Hanno Lustig

204 total papers · 7.6k total citations
60 papers, 3.6k citations indexed

About

Hanno Lustig is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Hanno Lustig has authored 60 papers receiving a total of 3.6k indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 37 papers in Economics and Econometrics and 28 papers in General Economics, Econometrics and Finance. Recurrent topics in Hanno Lustig's work include Financial Markets and Investment Strategies (33 papers), Monetary Policy and Economic Impact (28 papers) and Housing Market and Economics (16 papers). Hanno Lustig is often cited by papers focused on Financial Markets and Investment Strategies (33 papers), Monetary Policy and Economic Impact (28 papers) and Housing Market and Economics (16 papers). Hanno Lustig collaborates with scholars based in United States, United Kingdom and Canada. Hanno Lustig's co-authors include Adrien Verdelhan, Stijn Van Nieuwerburgh, Nikolai Roussanov, Bryan Kelly, Priyank Gandhi, YiLi Chien, Bernard Herskovic, Matthias Fleckenstein, Francis A. Longstaff and Zhengyang Jiang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Hanno Lustig

56 papers receiving 3.4k citations

Hit Papers

normalize citations (0→100%) normalize lifespan (0→100%) sort by overperformance

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 benchmark for papers published in the same subfield and year, or reaches the top citation threshold in at least one of its specific research topics.

Common Risk Factors in Currency Markets

2011 651 citations Hanno Lustig, Nikolai Roussanov et al. Review of Financial Studies profile →
The common factor in idiosyncratic volatility: Quantitative asset pricing implications

2015 247 citations Bernard Herskovic, Bryan Kelly et al. Journal of Financial Economics profile →
Foreign Safe Asset Demand and the Dollar Exchange Rate

2021 121 citations Zhengyang Jiang, Arvind Krishnamurthy et al. The Journal of Finance profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Hanno Lustig	2.9k	2.3k	1.7k	756	139	60	3.6k
Egon Zakrajšek	3.0k 1.0×	2.8k 1.2×	2.5k 1.5×	731 1.0×	96 0.7×	71	4.4k
Samuel Hanson	2.8k 0.9×	1.7k 0.7×	920 0.6×	982 1.3×	143 1.0×	58	3.3k
Emmanuel Farhi	2.0k 0.7×	2.2k 0.9×	1.4k 0.8×	667 0.9×	202 1.5×	59	3.5k
Gary B. Gorton	2.0k 0.7×	1.9k 0.8×	815 0.5×	1.1k 1.5×	252 1.8×	59	3.0k
G. Geoffrey Booth	3.2k 1.1×	2.9k 1.2×	1.4k 0.8×	826 1.1×	191 1.4×	109	4.0k
Pierre Giot	2.1k 0.7×	2.1k 0.9×	935 0.6×	379 0.5×	95 0.7×	84	2.9k
Til Schuermann	2.4k 0.8×	2.0k 0.9×	1.0k 0.6×	908 1.2×	72 0.5×	73	3.5k
Stephen D. Williamson	1.6k 0.5×	2.1k 0.9×	1.4k 0.9×	603 0.8×	135 1.0×	73	2.8k
Haibin Zhu	2.9k 1.0×	1.8k 0.8×	582 0.4×	968 1.3×	69 0.5×	56	3.6k
Jose A. Lopez	2.3k 0.8×	1.4k 0.6×	725 0.4×	933 1.2×	82 0.6×	95	2.8k

Countries citing papers authored by Hanno Lustig

Since Specialization

Citations

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

Fields of papers citing papers by Hanno Lustig

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Hanno Lustig

This figure shows the co-authorship network connecting the top 25 collaborators of Hanno Lustig. A scholar is included among the top collaborators of Hanno Lustig 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 Hanno Lustig. Hanno Lustig is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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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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