Thomas H. McCurdy

1.8k total citations
38 papers, 1.2k citations indexed

About

Thomas H. McCurdy is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Thomas H. McCurdy has authored 38 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 31 papers in Economics and Econometrics and 14 papers in General Economics, Econometrics and Finance. Recurrent topics in Thomas H. McCurdy's work include Financial Risk and Volatility Modeling (22 papers), Market Dynamics and Volatility (20 papers) and Financial Markets and Investment Strategies (19 papers). Thomas H. McCurdy is often cited by papers focused on Financial Risk and Volatility Modeling (22 papers), Market Dynamics and Volatility (20 papers) and Financial Markets and Investment Strategies (19 papers). Thomas H. McCurdy collaborates with scholars based in Canada, United States and Italy. Thomas H. McCurdy's co-authors include John M. Maheu, Ieuan G. Morgan, Xiaofei Zhao, Thanasis Stengos, Yong Song, Allan W. Gregory, Louis Gagnon, Craig Burnside, David Rose and Ernst R. Berndt and has published in prestigious journals such as Journal of Financial Economics, Review of Financial Studies and The Review of Economics and Statistics.

In The Last Decade

Thomas H. McCurdy

37 papers receiving 1.1k citations

Peers

Thomas H. McCurdy

FINAN

GEEF

MSOR

ACCOU

Robert Engle United States

Ernst Schaumburg United States

Sassan Alizadeh United States

Martín Solà United Kingdom

Michael J. Dueker United States

Martin Martens Netherlands

Zacharias Psaradakis United Kingdom

Jimmy E. Hilliard United States

Ramaprasad Bhar Australia

Davide Pettenuzzo United States

Robert Engle United States

Thomas H. McCurdy

1.4k ×1.5

FINAN

1.3k ×1.4

526 ×1.2

GEEF

155 ×1.3

MSOR

87 ×0.9

ACCOU

Citations per year, relative to Thomas H. McCurdy Thomas H. McCurdy (= 1×) peers Robert Engle

Countries citing papers authored by Thomas H. McCurdy

Since Specialization

Citations

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

Fields of papers citing papers by Thomas H. McCurdy

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thomas H. McCurdy. 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 Thomas H. McCurdy. The network helps show where Thomas H. McCurdy may publish in the future.

Co-authorship network of co-authors of Thomas H. McCurdy

This figure shows the co-authorship network connecting the top 25 collaborators of Thomas H. McCurdy. A scholar is included among the top collaborators of Thomas H. McCurdy 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 Thomas H. McCurdy. Thomas H. McCurdy 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

McCurdy, Thomas H., et al.. (2023). A Meta-Analysis of Sampled Maximal Aerobic Capacity Data for Boys Aged 11 Years Old or Less Obtained by Cycle Ergometry. Life. 13(2). 276–276. 1 indexed citations

Maheu, John M., Thomas H. McCurdy, & Yong Song. (2021). Bull and bear markets during the COVID-19 pandemic. Finance research letters. 42. 102091–102091. 6 indexed citations

McCurdy, Thomas H., et al.. (2011). Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth. SSRN Electronic Journal. 12 indexed citations

Maheu, John M. & Thomas H. McCurdy. (2009). How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?. Journal of Business and Economic Statistics. 27(1). 95–112. 22 indexed citations

Maheu, John M. & Thomas H. McCurdy. (2008). Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?. SSRN Electronic Journal. 24 indexed citations

Maheu, John M. & Thomas H. McCurdy. (2007). Modeling foreign exchange rates with jumps. RePEc: Research Papers in Economics. 8 indexed citations

Maheu, John M. & Thomas H. McCurdy. (2007). Components of Market Risk and Return. Journal of Financial Econometrics. 5(4). 560–590. 27 indexed citations

Maheu, John M. & Thomas H. McCurdy. (2005). The long-run relationship between market risk and return. RePEc: Research Papers in Economics. 1 indexed citations

McCurdy, Thomas H., et al.. (2000). Identifying Bull and Bear Markets in Stock Returns. Journal of Business and Economic Statistics. 18(1). 100–112. 182 indexed citations

10.

Maheu, John M. & Thomas H. McCurdy. (1999). Identifying Bull and Bear Markets in Stock Returns. SSRN Electronic Journal. 25 indexed citations

11.

Gagnon, Louis, et al.. (1998). Hedging foreign currency portfolios. Journal of Empirical Finance. 5(3). 197–220. 7 indexed citations

12.

McCurdy, Thomas H., et al.. (1998). The Impact of News on Foreign Exchange Rates: Evidence from High Frequency Data. TSpace. 19 indexed citations

13.

McCurdy, Thomas H., et al.. (1995). An International Economy with Country-Specific Money and Productivity Growth Processes. Canadian Journal of Economics/Revue canadienne d économique. 28. S141–S141. 3 indexed citations

14.

McCurdy, Thomas H., et al.. (1994). Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth. Journal of Business and Economic Statistics. 12(3). 279–288. 173 indexed citations

15.

Burnside, Craig & Thomas H. McCurdy. (1992). The Equity Premium Puzzle. SSRN Electronic Journal. 1 indexed citations

16.

McCurdy, Thomas H. & Ieuan G. Morgan. (1992). Evidence of Risk Premiums in Foreign Currency Futures Markets. Review of Financial Studies. 5(1). 65–83. 3 indexed citations

17.

McCurdy, Thomas H. & Ieuan G. Morgan. (1991). Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity. The Review of Economic Studies. 58(3). 587–587. 7 indexed citations

18.

McCurdy, Thomas H.. (1987). Some employment, income, and occupational effects of microelectronic-based technical change: A multisectoral simulation for Canada. Journal of Policy Modeling. 9(2). 337–365. 1 indexed citations

19.

McCurdy, Thomas H. & Ieuan G. Morgan. (1986). Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroskedasticity. SSRN Electronic Journal. 21 indexed citations

20.

Berndt, Ernst R., Thomas H. McCurdy, & David Rose. (1980). On Testing Theories of Financial Intermediary Portfolio Selection. The Review of Economic Studies. 47(5). 861–873. 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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