequent co-authors include John M. Griffin, Neil Shephard, Siddhartha Chib, René M. Stulz, Patrick J. Kelly, J. Spencer Martin, John Griffin, George D. Cashman, Daniel N. Deli and Sriram V. Villupuram. Their work appears in journals such as Journal of Econometrics, Journal of Financial and Quantitative Analysis, Review of Financial Studies, Journal of Financial Economics and European Economic Review.

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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