Mitch Warachka
About
In The Last Decade
Mitch Warachka
39 papers receiving 645 citations
Peers
Comparison fields: 5 of 45
- Finance 525
- Economics and Econometrics 318
- Accounting 297
- Management Science and Operations Research 131
- Strategy and Management 78
Countries citing papers authored by Mitch Warachka
This map shows the geographic impact of Mitch Warachka'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 Mitch Warachka with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mitch Warachka more than expected).
Fields of papers citing papers by Mitch Warachka
This network shows the impact of papers produced by Mitch Warachka. 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 Mitch Warachka. The network helps show where Mitch Warachka may publish in the future.
Co-authorship network of co-authors of Mitch Warachka
This figure shows the co-authorship network connecting the top 25 collaborators of Mitch Warachka. A scholar is included among the top collaborators of Mitch Warachka 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 Mitch Warachka. Mitch Warachka is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Title | Journal | Authors | Indexed citations |
|---|---|---|---|---|
| 1 | Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross Section of Stock Returns | Journal of Financial and Quantitative Analysis | Dan Bernhardt, Zhi Da et al. | 0 |
| 2 | The Value of Openness | SSRN Electronic Journal | Stephan Siegel, Mitch Warachka et al. | 1 |
| 3 | Institutional Liquidity Demand and the Internalization of Retail Order Flow: The Tail Does Not Wag the Dog | SSRN Electronic Journal | Dan Bernhardt, Zhi Da et al. | 4 |
| 4 | Affiliation bias in the online market for rental accommodation | Real Estate Economics | Barbara A. Bliss, Joseph Engelberg et al. | 1 |
| 5 | Realization utility and real estate | Institutional Knowledge (InK) - Institutional Knowledge at Singapore Management University (Singapore Management University) | Roger Loh, Mitch Warachka et al. | 0 |
| 6 | Lottery Tax Windfalls, State-Level Fiscal Policy, and Consumption | SSRN Electronic Journal | Zhi Da, Mitch Warachka et al. | 1 |
| 7 | Streaks in Earnings Surprises and the Cross-Section of Stock Returns | Management Science | Roger Loh, Mitch Warachka | 49 |
| 8 | Frog in the Pan: Continuous Information and Momentum | SSRN Electronic Journal | Zhi Da, Umit G. Gurun et al. | 21 |
| 9 | Tobin's Q Does Not Measure Firm Performance: Theory, Empirics, and Alternative Measures | Philip H. Dybvig, Mitch Warachka | 22 | |
| 10 | The Impact of Fiscal Policy on Stock Returns | SSRN Electronic Journal | Zhi Da, Mitch Warachka et al. | 1 |
| 11 | Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading | Institutional Knowledge (InK) - Institutional Knowledge at Singapore Management University (Singapore Management University) | Anthony S. Tay, Yiu Kuen Tse et al. | 2 |
| 12 | Forecast Accuracy Uncertainty and Momentum | Management Science | Bing Han, Mitch Warachka et al. | 6 |
| 13 | Momentum and Informed Trading | SSRN Electronic Journal | Allaudeen Hameed, Mitch Warachka et al. | 6 |
| 14 | Cashflow Risk, Systematic Earnings Revisions, and the Cross-Section of Stock Returns | SSRN Electronic Journal | Zhi Da, Mitch Warachka | 1 |
| 15 | Implied measures of relative fund performance | Financial markets and portfolio management | Mitch Warachka et al. | 2 |
| 16 | Optimal liquidation strategies and their implications | Journal of Economic Dynamics and Control | Mitch Warachka, Yonggan Zhao et al. | 7 |
| 17 | Implied Measures of Relative Fund Performance | SSRN Electronic Journal | Mitch Warachka et al. | 0 |
| 18 | The implied jump risk of LIBOR rates | Journal of Banking & Finance | Mitch Warachka et al. | 3 |
| 19 | Testing market efficiency using statistical arbitrage with applications to momentum and value strategies | Journal of Financial Economics | Robert A. Jarrow, Melvyn Teo et al. | 103 |
| 20 | A Quantum Field Theory Term Structure Model Applied to Hedging | International Journal of Theoretical and Applied Finance | Belal E. Baaquie, Mitch Warachka et al. | 4 |
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.