Robert Novy‐Marx

5.9k total citations · 3 hit papers
39 papers, 3.5k citations indexed

About

Robert Novy‐Marx is a scholar working on Economics and Econometrics, Finance and Accounting. According to data from OpenAlex, Robert Novy‐Marx has authored 39 papers receiving a total of 3.5k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Economics and Econometrics, 22 papers in Finance and 20 papers in Accounting. Recurrent topics in Robert Novy‐Marx's work include Financial Markets and Investment Strategies (15 papers), Financial Literacy, Pension, Retirement Analysis (13 papers) and Housing Market and Economics (11 papers). Robert Novy‐Marx is often cited by papers focused on Financial Markets and Investment Strategies (15 papers), Financial Literacy, Pension, Retirement Analysis (13 papers) and Housing Market and Economics (11 papers). Robert Novy‐Marx collaborates with scholars based in United States, Finland and China. Robert Novy‐Marx's co-authors include Mihail Velikov, Joshua Rauh, Long Chen, Lu Zhang, Hongtao Li, Andrew L. Detzel, Jules H. van Binsbergen and Wei Dai and has published in prestigious journals such as Journal of Financial Economics, Review of Financial Studies and The Journal of Economic Perspectives.

In The Last Decade

Robert Novy‐Marx

36 papers receiving 3.3k citations

Hit Papers

The other side of value: The gross profitability premium 2011 2026 2016 2021 2013 2015 2011 400 800 1.2k
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.

  1. The other side of value: The gross profitability premium
    2013 1.3k citations Robert Novy‐Marx Journal of Financial Economics profile →
  2. A Taxonomy of Anomalies and Their Trading Costs
    2015 411 citations Robert Novy‐Marx, Mihail Velikov profile →
  3. Is momentum really momentum?
    2011 337 citations Robert Novy‐Marx Journal of Financial Economics profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Robert Novy‐Marx United States 19 2.7k 1.9k 1.8k 542 504 39 3.5k
Tarun Ramadorai United Kingdom 29 2.6k 1.0× 2.3k 1.2× 1.6k 0.9× 153 0.3× 180 0.4× 96 3.7k
E. Philip Davis United Kingdom 33 2.4k 0.9× 1.7k 0.9× 1.4k 0.8× 175 0.3× 225 0.4× 108 3.4k
Zhiwu Chen United States 22 4.3k 1.6× 2.1k 1.1× 874 0.5× 262 0.5× 173 0.3× 58 4.9k
Michael Koetter Germany 31 2.1k 0.8× 1.5k 0.8× 1.4k 0.8× 384 0.7× 239 0.5× 119 3.0k
Rajnish Mehra United States 18 3.2k 1.2× 3.4k 1.8× 1.3k 0.7× 286 0.5× 319 0.6× 46 4.7k
Frank T. Magiera Germany 15 1.9k 0.7× 834 0.4× 2.2k 1.2× 307 0.6× 1.1k 2.1× 167 3.2k
Paul Schultz United States 37 4.8k 1.8× 2.4k 1.3× 3.6k 2.0× 461 0.9× 714 1.4× 80 5.9k
David C. Wheelock United States 29 2.3k 0.9× 1.8k 0.9× 1.2k 0.7× 656 1.2× 143 0.3× 124 3.2k
Sophocles N. Brissimis Greece 26 2.4k 0.9× 1.7k 0.9× 1.9k 1.1× 244 0.5× 192 0.4× 71 3.5k
George Pennacchi United States 30 3.7k 1.4× 2.2k 1.1× 1.6k 0.9× 92 0.2× 183 0.4× 84 4.2k

Countries citing papers authored by Robert Novy‐Marx

Since Specialization
Citations

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

Fields of papers citing papers by Robert Novy‐Marx

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Robert Novy‐Marx

This figure shows the co-authorship network connecting the top 25 collaborators of Robert Novy‐Marx. A scholar is included among the top collaborators of Robert Novy‐Marx 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 Novy‐Marx. Robert Novy‐Marx 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.
Dai, Wei, et al.. (2023). Reversals and the Returns to Liquidity Provision. SSRN Electronic Journal. 1 indexed citations
2.
Novy‐Marx, Robert & Mihail Velikov. (2023). Assaying Anomalies. SSRN Electronic Journal.
3.
Li, Hongtao, Robert Novy‐Marx, & Mihail Velikov. (2019). Liquidity Risk and Asset Pricing. RePEc: Research Papers in Economics. 8(1-2). 223–255. 18 indexed citations
4.
Novy‐Marx, Robert & Mihail Velikov. (2019). Comparing Cost-Mitigation Techniques. Financial Analysts Journal. 75(1). 85–102. 27 indexed citations
5.
Binsbergen, Jules H. van, Robert Novy‐Marx, & Joshua Rauh. (2014). Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities. ScholarlyCommons (University of Pennsylvania). 4 indexed citations
6.
Novy‐Marx, Robert & Joshua Rauh. (2014). Linking benefits to investment performance in US public pension systems. Journal of Public Economics. 116. 47–61. 23 indexed citations
7.
Novy‐Marx, Robert. (2013). The other side of value: The gross profitability premium. Journal of Financial Economics. 108(1). 1–28. 1291 indexed citations breakdown →
8.
Novy‐Marx, Robert. (2013). Economic and Financial Approaches to Valuing Pension Liabilities. SSRN Electronic Journal. 2 indexed citations
9.
Binsbergen, Jules H. van, Robert Novy‐Marx, & Joshua Rauh. (2013). Financial Valuation of PBGC Insurance with MarkettImplied Default Probabilities. SSRN Electronic Journal. 1 indexed citations
10.
Novy‐Marx, Robert & Joshua Rauh. (2012). Linking Benefits to Investment Performance in Us Public Pension Systems. RePEc: Research Papers in Economics.
11.
Novy‐Marx, Robert & Joshua Rauh. (2012). Fiscal Imbalances and Borrowing Costs: Evidence from State Investment Losses. American Economic Journal Economic Policy. 4(2). 182–213. 32 indexed citations
12.
Novy‐Marx, Robert. (2011). Logical Implications of GASB's Methodology for Valuing Pension Liabilities. Financial Analysts Journal. 69(1). 26–32. 7 indexed citations
13.
Novy‐Marx, Robert. (2011). Is momentum really momentum?. Journal of Financial Economics. 103(3). 429–453. 337 indexed citations breakdown →
14.
Novy‐Marx, Robert & Joshua Rauh. (2011). Policy options for state pension systems and their impact on plan liabilities. Journal of Pensions Economics and Finance. 10(2). 173–194. 19 indexed citations
15.
Novy‐Marx, Robert & Joshua Rauh. (2010). Public Pension Promises: How Big are They and What are They Worth?. SSRN Electronic Journal. 64 indexed citations
16.
Rauh, Joshua & Robert Novy‐Marx. (2010). Pension Security Bonds: A New Plan to Address the State Pension Crisis. The Economists Voice. 7(3). 1 indexed citations
17.
Novy‐Marx, Robert & Joshua Rauh. (2009). The Liabilities and Risks of State-Sponsored Pension Plans. The Journal of Economic Perspectives. 23(4). 191–210. 203 indexed citations
18.
Novy‐Marx, Robert & Joshua Rauh. (2008). The Intergenerational Transfer of Public Pension Promises. SSRN Electronic Journal. 8 indexed citations
19.
Novy‐Marx, Robert. (2004). On the Excess Returns to Illiquidity. 9 indexed citations
20.
Novy‐Marx, Robert. (2002). An Equilibrium Model of Investment Under Uncertainty. SSRN Electronic Journal. 32 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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