Michael Melvin

3.3k total citations
77 papers, 2.2k citations indexed

About

Michael Melvin is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Michael Melvin has authored 77 papers receiving a total of 2.2k indexed citations (citations by other indexed papers that have themselves been cited), including 51 papers in Finance, 47 papers in Economics and Econometrics and 43 papers in General Economics, Econometrics and Finance. Recurrent topics in Michael Melvin's work include Monetary Policy and Economic Impact (40 papers), Financial Markets and Investment Strategies (25 papers) and Global Financial Crisis and Policies (18 papers). Michael Melvin is often cited by papers focused on Monetary Policy and Economic Impact (40 papers), Financial Markets and Investment Strategies (25 papers) and Global Financial Crisis and Policies (18 papers). Michael Melvin collaborates with scholars based in United States, Germany and United Kingdom. Michael Melvin's co-authors include Tim Bollerslev, Christian Schlag, Joachim Grammig, Richard K. Lyons, Takatoshi Ito, Vicentiu Covrig, Mark P. Taylor, Jahangir Sultan, Jun Cai and Yan‐Leung Cheung and has published in prestigious journals such as The Journal of Finance, American Economic Review and The Economic Journal.

In The Last Decade

Michael Melvin

74 papers receiving 2.0k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Michael Melvin United States 24 1.7k 1.6k 1.1k 356 105 77 2.2k
Gikas A. Hardouvelis Greece 19 1.9k 1.2× 1.9k 1.2× 1.9k 1.7× 303 0.9× 107 1.0× 47 2.8k
Douglas K. Pearce United States 19 1.0k 0.6× 1.4k 0.9× 1.2k 1.1× 266 0.7× 102 1.0× 55 1.8k
Kate Phylaktis United Kingdom 25 1.5k 0.9× 1.6k 1.0× 1.3k 1.1× 299 0.8× 75 0.7× 91 2.1k
Vincent Reinhart United States 18 1.3k 0.8× 1.2k 0.8× 1.3k 1.2× 159 0.4× 93 0.9× 50 2.1k
Γεώργιος Π. Κουρέτας Greece 20 1.3k 0.8× 1.2k 0.7× 615 0.5× 437 1.2× 70 0.7× 113 1.8k
Craig S. Hakkio United States 19 1.5k 0.9× 2.2k 1.4× 2.1k 1.9× 173 0.5× 82 0.8× 49 2.7k
Maik Schmeling Germany 17 1.2k 0.7× 1.0k 0.7× 675 0.6× 246 0.7× 180 1.7× 58 1.6k
Marco Lo Duca Germany 19 2.1k 1.3× 1.6k 1.0× 1.6k 1.4× 325 0.9× 63 0.6× 47 2.8k
Olivier de Bandt France 21 1.1k 0.7× 1.1k 0.7× 817 0.7× 395 1.1× 95 0.9× 60 1.8k
Jesper Lindé Sweden 28 1.2k 0.7× 2.3k 1.5× 2.3k 2.1× 451 1.3× 69 0.7× 96 3.2k

Countries citing papers authored by Michael Melvin

Since Specialization
Citations

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

Fields of papers citing papers by Michael Melvin

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Michael Melvin

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

All Works

20 of 20 papers shown
1.
Melvin, Michael, et al.. (2020). Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns. Journal of Financial Markets. 51. 100545–100545. 4 indexed citations
2.
Melvin, Michael, et al.. (2017). When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds. Financial Analysts Journal. 73(1). 121–144. 10 indexed citations
3.
Melvin, Michael. (2016). Expected Inflation, Taxation, and Interest Rates: The Delusion of Fiscal Illusion. American Economic Review. 72(4). 841–845. 2 indexed citations
4.
Hertzel, Michael G., et al.. (2015). Information, Announcement, and Listing Effects of ADR Programs and German-U.S. Stock Market Integration. SSRN Electronic Journal. 1 indexed citations
5.
Ahn, Hee‐Joon, Jun Cai, Yasushi Hamao, & Michael Melvin. (2014). Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation. Pacific-Basin Finance Journal. 29. 163–181. 17 indexed citations
6.
Galati, Gabriele & Michael Melvin. (2004). Why has FX trading surged? Explaining the 2004 triennial survey. SSRN Electronic Journal. 54 indexed citations
7.
Galati, Gabriele & Michael Melvin. (2004). Why has FX trading surged. BIS quarterly review. 11 indexed citations
8.
Grammig, Joachim, Christian Schlag, & Michael Melvin. (2004). The Role of U.S. Trading in Pricing Internationally Cross-Listed Stocks. SSRN Electronic Journal. 23 indexed citations
9.
Covrig, Vicentiu, Buen Sin Low, & Michael Melvin. (2004). A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium. Journal of Financial and Quantitative Analysis. 39(1). 193–208. 25 indexed citations
10.
Melvin, Michael, et al.. (2003). Explaining the Euro Exchange Rate: The Role of Policy Uncertainty, Asymmetric Information and Hedging Opportunities. 3 indexed citations
11.
Melvin, Michael. (2002). A Stock Market Boom During a Financial Crisis? ADRs and Capital Outflows in Argentina. SSRN Electronic Journal. 19 indexed citations
12.
Grammig, Joachim, Michael Melvin, & Christian Schlag. (2001). Price Discovery in International Equity Trading. SSRN Electronic Journal. 20 indexed citations
13.
Melvin, Michael, et al.. (2000). Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. SSRN Electronic Journal. 11 indexed citations
14.
Melvin, Michael, et al.. (1992). Dolarization and Monetary Reform. Evidence from the Cochabamba Region of Bolivia. 7(1). 125–138. 6 indexed citations
15.
Melvin, Michael, et al.. (1990). Property Rights, Development, and Velocity in Developing Countries. Economic Development and Cultural Change. 38(4). 821–832. 2 indexed citations
16.
Melvin, Michael & Su Zhou. (1989). Do centrally planned exchange rates behave differently from capitalist rates?. Journal of Comparative Economics. 13(2). 325–334. 5 indexed citations
17.
Melvin, Michael, et al.. (1987). Fracture geometries in three ore bodies mined by undercut caving as determined from oriented drill core and scanline mapping. 1 indexed citations
18.
Melvin, Michael, et al.. (1984). Trade concentration, openness, and deviations from purchasing power parity. Journal of International Money and Finance. 3(3). 369–376. 14 indexed citations
19.
Melvin, Michael. (1983). An Alternative Approach to International Capital Flows. NBER Chapters. 380–418.
20.
Melvin, Michael. (1983). THE VANISHING LIQUIDITY EFFECT OF MONEY ON INTEREST: ANALYSIS AND IMPLICATIONS FOR POLICY. Economic Inquiry. 21(2). 188–202. 48 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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