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.
Individual Investor Trading and Stock Returns
2008654 citationsRon Kaniel, Gideon Saar et al.The Journal of Financeprofile →
Dynamic Volume-Return Relation of Individual Stocks
2002546 citationsGuillermo Llorente, Roni Michaely et al.Review of Financial Studiesprofile →
Low-latency trading
2013499 citationsJoel Hasbrouck, Gideon SaarJournal of Financial Marketsprofile →
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
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This map shows the geographic impact of Gideon Saar'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 Gideon Saar with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gideon Saar more than expected).
This network shows the impact of papers produced by Gideon Saar. 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 Gideon Saar. The network helps show where Gideon Saar may publish in the future.
Co-authorship network of co-authors of Gideon Saar
This figure shows the co-authorship network connecting the top 25 collaborators of Gideon Saar.
A scholar is included among the top collaborators of Gideon Saar 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 Gideon Saar. Gideon Saar is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Chordia, Tarun, Amit Goyal, Bruce N. Lehmann, & Gideon Saar. (2013). High-Frequency Trading. SSRN Electronic Journal.13 indexed citations
6.
Chordia, Tarun, Amit Goyal, Bruce N. Lehmann, & Gideon Saar. (2013). High-frequency trading. Journal of Financial Markets. 16(4). 637–645.68 indexed citations
Kaniel, Ron, Gideon Saar, & Sheridan Titman. (2004). Individual Investor Sentiment and Stock Returns. The Faculty Digital Archive (New York University).49 indexed citations
17.
Llorente, Guillermo, Roni Michaely, Gideon Saar, & Jiang Wang. (2002). Dynamic Volume-Return Relation of Individual Stocks. Review of Financial Studies. 15(4). 1005–1047.546 indexed citations breakdown →
18.
Saar, Gideon. (2001). Investor Uncertainty and Order Flow Information. The Faculty Digital Archive (New York University).17 indexed citations
19.
Saar, Gideon & Yu Lei. (2001). Information Asymmetry about the Firm and the Permanent Price Impact of Trades: Is there a Connection?. The Faculty Digital Archive (New York University).7 indexed citations
20.
Easley, David, Maureen O’Hara, & Gideon Saar. (2001). How Stock Splits Affect Trading: A Microstructure Approach. SSRN Electronic Journal.30 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.