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Econometrics
OpenAlex concept - C149782125
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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