Stuart Hyde

1.1k total citations
55 papers, 690 citations indexed

About

Stuart Hyde is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Stuart Hyde has authored 55 papers receiving a total of 690 indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 40 papers in Economics and Econometrics and 29 papers in General Economics, Econometrics and Finance. Recurrent topics in Stuart Hyde's work include Financial Markets and Investment Strategies (30 papers), Monetary Policy and Economic Impact (28 papers) and Market Dynamics and Volatility (25 papers). Stuart Hyde is often cited by papers focused on Financial Markets and Investment Strategies (30 papers), Monetary Policy and Economic Impact (28 papers) and Market Dynamics and Volatility (25 papers). Stuart Hyde collaborates with scholars based in United Kingdom, United States and Ireland. Stuart Hyde's co-authors include Don Bredın, Massimo Guidolin, Lavinia Rognone, S. Sarah Zhang, Dirk Nitzsche, Gerard O’Reilly, David G. McMillan, Cal B. Muckley, Mohamed Sherif and Keith Cuthbertson and has published in prestigious journals such as Journal of Banking & Finance, International Journal of Forecasting and Journal of International Money and Finance.

In The Last Decade

Stuart Hyde

51 papers receiving 645 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Stuart Hyde United Kingdom 15 518 454 286 96 65 55 690
Igor Masten Slovenia 12 353 0.7× 252 0.6× 312 1.1× 92 1.0× 58 0.9× 28 564
Adrián Fernández-Pérez New Zealand 14 593 1.1× 335 0.7× 184 0.6× 64 0.7× 52 0.8× 65 685
Valerio Potì Ireland 12 636 1.2× 407 0.9× 183 0.6× 88 0.9× 97 1.5× 64 780
Licheng Sun United States 10 718 1.4× 827 1.8× 254 0.9× 151 1.6× 22 0.3× 39 995
Jui‐Cheng Hung Taiwan 13 472 0.9× 387 0.9× 176 0.6× 31 0.3× 47 0.7× 36 603
Frankie Chau United Kingdom 12 455 0.9× 366 0.8× 129 0.5× 153 1.6× 27 0.4× 16 594
Michael Hasler Canada 8 471 0.9× 539 1.2× 110 0.4× 163 1.7× 28 0.4× 23 659
Sassan Alizadeh United States 5 711 1.4× 939 2.1× 266 0.9× 97 1.0× 22 0.3× 6 1.1k
Dionisis Philippas France 13 371 0.7× 323 0.7× 103 0.4× 59 0.6× 126 1.9× 35 511
Hans Byström Sweden 11 312 0.6× 448 1.0× 153 0.5× 119 1.2× 28 0.4× 43 625

Countries citing papers authored by Stuart Hyde

Since Specialization
Citations

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

Fields of papers citing papers by Stuart Hyde

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Stuart Hyde

This figure shows the co-authorship network connecting the top 25 collaborators of Stuart Hyde. A scholar is included among the top collaborators of Stuart Hyde 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 Stuart Hyde. Stuart Hyde 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.
Javed, Farrukh, et al.. (2023). A reality check on the GARCH-MIDAS volatility models. European Journal of Finance. 30(6). 575–596. 1 indexed citations
2.
Rognone, Lavinia, Stuart Hyde, & S. Sarah Zhang. (2020). News sentiment in the cryptocurrency market: An empirical comparison with Forex. International Review of Financial Analysis. 69. 101462–101462. 112 indexed citations
3.
Hyde, Stuart & Mohamed Sherif. (2017). Don't Break the Habit: Structural Stability Tests of Consumption Asset Pricing Models in the UK. SSRN Electronic Journal.
4.
Guidolin, Massimo & Stuart Hyde. (2014). Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data. Quantitative Finance. 14(12). 2135–2153. 1 indexed citations
5.
Bowe, Michael, et al.. (2013). Duration, trading volume and the price impact of trades in an emerging futures market. Emerging Markets Review. 17. 89–105. 5 indexed citations
6.
Guidolin, Massimo, et al.. (2010). Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence. SSRN Electronic Journal. 4 indexed citations
7.
Guidolin, Massimo & Stuart Hyde. (2010). Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment. Computational Statistics & Data Analysis. 56(11). 3546–3566. 7 indexed citations
8.
Guidolin, Massimo & Stuart Hyde. (2010). Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective. SSRN Electronic Journal. 2 indexed citations
9.
Hyde, Stuart & Mohamed Sherif. (2009). Tests of the Conditional Asset Pricing Model: Further Evidence from the Cross-Section of Stock Returns. SSRN Electronic Journal. 1 indexed citations
10.
Guidolin, Massimo & Stuart Hyde. (2009). What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model. Applied Financial Economics. 19(6). 463–488. 6 indexed citations
11.
Hyde, Stuart & Mohamed Sherif. (2009). Consumption asset pricing and the term structure. The Quarterly Review of Economics and Finance. 50(1). 99–109. 8 indexed citations
12.
Guidolin, Massimo, et al.. (2009). Non-linear predictability in stock and bond returns: When and where is it exploitable?. International Journal of Forecasting. 25(2). 373–399. 52 indexed citations
13.
Hyde, Stuart. (2007). The Response of Industry Stock Returns to Market, Exchange Rate and Interest Rate Risk. Research Explorer (The University of Manchester). 38 indexed citations
14.
Hyde, Stuart & Mohamed Sherif. (2007). Consumption Asset Pricing and the Term Structure. SSRN Electronic Journal. 1 indexed citations
15.
Cuthbertson, Keith, Dirk Nitzsche, & Stuart Hyde. (2007). MONETARY POLICY AND BEHAVIOURAL FINANCE. Journal of Economic Surveys. 21(5). 935–969. 1 indexed citations
16.
Hyde, Stuart, et al.. (2007). Correlation Dynamics between Asia-Pacific, EU and US Stock Returns. SSRN Electronic Journal. 16 indexed citations
17.
Hyde, Stuart, et al.. (2006). Monetary Policy and Behavioral Finance. SSRN Electronic Journal.
18.
Hyde, Stuart & Mohamed Sherif. (2005). Don’t break the habit: structural stability tests of consumption asset pricing models in the UK. Applied Economics Letters. 12(5). 289–296. 7 indexed citations
19.
Hyde, Stuart & Don Bredın. (2004). FOREX Risk: Measurement and Evaluation Using Value-at-Risk. SSRN Electronic Journal. 4 indexed citations
20.
Cuthbertson, Keith, Simon Hayes, & Stuart Hyde. (1998). The industry response to macroeconomic shocks in the UK, Germany and France and the convergence debate. Economic and social review. 29(4). 383–401. 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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