Robert Whitelaw

7.3k total citations · 2 hit papers
63 papers, 4.6k citations indexed

About

Robert Whitelaw is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Robert Whitelaw has authored 63 papers receiving a total of 4.6k indexed citations (citations by other indexed papers that have themselves been cited), including 57 papers in Finance, 35 papers in Economics and Econometrics and 15 papers in General Economics, Econometrics and Finance. Recurrent topics in Robert Whitelaw's work include Financial Markets and Investment Strategies (49 papers), Market Dynamics and Volatility (16 papers) and Stochastic processes and financial applications (16 papers). Robert Whitelaw is often cited by papers focused on Financial Markets and Investment Strategies (49 papers), Market Dynamics and Volatility (16 papers) and Stochastic processes and financial applications (16 papers). Robert Whitelaw collaborates with scholars based in United States, Israel and Australia. Robert Whitelaw's co-authors include Turan G. Bali, Nusret Cakici, Matthew Richardson, Jacob Boudoukh, Robert Tumarkin, Jennifer N. Carpenter, Eli Ofek, Fangzhou Lu, Hui Guo and A. Craig MacKinlay and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Robert Whitelaw

59 papers receiving 4.3k citations

Hit Papers

Maxing out: Stocks as lotteries and the cross-section of ... 2010 2026 2015 2020 2010 2020 250 500 750 1000

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Robert Whitelaw United States 28 4.0k 2.7k 1.4k 752 574 63 4.6k
Jennifer Conrad United States 29 4.4k 1.1× 2.7k 1.0× 2.4k 1.7× 567 0.8× 699 1.2× 54 5.1k
Ron Kaniel United States 26 3.3k 0.8× 1.9k 0.7× 2.0k 1.4× 280 0.4× 540 0.9× 60 3.8k
Nusret Cakici United States 26 3.7k 0.9× 2.5k 0.9× 1.5k 1.1× 412 0.5× 559 1.0× 109 4.2k
Gideon Saar United States 29 4.4k 1.1× 2.6k 1.0× 2.4k 1.7× 361 0.5× 897 1.6× 46 4.9k
Stephen Figlewski United States 32 3.9k 1.0× 2.6k 1.0× 888 0.6× 998 1.3× 357 0.6× 83 4.6k
Richard W. Sias United States 23 4.5k 1.1× 2.4k 0.9× 3.7k 2.5× 267 0.4× 422 0.7× 67 5.5k
Akhtar R. Siddique United States 12 2.9k 0.7× 2.0k 0.7× 1.2k 0.9× 513 0.7× 363 0.6× 25 3.6k
Joseph Chen United States 18 5.8k 1.4× 3.2k 1.2× 3.5k 2.4× 718 1.0× 435 0.8× 23 6.7k
Mark J. Ready United States 19 4.9k 1.2× 2.3k 0.9× 3.1k 2.2× 578 0.8× 739 1.3× 29 5.4k
Keith Vorkink United States 15 2.3k 0.6× 1.6k 0.6× 957 0.7× 319 0.4× 303 0.5× 33 2.7k

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).

Fields of papers citing papers by Robert Whitelaw

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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.

All Works

20 of 20 papers shown
1.
Carpenter, Jennifer N., Fangzhou Lu, & Robert Whitelaw. (2025). Government bond risk and return in the US and China. Journal of Financial Economics. 176. 104224–104224.
2.
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 →
7.
Smith, Daniel R. & Robert Whitelaw. (2009). Time-Varying Risk Aversion and the Risk-Return Relation. SSRN Electronic Journal. 13 indexed citations
8.
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
11.
Tumarkin, Robert & Robert Whitelaw. (2001). News or Noise? Internet Postings and Stock Prices. Financial Analysts Journal. 57(3). 41–51. 296 indexed citations
12.
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
18.
Boudoukh, Jacob, Matthew Richardson, Richard Stanton, & Robert Whitelaw. (1995). A New Strategy for Dynamically Hedging Mortgage-Backed Securities. The Journal of Derivatives. 2(4). 60–77. 4 indexed citations
19.
Boudoukh, Jacob & Robert Whitelaw. (1993). Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market. Review of Financial Studies. 6(2). 265–292. 100 indexed citations
20.
Boudoukh, Jacob & Robert Whitelaw. (1991). The Benchmark Effect in the Japanese Government Bond Market. The Journal of Fixed Income. 1(2). 52–59. 50 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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