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.
Maxing out: Stocks as lotteries and the cross-section of expected returns
20101.1k citationsTuran G. Bali, Nusret Cakici et al.Journal of Financial Economicsprofile →
The real value of China’s stock market
2020229 citationsJennifer N. Carpenter, Fangzhou Lu et al.Journal of Financial Economicsprofile →
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
hero ref
Countries citing papers authored by Robert Whitelaw
Since
Specialization
Citations
This map shows the geographic impact of Robert Whitelaw'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 Whitelaw with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert Whitelaw more than expected).
This network shows the impact of papers produced by Robert Whitelaw. 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 Whitelaw. The network helps show where Robert Whitelaw may publish in the future.
Co-authorship network of co-authors of Robert Whitelaw
This figure shows the co-authorship network connecting the top 25 collaborators of Robert Whitelaw.
A scholar is included among the top collaborators of Robert Whitelaw 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 Whitelaw. Robert Whitelaw is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Choi, Jaewon, Matthew Richardson, & Robert Whitelaw. (2018). On the Interest Rate Sensitivity of Corporate Securities.1 indexed citations
3.
Boudoukh, Jacob, Matthew Richardson, & Robert Whitelaw. (2016). New Evidence on the Forward Premium Puzzle. Journal of Financial and Quantitative Analysis. 51(3). 875–897.29 indexed citations
4.
Chen, Honghui, Vijay Singal, & Robert Whitelaw. (2016). Comovement revisited. Journal of Financial Economics. 121(3). 624–644.44 indexed citations
5.
Whitelaw, Robert, Matthew Richardson, & Jacob Boudoukh. (2011). An Explanation of the Forward Premium Puzzle: The Long and the Short of It. The Faculty Digital Archive (New York University).3 indexed citations
6.
Bali, Turan G., Nusret Cakici, & Robert Whitelaw. (2010). Maxing out: Stocks as lotteries and the cross-section of expected returns. Journal of Financial Economics. 99(2). 427–446.1112 indexed citations breakdown →
Richardson, Matthew, Robert Whitelaw, Jacob Boudoukh, & Marti G. Subrahmanyam. (2003). Stale Prices and Strategies for Trading Mutual Funds. SSRN Electronic Journal.13 indexed citations
9.
Boudoukh, Jacob, Matthew Richardson, Richard Stanton, & Robert Whitelaw. (2003). THE VALUATION OF MUTUAL FUND CONTRACTS. The Faculty Digital Archive (New York University).3 indexed citations
10.
Tumarkin, Robert & Robert Whitelaw. (2001). New or Noise? Internet Postings and Stock Prices. SSRN Electronic Journal.27 indexed citations
Guo, Hui & Robert Whitelaw. (2000). Risk and Return: Some New Evidence. The Faculty Digital Archive (New York University).8 indexed citations
13.
Boudoukh, Jacob, Matthew Richardson, Tom Smith, & Robert Whitelaw. (1999). Regime Shifts and Bond Returns. The Faculty Digital Archive (New York University).8 indexed citations
14.
Boudoukh, Jacob, Matthew Richardson, & Robert Whitelaw. (1998). A Tale of Three Schools: Insights on Autocorrelations of Short Horizon Stock Returns. SSRN Electronic Journal.23 indexed citations
15.
Boudoukh, Jacob, Matthew Richardson, Tom Smith, & Robert Whitelaw. (1996). Ex Ante Bond Returns and the Yield Curve. The Faculty Digital Archive (New York University).2 indexed citations
16.
Boudoukh, Jacob, Matthew Richardson, & Robert Whitelaw. (1996). Hedging the Interest Rate Risk of Brady Bonds. The Faculty Digital Archive (New York University).
17.
Whitelaw, Robert. (1995). Risk and Return: An Equilibrium Approach. The Faculty Digital Archive (New York University).1 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.