Russell P. Robins

3.2k total citations · 1 hit paper
20 papers, 2.1k citations indexed

About

Russell P. Robins is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Russell P. Robins has authored 20 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Economics and Econometrics, 8 papers in Finance and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Russell P. Robins's work include Monetary Policy and Economic Impact (7 papers), Market Dynamics and Volatility (6 papers) and Financial Markets and Investment Strategies (5 papers). Russell P. Robins is often cited by papers focused on Monetary Policy and Economic Impact (7 papers), Market Dynamics and Volatility (6 papers) and Financial Markets and Investment Strategies (5 papers). Russell P. Robins collaborates with scholars based in United States, Netherlands and Mexico. Russell P. Robins's co-authors include Robert F. Engle, David M. Lilien, Emad Kandil, Zaid Al‐Qurayshi, N. Edward Coulson, Gregory W. Randolph, Adam Hauch, Ralph W. Sanders, Joseph F. Buell and William A. Reese and has published in prestigious journals such as Econometrica, Management Science and Nature Methods.

In The Last Decade

Russell P. Robins

18 papers receiving 1.8k citations

Hit Papers

align trajectories sort by overperformance

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.

Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model

1987 1.7k citations Robert F. Engle, David M. Lilien et al. Econometrica profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Russell P. Robins United States	12	1.5k	1.4k	771	149	144	20	2.1k
William J. Breen United States	16	1.4k 0.9×	888 0.6×	305 0.4×	374 2.5×	30 0.2×	44	2.2k
Tan Wang China	11	768 0.5×	554 0.4×	189 0.2×	386 2.6×	19 0.1×	46	1.2k
Michele Leonardo Bianchi Italy	18	556 0.4×	425 0.3×	70 0.1×	155 1.0×	58 0.4×	61	1.1k
Javier Estrada Spain	20	1.0k 0.7×	634 0.5×	194 0.3×	287 1.9×	23 0.2×	108	1.5k
Yi Tang United States	17	1.3k 0.9×	989 0.7×	284 0.4×	140 0.9×	26 0.2×	67	1.7k
Angela Ng Canada	13	1.3k 0.9×	1.2k 0.8×	584 0.8×	37 0.2×	36 0.3×	23	1.8k
Mikhail Chernov United States	26	3.0k 2.0×	1.4k 1.0×	775 1.0×	119 0.8×	14 0.1×	63	3.3k
Seppo Pynnönen Finland	18	605 0.4×	479 0.3×	144 0.2×	31 0.2×	35 0.2×	65	1.4k
José Dias Curto Portugal	19	256 0.2×	275 0.2×	75 0.1×	37 0.2×	83 0.6×	58	1.5k
Frank C. Jen United States	16	543 0.4×	369 0.3×	79 0.1×	95 0.6×	12 0.1×	45	899

Countries citing papers authored by Russell P. Robins

Since Specialization

Citations

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

Fields of papers citing papers by Russell P. Robins

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Russell P. Robins. 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 Russell P. Robins. The network helps show where Russell P. Robins may publish in the future.

Co-authorship network of co-authors of Russell P. Robins

This figure shows the co-authorship network connecting the top 25 collaborators of Russell P. Robins. A scholar is included among the top collaborators of Russell P. Robins 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 Russell P. Robins. Russell P. Robins 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

Robins, Russell P., et al.. (2023). A New Look at Expected Stock Returns and Volatility. RePEc: Research Papers in Economics. 12(1-4). 225–270.

Gupta, Mrinali P., Sushmita Mukherjee, Russell P. Robins, et al.. (2019). Non-reversible tissue fixation retains extracellular vesicles for in situ imaging. Nature Methods. 16(12). 1269–1273. 17 indexed citations

Al‐Qurayshi, Zaid, Russell P. Robins, Nitin A. Pagedar, Gregory W. Randolph, & Emad Kandil. (2019). Impact of international classification of diseases, 10th revision, on head and neck surgery. The Laryngoscope. 130(2). 398–404. 1 indexed citations

Robins, Russell P., et al.. (2019). On Structural Changes in the Holiday Effect. The journal of wealth management. 21(4). 98–105. 3 indexed citations

Reese, William A. & Russell P. Robins. (2017). Performing an event study: An exercise for finance students. The Journal of Economic Education. 48(3). 206–215. 7 indexed citations

Robins, Russell P., et al.. (2017). On Unmodeled Breaks in the Turn of the Year, Turn of the Month, and January Effects. Financial Review. 52(4). 725–747. 11 indexed citations

Robins, Russell P., et al.. (2016). No More Weekend Effect. RePEc: Research Papers in Economics. 5(2). 417–424. 13 indexed citations

Al‐Qurayshi, Zaid, Russell P. Robins, Joseph F. Buell, & Emad Kandil. (2016). Surgeon volume impact on outcomes and cost of adrenal surgeries. European Journal of Surgical Oncology. 42(10). 1483–1490. 25 indexed citations

Al‐Qurayshi, Zaid, Russell P. Robins, Adam Hauch, Gregory W. Randolph, & Emad Kandil. (2015). Association of Surgeon Volume With Outcomes and Cost Savings Following Thyroidectomy. JAMA Otolaryngology–Head & Neck Surgery. 142(1). 32–32. 144 indexed citations

10.

Robins, Russell P., et al.. (2002). AN APPLICATION OF ARCH AND ARCH-M MODELS TO STUDY INFLATION IN MEXICO FROM 1978 TO 1999. Revista Mexicana de Economía y Finanzas. 1(3). 169–186.

11.

Robins, Russell P., et al.. (1995). Do Government Agencies Use Public Data?: The Case of GNP. The Review of Economics and Statistics. 77(1). 170–170. 12 indexed citations

12.

Robins, Russell P., et al.. (1994). An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques. Management Science. 40(6). 798–808. 11 indexed citations

13.

Coulson, N. Edward & Russell P. Robins. (1993). Forecast combination in a dynamic setting. Journal of Forecasting. 12(1). 63–67. 20 indexed citations

14.

Robins, Russell P., et al.. (1993). Forecasting quarterly data using monthly information. Journal of Forecasting. 12(3-4). 321–330. 17 indexed citations

15.

Sanders, Ralph W. & Russell P. Robins. (1991). Discriminating between wealth and information effects in event studies in accounting and finance research. Review of Quantitative Finance and Accounting. 1(3). 307–329. 40 indexed citations

16.

Engle, Robert F., David M. Lilien, & Russell P. Robins. (1987). Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model. Econometrica. 55(2). 391–391. 1693 indexed citations breakdown →

17.

Coulson, N. Edward & Russell P. Robins. (1985). A Comment on the Testing of Functional Form in First Difference Models. The Review of Economics and Statistics. 67(4). 710–710. 4 indexed citations

18.

Coulson, N. Edward & Russell P. Robins. (1985). Aggregate economic activity and the variance of inflation. Economics Letters. 17(1-2). 71–75. 37 indexed citations

19.

Robins, Russell P., et al.. (1985). Alternative specifications of the demand for money and their implications for forecasting and policy analysis with large macroeconomic models. Journal of Policy Modeling. 7(2). 361–373. 3 indexed citations

20.

Sinai, Allen, et al.. (1983). TAXES, SAVING, AND INVESTMENT: SOME EMPIRICAL EVIDENCE. National Tax Journal. 36(3). 321–345. 5 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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