Mitch Warachka

1.1k total citations
45 papers, 681 citations indexed

About

Mitch Warachka is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Mitch Warachka has authored 45 papers receiving a total of 681 indexed citations (citations by other indexed papers that have themselves been cited), including 36 papers in Finance, 22 papers in Accounting and 21 papers in Economics and Econometrics. Recurrent topics in Mitch Warachka's work include Financial Markets and Investment Strategies (32 papers), Corporate Finance and Governance (12 papers) and Auditing, Earnings Management, Governance (10 papers). Mitch Warachka is often cited by papers focused on Financial Markets and Investment Strategies (32 papers), Corporate Finance and Governance (12 papers) and Auditing, Earnings Management, Governance (10 papers). Mitch Warachka collaborates with scholars based in United States, Singapore and Argentina. Mitch Warachka's co-authors include Zhi Da, Umit G. Gurun, Robert A. Jarrow, Melvyn Teo, Philip H. Dybvig, Roger Loh, Bin Li, Yiu Kuen Tse, Bing Han and Belal E. Baaquie and has published in prestigious journals such as Journal of Financial Economics, Management Science and Review of Financial Studies.

In The Last Decade

Mitch Warachka

39 papers receiving 645 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Mitch Warachka United States 12 525 318 297 131 78 45 681
Jennifer L. Juergens United States 10 594 1.1× 368 1.2× 361 1.2× 58 0.4× 83 1.1× 19 741
Avi Wohl Israel 15 676 1.3× 434 1.4× 460 1.5× 137 1.0× 68 0.9× 33 874
Roger Loh Singapore 9 745 1.4× 310 1.0× 625 2.1× 141 1.1× 137 1.8× 19 925
Lior Menzly United States 5 498 0.9× 346 1.1× 251 0.8× 63 0.5× 81 1.0× 6 650
Selim Topaloglu Canada 9 901 1.7× 449 1.4× 676 2.3× 106 0.8× 55 0.7× 15 992
Azi Ben-Rephael United States 13 873 1.7× 450 1.4× 572 1.9× 146 1.1× 83 1.1× 33 1.0k
Vasileios Kallinterakis United Kingdom 15 648 1.2× 623 2.0× 300 1.0× 82 0.6× 28 0.4× 56 864
Jordi Mondria Canada 13 316 0.6× 292 0.9× 153 0.5× 53 0.4× 45 0.6× 20 484
Javier Gil‐Bazo Spain 13 692 1.3× 395 1.2× 482 1.6× 77 0.6× 180 2.3× 34 866
Νικόλαος Φίλιππας Greece 13 364 0.7× 350 1.1× 161 0.5× 72 0.5× 59 0.8× 27 519

Countries citing papers authored by Mitch Warachka

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

20 of 20 papers shown
1.
Bernhardt, Dan, et al.. (2025). Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross Section of Stock Returns. Journal of Financial and Quantitative Analysis. 60(8). 3826–3865.
2.
Siegel, Stephan, et al.. (2023). The Value of Openness. SSRN Electronic Journal. 1 indexed citations
3.
Bernhardt, Dan, et al.. (2021). Institutional Liquidity Demand and the Internalization of Retail Order Flow: The Tail Does Not Wag the Dog. SSRN Electronic Journal. 4 indexed citations
4.
Bliss, Barbara A., Joseph Engelberg, & Mitch Warachka. (2020). Affiliation bias in the online market for rental accommodation. Real Estate Economics. 49(1). 224–266. 1 indexed citations
5.
Loh, Roger, et al.. (2016). Realization utility and real estate. Institutional Knowledge (InK) - Institutional Knowledge at Singapore Management University (Singapore Management University).
6.
Da, Zhi, Mitch Warachka, & Hayong Yun. (2013). Lottery Tax Windfalls, State-Level Fiscal Policy, and Consumption. SSRN Electronic Journal. 1 indexed citations
7.
Loh, Roger & Mitch Warachka. (2012). Streaks in Earnings Surprises and the Cross-Section of Stock Returns. Management Science. 58(7). 1305–1321. 49 indexed citations
8.
Da, Zhi, Umit G. Gurun, & Mitch Warachka. (2012). Frog in the Pan: Continuous Information and Momentum. SSRN Electronic Journal. 21 indexed citations
9.
Dybvig, Philip H. & Mitch Warachka. (2012). Tobin's Q Does Not Measure Firm Performance: Theory, Empirics, and Alternative Measures. 22 indexed citations
10.
Da, Zhi, Mitch Warachka, & Hayong Yun. (2012). The Impact of Fiscal Policy on Stock Returns. SSRN Electronic Journal. 1 indexed citations
11.
Tay, Anthony S., et al.. (2009). Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading. Institutional Knowledge (InK) - Institutional Knowledge at Singapore Management University (Singapore Management University). 2 indexed citations
12.
Han, Bing, et al.. (2009). Forecast Accuracy Uncertainty and Momentum. Management Science. 55(6). 1035–1046. 6 indexed citations
13.
Hameed, Allaudeen, et al.. (2008). Momentum and Informed Trading. SSRN Electronic Journal. 6 indexed citations
14.
Da, Zhi & Mitch Warachka. (2008). Cashflow Risk, Systematic Earnings Revisions, and the Cross-Section of Stock Returns. SSRN Electronic Journal. 1 indexed citations
15.
Warachka, Mitch, et al.. (2007). Implied measures of relative fund performance. Financial markets and portfolio management. 22(1). 47–66. 2 indexed citations
16.
Warachka, Mitch, et al.. (2006). Optimal liquidation strategies and their implications. Journal of Economic Dynamics and Control. 31(4). 1431–1450. 7 indexed citations
17.
Warachka, Mitch, et al.. (2006). Implied Measures of Relative Fund Performance. SSRN Electronic Journal.
18.
Warachka, Mitch, et al.. (2005). The implied jump risk of LIBOR rates. Journal of Banking & Finance. 29(10). 2503–2522. 3 indexed citations
19.
Jarrow, Robert A., et al.. (2004). Testing market efficiency using statistical arbitrage with applications to momentum and value strategies. Journal of Financial Economics. 73(3). 525–565. 103 indexed citations
20.
Baaquie, Belal E., et al.. (2003). A Quantum Field Theory Term Structure Model Applied to Hedging. International Journal of Theoretical and Applied Finance. 6(5). 443–467. 4 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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