Robert Kosowski

2.4k total citations
35 papers, 1.4k citations indexed

About

Robert Kosowski is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Robert Kosowski has authored 35 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 15 papers in Economics and Econometrics and 11 papers in Accounting. Recurrent topics in Robert Kosowski's work include Financial Markets and Investment Strategies (32 papers), Market Dynamics and Volatility (10 papers) and Corporate Finance and Governance (8 papers). Robert Kosowski is often cited by papers focused on Financial Markets and Investment Strategies (32 papers), Market Dynamics and Volatility (10 papers) and Corporate Finance and Governance (8 papers). Robert Kosowski collaborates with scholars based in United Kingdom, United States and Singapore. Robert Kosowski's co-authors include Narayan Y. Naik, Melvyn Teo, Andrea Buraschi, Doron Avramov, Halbert White, Russ Wermers, Allan Timmermann, Fabio Trojani, Laurent Barras and Lily H. Fang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Robert Kosowski

34 papers receiving 1.4k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Robert Kosowski United Kingdom 15 1.4k 778 671 152 118 35 1.4k
Antti Petäjistö United States 9 1.6k 1.2× 693 0.9× 1.2k 1.7× 112 0.7× 144 1.2× 16 1.7k
Tong Yao United States 17 1.2k 0.9× 631 0.8× 856 1.3× 106 0.7× 117 1.0× 57 1.4k
Hsiu‐Lang Chen United States 8 950 0.7× 413 0.5× 747 1.1× 78 0.5× 100 0.8× 19 1.0k
Mustafa Onur Çağlayan United States 14 920 0.7× 618 0.8× 398 0.6× 152 1.0× 65 0.6× 35 1.0k
Lars L. Nordén Sweden 12 1.1k 0.8× 560 0.7× 446 0.7× 115 0.8× 155 1.3× 43 1.2k
Bonnie F. Van Ness United States 20 1.1k 0.8× 537 0.7× 817 1.2× 108 0.7× 152 1.3× 100 1.3k
Mila Getmansky United States 10 1.1k 0.8× 593 0.8× 495 0.7× 91 0.6× 50 0.4× 16 1.1k
Eric Falkenstein United States 8 1.1k 0.8× 437 0.6× 930 1.4× 73 0.5× 89 0.8× 15 1.3k
Asani Sarkar United States 20 1.5k 1.1× 837 1.1× 506 0.8× 368 2.4× 91 0.8× 96 1.7k
Christian Julliard United Kingdom 12 850 0.6× 784 1.0× 289 0.4× 312 2.1× 46 0.4× 23 1.1k

Countries citing papers authored by Robert Kosowski

Since Specialization
Citations

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

Fields of papers citing papers by Robert Kosowski

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Robert Kosowski

This figure shows the co-authorship network connecting the top 25 collaborators of Robert Kosowski. A scholar is included among the top collaborators of Robert Kosowski 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 Robert Kosowski. Robert Kosowski 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.
Kosowski, Robert, et al.. (2024). Transaction Costs and Capacity of Systematic Corporate Bond Strategies. Financial Analysts Journal. 80(4). 53–80. 2 indexed citations
2.
Kosowski, Robert, et al.. (2023). Transaction Costs and Capacity of Systematic Corporate Bond Strategies. SSRN Electronic Journal. 2 indexed citations
3.
Corte, Pasquale Della, et al.. (2020). Short-Selling Bans in Europe: Evidence from the COVID-19 Pandemic. SSRN Electronic Journal.
4.
Corte, Pasquale Della, Robert Kosowski, & Tianyu Wang. (2015). Market Closure and Short-Term Reversal. SSRN Electronic Journal. 6 indexed citations
5.
Buraschi, Andrea, et al.. (2014). Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas. The Journal of Finance. 69(6). 2819–2870. 49 indexed citations
6.
Avramov, Doron, Laurent Barras, & Robert Kosowski. (2013). Hedge Fund Return Predictability Under the Magnifying Glass. Journal of Financial and Quantitative Analysis. 48(4). 1057–1083. 38 indexed citations
7.
Kosowski, Robert, et al.. (2013). The Effect of Investment Constraints on Hedge Fund Investor Returns. SSRN Electronic Journal. 4 indexed citations
8.
Biffis, Enrico & Robert Kosowski. (2013). Managing Capital Market Risk for Retirement. SSRN Electronic Journal. 1 indexed citations
9.
Buraschi, Andrea, Robert Kosowski, & Fabio Trojani. (2013). When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns. Review of Financial Studies. 27(2). 581–616. 64 indexed citations
10.
Buraschi, Andrea, Robert Kosowski, & Fabio Trojani. (2012). When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns. SSRN Electronic Journal. 38 indexed citations
11.
Kosowski, Robert, et al.. (2012). Revisiting 'Stylized Facts' About Hedge Funds. SSRN Electronic Journal. 39 indexed citations
12.
Avramov, Doron, Laurent Barras, & Robert Kosowski. (2012). Hedge Fund Return Predictability Under the Magnifying Glass. SSRN Electronic Journal. 10 indexed citations
13.
Kosowski, Robert. (2011). Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions. Quarterly Journal of Finance. 1(3). 607–664. 128 indexed citations
14.
Buraschi, Andrea, et al.. (2011). Incentives and Endogenous Risk Taking: A Structural View of Hedge Funds Alphas. SSRN Electronic Journal. 14 indexed citations
15.
Avramov, Doron, Robert Kosowski, Narayan Y. Naik, & Melvyn Teo. (2010). Hedge funds, managerial skill, and macroeconomic variables☆. Journal of Financial Economics. 99(3). 672–692. 90 indexed citations
16.
Avramov, Doron, Laurent Barras, & Robert Kosowski. (2009). Hedge Fund Predictability under the Magnifying Glass: Forecasting Individual Fund Returns Using Multiple Predictors. SSRN Electronic Journal. 2 indexed citations
17.
Buraschi, Andrea, Robert Kosowski, & Fabio Trojani. (2009). 'When There Is No Place to Hide': Correlation Risk and the Cross-Section of Hedge Fund Returns. SSRN Electronic Journal. 1 indexed citations
18.
Avramov, Doron, Robert Kosowski, Narayan Y. Naik, & Melvyn Teo. (2007). Investing in Hedge Funds when Returns are Predictable. SSRN Electronic Journal. 20 indexed citations
19.
Kosowski, Robert, Narayan Y. Naik, & Melvyn Teo. (2005). Is Stellar Hedge Fund Performance For Real?. SSRN Electronic Journal. 1 indexed citations
20.
Kosowski, Robert, Narayan Y. Naik, & Melvyn Teo. (2005). Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis. SSRN Electronic Journal. 128 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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