Markus Leippold

5.2k total citations · 3 hit papers
154 papers, 3.0k citations indexed

About

Markus Leippold is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Markus Leippold has authored 154 papers receiving a total of 3.0k indexed citations (citations by other indexed papers that have themselves been cited), including 102 papers in Finance, 54 papers in Economics and Econometrics and 25 papers in Accounting. Recurrent topics in Markus Leippold's work include Stochastic processes and financial applications (53 papers), Financial Markets and Investment Strategies (44 papers) and Credit Risk and Financial Regulations (27 papers). Markus Leippold is often cited by papers focused on Stochastic processes and financial applications (53 papers), Financial Markets and Investment Strategies (44 papers) and Credit Risk and Financial Regulations (27 papers). Markus Leippold collaborates with scholars based in Switzerland, China and United States. Markus Leippold's co-authors include Liuren Wu, Paolo Vanini, Fabio Trojani, Daniel Egloff, Mathias Kraus, Julia Bingler, Qian Wang, Wenyu Zhou, Nicolas Webersinke and Qian Wang and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Financial Economics and Management Science.

In The Last Decade

Markus Leippold

140 papers receiving 2.8k 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.

Machine learning in the Chinese stock market

2021 267 citations Markus Leippold, Qian Wang et al. profile →
Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures

2022 149 citations Julia Bingler, Mathias Kraus et al. Finance research letters profile →
Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure

2022 87 citations Markus Leippold et al. profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Markus Leippold Switzerland	27	1.9k	1.1k	515	484	309	154	3.0k
Kris Boudt Belgium	26	1.4k 0.7×	1.4k 1.3×	361 0.7×	421 0.9×	396 1.3×	129	2.5k
Loriana Pelizzon Germany	26	1.8k 1.0×	1.6k 1.4×	564 1.1×	148 0.3×	370 1.2×	157	2.8k
Martin Eling Switzerland	36	1.2k 0.6×	2.1k 1.9×	675 1.3×	856 1.8×	123 0.4×	164	3.8k
Stephen Satchell United Kingdom	28	2.4k 1.2×	2.2k 1.9×	544 1.1×	649 1.3×	677 2.2×	204	3.5k
Olivier Scaillet Switzerland	27	2.3k 1.2×	1.3k 1.1×	453 0.9×	637 1.3×	522 1.7×	116	3.1k
Carol Alexander United Kingdom	33	2.9k 1.5×	2.4k 2.1×	335 0.7×	469 1.0×	956 3.1×	175	4.2k
André Lucas Netherlands	33	3.0k 1.5×	2.3k 2.1×	628 1.2×	387 0.8×	1.2k 3.8×	200	4.1k
Doojin Ryu South Korea	38	3.3k 1.7×	2.9k 2.6×	1.5k 3.0×	587 1.2×	571 1.8×	312	5.0k
Monica Billio Italy	29	1.8k 0.9×	1.9k 1.7×	294 0.6×	226 0.5×	704 2.3×	146	2.9k
Hazem Daouk United States	17	1.3k 0.7×	791 0.7×	1.2k 2.4×	791 1.6×	182 0.6×	32	2.5k

Countries citing papers authored by Markus Leippold

Since Specialization

Citations

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

Fields of papers citing papers by Markus Leippold

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Markus Leippold

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Leippold, Markus, et al.. (2024). Technical patterns and news sentiment in stock markets. 10. 100145–100145.

2.

Bingler, Julia, et al.. (2024). Bridging the gap in ESG measurement: Using NLP to quantify environmental, social, and governance communication. Finance research letters. 61. 104979–104979. 23 indexed citations

3.

Shi, Minjing, et al.. (2024). AFaCTA: Assisting the Annotation of Factual Claim Detection with Reliable LLM Annotators. 1890–1912. 3 indexed citations

4.

Martin, Ryan, et al.. (2024). ClimRetrieve: A Benchmarking Dataset for Information Retrieval from Corporate Climate Disclosures. 17509–17524.

5.

Ni, Jingwei, et al.. (2024). Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering. 1913–1931. 2 indexed citations

6.

Leippold, Markus, Saeid Ashraf Vaghefi, Veruska Muccione, et al.. (2024). Automated Fact-Checking of Climate Change Claims with Large Language Models. SSRN Electronic Journal. 3 indexed citations

7.

Ni, Jingwei, et al.. (2024). Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures. SSRN Electronic Journal. 3 indexed citations

8.

Bingler, Julia, et al.. (2023). ClimateBERT-NetZero: Detecting and Assessing Net Zero and Reduction Targets. SSRN Electronic Journal. 3 indexed citations

9.

Ni, Jingwei, Julia Bingler, Mathias Kraus, et al.. (2023). Paradigm Shift in Sustainability Disclosure Analysis: Empowering Stakeholders with Chatreport, a Language Model-Based Tool. SSRN Electronic Journal. 5 indexed citations

10.

Ni, Jingwei, Julia Bingler, Mathias Kraus, et al.. (2023). CHATREPORT: Democratizing Sustainability Disclosure Analysis through LLM-based Tools. DORA Eawag (Swiss Federal Institute of Aquatic Science and Technology (Eawag)). 21–51. 11 indexed citations

11.

Vaghefi, Saeid Ashraf, Dominik Stammbach, Veruska Muccione, et al.. (2023). ChatClimate: Grounding conversational AI in climate science. Communications Earth & Environment. 4(1). 58 indexed citations

12.

Stammbach, Dominik, Nicolas Webersinke, Julia Bingler, Mathias Kraus, & Markus Leippold. (2023). Environmental Claim Detection. Zurich Open Repository and Archive (University of Zurich). 1051–1066. 4 indexed citations

13.

Leippold, Markus, et al.. (2023). The Green Innovation Premium: Evidence from U.S. Patents and the Stock Market. SSRN Electronic Journal. 4 indexed citations

14.

Hoepner, Andreas G. F., et al.. (2023). Efficacy of Non-Pharmacological Interventions Before COVID Mass Vaccination: An Open Data Study Across 185 Countries. SSRN Electronic Journal. 1 indexed citations

15.

Hoepner, Andreas G. F., et al.. (2023). Beyond Climate: `EU taxonomy' criteria, materiality, and CDS term structure. SSRN Electronic Journal. 6 indexed citations

16.

Bingler, Julia, et al.. (2023). Bridging the Gap in ESG Measurement: Using NLP to Quantify Environmental, Social, and Governance Communication. SSRN Electronic Journal.

17.

Bingler, Julia, Mathias Kraus, & Markus Leippold. (2021). Cheap Talk and Cherry-Picking: What ClimateBert has to say on Corporate Climate Risk Disclosures. SSRN Electronic Journal. 43 indexed citations

18.

Leippold, Markus, et al.. (2018). Option-Implied Intra-Horizon Value-at-Risk. Management Science. 1 indexed citations

19.

Leippold, Markus, et al.. (2012). Time-Changed Levy LIBOR Market Model for the Joint Estimation and Pricing of Caps and Swaptions. Zurich Open Repository and Archive (University of Zurich). 1 indexed citations

20.

Leippold, Markus & Liuren Wu. (1999). The Potential Approach to Bond and Currency Pricing. RePEc: Research Papers in Economics. 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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