Robert Sollis

1.5k total citations
26 papers, 1.0k citations indexed

About

Robert Sollis is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Robert Sollis has authored 26 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Economics and Econometrics, 16 papers in General Economics, Econometrics and Finance and 11 papers in Finance. Recurrent topics in Robert Sollis's work include Market Dynamics and Volatility (16 papers), Monetary Policy and Economic Impact (16 papers) and Financial Risk and Volatility Modeling (6 papers). Robert Sollis is often cited by papers focused on Market Dynamics and Volatility (16 papers), Monetary Policy and Economic Impact (16 papers) and Financial Risk and Volatility Modeling (6 papers). Robert Sollis collaborates with scholars based in United Kingdom, Saudi Arabia and United States. Robert Sollis's co-authors include Richard Harris, Stephen J. Leybourne, David I. Harvey, Robert Taylor, Paul Newbold, Mark E. Wohar and Paul Newbold and has published in prestigious journals such as Journal of money credit and banking, Economics Letters and Journal of International Money and Finance.

In The Last Decade

Robert Sollis

26 papers receiving 927 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Robert Sollis United Kingdom	13	852	542	388	129	68	26	1.0k
R. Scott Hacker Sweden	10	758 0.9×	474 0.9×	246 0.6×	150 1.2×	61 0.9×	22	955
Benoît Perron Canada	16	1.1k 1.3×	681 1.3×	301 0.8×	116 0.9×	31 0.5×	34	1.3k
Scott M. Weiner United States	7	967 1.1×	648 1.2×	673 1.7×	139 1.1×	144 2.1×	10	1.4k
Venus Khim‐Sen Liew Malaysia	16	762 0.9×	454 0.8×	345 0.9×	84 0.7×	105 1.5×	80	1.0k
Nikitas Pittis Greece	19	914 1.1×	698 1.3×	565 1.5×	84 0.7×	81 1.2×	64	1.1k
Andy Snell United Kingdom	12	1.4k 1.6×	1.0k 1.9×	499 1.3×	183 1.4×	98 1.4×	32	1.6k
Jean‐Pierre Urbain Netherlands	20	1.1k 1.3×	807 1.5×	496 1.3×	109 0.8×	53 0.8×	44	1.4k
Tolga Omay Türkiye	19	973 1.1×	515 1.0×	231 0.6×	226 1.8×	61 0.9×	76	1.2k
Panagiotis Mantalos Sweden	11	622 0.7×	293 0.5×	170 0.4×	146 1.1×	36 0.5×	28	753
H. Peter Boswijk Netherlands	19	1.1k 1.2×	653 1.2×	458 1.2×	234 1.8×	42 0.6×	67	1.4k

Countries citing papers authored by Robert Sollis

Since Specialization

Citations

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

Fields of papers citing papers by Robert Sollis

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Robert Sollis

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

All Works

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20 of 20 papers shown

Harvey, David I., Stephen J. Leybourne, Robert Sollis, & Robert Taylor. (2020). Real‐time detection of regimes of predictability in the US equity premium. Journal of Applied Econometrics. 36(1). 45–70. 7 indexed citations

Harvey, David I., et al.. (2018). Real‐Time Monitoring for Explosive Financial Bubbles. Journal of Time Series Analysis. 39(6). 863–891. 20 indexed citations

Harvey, David I., Stephen J. Leybourne, & Robert Sollis. (2016). Improving the accuracy of asset price bubble start and end date estimators. Journal of Empirical Finance. 40. 121–138. 32 indexed citations

Sollis, Robert. (2015). Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null. Newcastle University ePrints (Newcastle Univesity). 8(1). 1–19. 2 indexed citations

Sollis, Robert, et al.. (2014). We Shape Our Tools, and Thereafter Our Tools Shape Us. University of the Arts London Research Online (University of the Arts London). 6 indexed citations

Sollis, Robert. (2012). Empirical Finance for Finance and Banking. Medical Entomology and Zoology. 5 indexed citations

Sollis, Robert. (2011). Spurious regression: A higher-order problem. Economics Letters. 111(2). 141–143. 9 indexed citations

Sollis, Robert. (2011). Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests. Economics Letters. 112(1). 19–22. 2 indexed citations

Sollis, Robert. (2009). Value at risk: a critical overview. Journal of Financial Regulation and Compliance. 17(4). 398–414. 21 indexed citations

10.

Sollis, Robert. (2008). A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries. Economic Modelling. 26(1). 118–125. 175 indexed citations

11.

Sollis, Robert. (2008). U.S. dollar real exchange rates: Nonlinearity revisited. Journal of International Money and Finance. 27(4). 516–528. 22 indexed citations

12.

Sollis, Robert, et al.. (2007). Tests for asymmetric threshold cointegration with an application to the term structure. RePEc: Research Papers in Economics. 33(2). 1–19. 1 indexed citations

13.

Sollis, Robert. (2006). Testing for bubbles: an application of tests for change in persistence. Applied Financial Economics. 16(6). 491–498. 12 indexed citations

14.

Sollis, Robert & Mark E. Wohar. (2006). The real exchange rate–real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration. International Journal of Finance & Economics. 11(2). 139–153. 11 indexed citations

15.

Sollis, Robert. (2005). Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing. Journal of Forecasting. 24(3). 221–231. 12 indexed citations

16.

Sollis, Robert. (2004). Asymmetric adjustment and smooth transitions: a combination of some unit root tests. Journal of Time Series Analysis. 25(3). 409–417. 5 indexed citations

17.

Sollis, Robert, Stephen J. Leybourne, & Paul Newbold. (2002). Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates. Journal of money credit and banking. 34(3a). 686–700. 78 indexed citations

18.

Newbold, Paul, Stephen J. Leybourne, Robert Sollis, & Mark E. Wohar. (2001). U.S. and U.K. Interest Rates, 1890-1934: New Evidence on Structural Breaks. Journal of money credit and banking. 33(2). 235–235. 12 indexed citations

19.

Sollis, Robert, Paul Newbold, & Stephen J. Leybourne. (2000). Stochastic unit roots modelling of stock price indices. Applied Financial Economics. 10(3). 311–315. 14 indexed citations

20.

Sollis, Robert, Stephen J. Leybourne, & Paul Newbold. (1999). Unit Roots and Asymmetric Smooth Transitions. Journal of Time Series Analysis. 20(6). 671–677. 19 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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