Seth Pruitt

3.3k total citations · 3 hit papers
35 papers, 1.8k citations indexed

About

Seth Pruitt is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Seth Pruitt has authored 35 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Economics and Econometrics, 22 papers in Finance and 19 papers in General Economics, Econometrics and Finance. Recurrent topics in Seth Pruitt's work include Monetary Policy and Economic Impact (19 papers), Financial Markets and Investment Strategies (10 papers) and Market Dynamics and Volatility (8 papers). Seth Pruitt is often cited by papers focused on Monetary Policy and Economic Impact (19 papers), Financial Markets and Investment Strategies (10 papers) and Market Dynamics and Volatility (8 papers). Seth Pruitt collaborates with scholars based in United States, Switzerland and Canada. Seth Pruitt's co-authors include Bryan Kelly, Bryan T. Kelly, Yinan Su, Stefano Giglio, Bryan T. Kelly, Robert F. Martin, Michiel De Pooter, Tobias J. Moskowitz, James D. Hamilton and Nir Jaimovich and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Seth Pruitt

34 papers receiving 1.7k citations

Hit Papers

align trajectories

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.

Characteristics are covariances: A unified model of risk and return

2019 364 citations Bryan T. Kelly, Seth Pruitt et al. Journal of Financial Economics profile →
Market Expectations in the Cross‐Section of Present Values

2013 363 citations Bryan Kelly, Seth Pruitt The Journal of Finance profile →
Systemic risk and the macroeconomy: An empirical evaluation

2016 358 citations Bryan Kelly, Seth Pruitt et al. Journal of Financial Economics profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Seth Pruitt United States	14	1.4k	1.1k	495	438	280	35	1.8k
Erik Hjalmarsson United States	18	905 0.6×	888 0.8×	401 0.8×	274 0.6×	262 0.9×	67	1.4k
Mark Kritzman United States	25	1.7k 1.2×	1.3k 1.1×	386 0.8×	439 1.0×	515 1.8×	157	2.3k
Ben R. Marshall New Zealand	22	1.2k 0.8×	996 0.9×	290 0.6×	360 0.8×	535 1.9×	101	1.6k
Jun Cai Hong Kong	19	1.4k 1.0×	1.1k 1.0×	554 1.1×	131 0.3×	523 1.9×	53	1.8k
Haoxiang Zhu United States	19	1.4k 1.0×	793 0.7×	419 0.8×	221 0.5×	306 1.1×	49	1.7k
Steven Thorley United States	22	2.1k 1.5×	1.5k 1.3×	364 0.7×	515 1.2×	780 2.8×	50	2.5k
Jun Tu Singapore	17	2.2k 1.6×	1.8k 1.6×	624 1.3×	1.0k 2.3×	409 1.5×	50	2.8k
Clemens Kool Netherlands	20	892 0.6×	884 0.8×	611 1.2×	191 0.4×	348 1.2×	65	1.4k
Martin Martens Netherlands	22	1.9k 1.3×	1.6k 1.4×	702 1.4×	166 0.4×	180 0.6×	67	2.1k
Chris Kirby United States	17	2.3k 1.6×	1.8k 1.6×	765 1.5×	323 0.7×	186 0.7×	50	2.6k

Countries citing papers authored by Seth Pruitt

Since Specialization

Citations

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

Fields of papers citing papers by Seth Pruitt

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Seth Pruitt

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Mazumder, Rahul, et al.. (2023). Risk Exposures from Risk Disclosures: What They Said and How They Said It. SSRN Electronic Journal. 1 indexed citations

2.

Kelly, Bryan T. & Seth Pruitt. (2022). Reconciling TRACE Bond Returns. SSRN Electronic Journal. 5 indexed citations

3.

Kelly, Bryan & Seth Pruitt. (2022). Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment. RePEc: Research Papers in Economics. 11(2). 375–381. 1 indexed citations

4.

Kelly, Bryan T., Tobias J. Moskowitz, & Seth Pruitt. (2021). Understanding momentum and reversal. Journal of Financial Economics. 140(3). 726–743. 68 indexed citations

5.

Kelly, Bryan T., Tobias J. Moskowitz, & Seth Pruitt. (2020). Understanding Momentum and Reversals. SSRN Electronic Journal. 3 indexed citations

6.

Kelly, Bryan T., et al.. (2020). Modeling Corporate Bond Returns. SSRN Electronic Journal. 16 indexed citations

7.

Pruitt, Seth & Nicholas Turner. (2018). The Nature of Household Labor Income Risk. Finance and Economics Discussion Series. 2018.0(34). 3 indexed citations

8.

Pooter, Michiel De, Robert F. Martin, & Seth Pruitt. (2018). The Liquidity Effects of Official Bond Market Intervention. Journal of Financial and Quantitative Analysis. 53(1). 243–268. 42 indexed citations

9.

Kelly, Bryan T., Seth Pruitt, & Yinan Su. (2017). Some Characteristics Are Risk Exposures, and the Rest Are Irrelevant. SSRN Electronic Journal. 13 indexed citations

10.

Jaimovich, Nir, Seth Pruitt, & Henry Siu. (2013). The Demand for Youth: Explaining Age Differences in the Volatility of Hours. American Economic Review. 103(7). 3022–3044. 25 indexed citations

11.

Kelly, Bryan & Seth Pruitt. (2013). Market Expectations in the Cross‐Section of Present Values. The Journal of Finance. 68(5). 1721–1756. 363 indexed citations breakdown →

12.

Kelly, Bryan T. & Seth Pruitt. (2012). Market Expectations in the Cross Section of Present Values. SSRN Electronic Journal. 101 indexed citations

13.

Kelly, Bryan T. & Seth Pruitt. (2012). The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors. SSRN Electronic Journal. 55 indexed citations

14.

Pruitt, Seth. (2012). Uncertainty Over Models and Data: The Rise and Fall of American Inflation. Journal of money credit and banking. 44(2-3). 341–365. 10 indexed citations

15.

Hamilton, James D., et al.. (2009). The Market-Perceived Monetary Policy Rule. SSRN Electronic Journal. 5 indexed citations

16.

Pruitt, Seth, Nir Jaimovich, & Henry Siu. (2009). The Demand for Youth: Implications for the Hours Volatility Puzzle. SSRN Electronic Journal.

17.

Floetotto, Max, Nir Jaimovich, & Seth Pruitt. (2009). Markup Variation and Endogenous Fluctuations in the Price of Investment Goods. International Finance Discussion Paper. 2009.0(968). 1–17. 6 indexed citations

18.

Floetotto, Max, Nir Jaimovich, & Seth Pruitt. (2009). Markup Variation and Endogenous Fluctuations in the Price of Investment Goods. SSRN Electronic Journal. 4 indexed citations

19.

Hamilton, James D., et al.. (2009). The Market-Perceived Monetary Policy Rule. International Finance Discussion Paper. 2009.0(982). 1–31. 1 indexed citations

20.

Pruitt, Seth. (2008). Uncertainty Over Models and Data: The Rise and Fall of American Inflation. International Finance Discussion Paper. 2008.0(962). 1–27. 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.

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