Econometrics

Field
Subfield
Domain
OpenAlex	C149782125

Smeal faculty

• Charles Whiteman - score 9.9
• Timothy T. Simin - score 7.7
• James McKeown - score 6.6
• Joel M. Vanden - score 4.7
• Charles Cao - score 4.3
• Liang Peng - score 4.2
• Duncan K. Fong - score 4.0
• Mihail Velikov - score 3.4
• Brent B. Moritz - score 3.3
• Nan Zhu - score 2.8
• Dan Givoly - score 2.5
• Jingzhi Huang - score 2.5
• Orie E. Barron - score 2.3
• Brent W. Ambrose - score 2.2
• Saurabh Bansal - score 2.1
• Rick Mergenthaler - score 2.1
• John C. Liechty - score 1.8
• Karl A. Muller - score 1.7
• Giang Nguyen - score 1.6
• Aydin Alptekinoglu - score 1.5
• Arnold F. Shapiro - score 1.5
• Gary L. Lilien - score 1.3
• Steven J. Huddart - score 1.2
• Phong Truong - score 1.1
• Johanna Amaya - score 1.0
• Hans Baumgartner - score 1.0
• Brian Lee - score 0.6
• Tony M. Kwasnica - score 0.6
• James A. Miles - score 0.5
• Sergey Naumov - score 0.5

Papers

• Empirical Performance of Alternative Option Pricing Models (1997) - cites 2709
• Empirical Performance of Alternative Option Pricing Models (1997) - cites 1073
• Spurious Regressions in Financial Economics? (2003) - cites 592
• Measuring Reporting Conservatism (2007) - cites 571
• Integration Versus Trend Stationary in Time Series (1992) - cites 511
• Using analysts' forecasts to measure properties of analysts' information environment. (1998) - cites 504
• Inequality Constraints in the Univariate GARCH Model (1992) - cites 502
• On the use of structural equation models for marketing modeling (2000) - cites 446
• Informational content of option volume prior to takeovers (2005) - cites 430
• Portfolio selection with higher moments (2010) - cites 423
• The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood (1992) - cites 413
• Chapter 3 The Two QCAs: From a Small-N to a Large-N Set Theoretic Approach (2013) - cites 397
• Can Growth Options Explain the Trend in Idiosyncratic Risk? (2006) - cites 368
• The biasing effect of common method variance: some clarifications (2021) - cites 270
• Pricing and hedging long-term options (2000) - cites 263
• Dispersion in Analysts' Earnings Forecasts as a Measure of Uncertainty (1998) - cites 263
• A Bayesian approach to dynamic macroeconomics (2000) - cites 224
• The Time-Series Properties of Annual Earnings (1977) - cites 219
• Estimating the Costs of Issuer-Paid Credit Ratings (2013) - cites 217
• Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa (1998) - cites 216
• Inequality Constraints in the Univariate GARCH Model (1992) - cites 215
• Bias and Systematic Change in the Parameter Estimates of Macro-Level Diffusion Models (1997) - cites 213
• Reconsidering ‘trends and random walks in macroeconomic time series’ (1991) - cites 212
• Portfolio Selection with Higher Moments (2004) - cites 194
• Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence (2008) - cites 192
• The engine of growth or its handmaiden? (1996) - cites 190
• Bayesian Estimation and Control of Detailing Effort in a Repeat Purchase Diffusion Environment (1981) - cites 186
• Tick Size, Spread, and Volume (1996) - cites 172
• Predicting bitcoin returns using high-dimensional technical indicators (2018) - cites 172
• Exploring Metropolitan Housing Price Volatility (2006) - cites 169