Financial economics

Field
Subfield
Domain
OpenAlex	C106159729

Smeal faculty

• Liang Peng - score 2.1
• Timothy T. Simin - score 1.7
• Eva Maria Steiner - score 1.7
• Stephen Lenkey - score 1.7
• Jingzhi Huang - score 1.7
• Charles Cao - score 1.5
• Dennis P. Sheehan - score 1.3
• Giang Nguyen - score 1.3
• Joel M. Vanden - score 1.1
• David Haushalter - score 1.0
• Steven J. Huddart - score 1.0
• Phong Truong - score 0.9
• Orie E. Barron - score 0.8
• Henock Louis - score 0.7
• Mihail Velikov - score 0.7
• Brent W. Ambrose - score 0.6
• William Kracaw - score 0.5
• Nan Zhu - score 0.4
• James A. Miles - score 0.4
• James McKeown - score 0.4
• Jess Cornaggia - score 0.4
• Brent Schmidt - score 0.3
• Tony M. Kwasnica - score 0.3
• David A. Cather - score 0.3

Papers

• Empirical Performance of Alternative Option Pricing Models (1997) - cites 1073
• Structural Models of Corporate Bond Pricing: An Empirical Analysis (2002) - cites 398
• Pricing and Hedging American Options: A Recursive Integration Method (1996) - cites 310
• Raiders or saviors? The evidence on six controversial investors (1985) - cites 307
• Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research* (2011) - cites 258
• Price Discovery without Trading: Evidence from the Nasdaq Preopening (2000) - cites 243
• Do Call Prices and the Underlying Stock Always Move in the Same Direction? (2000) - cites 201
• Are Firms Successful at Selective Hedging?* (2006) - cites 200
• Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence (2008) - cites 192
• A new historical database for the NYSE 1815 to 1925: Performance and predictability (2001) - cites 143
• The alpha factor asset pricing model: A parable (1999) - cites 131
• The Alpha Factor Asset Pricing Model: A Parable (1998) - cites 127
• The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency (1992) - cites 121
• A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability (2000) - cites 112
• A Laboratory Experiment to Compare Two Market Institutions for Emissions Trading (2010) - cites 100
• Value Creation from Equity Carve-Outs (2002) - cites 67
• Options Trading and the CAPM (2003) - cites 62
• Differential Interpretations and Trading Volume (2000) - cites 54
• What Does the Market Learn from Stock Offering Revisions? (1998) - cites 49
• Information Distribution Within Firms: Evidence from Stock Option Exercises (2001) - cites 48
• The Block Pricing Puzzle (2001) - cites 45
• Voluntary Disclosure to Influence Investor Reactions to Merger Announcements: An Examination of Conference Calls (2010) - cites 43
• Investor Inattention and the Market Reaction to Merger Announcements (2010) - cites 41
• Betting Against Betting Against Beta (2018) - cites 40
• An Investigation of the Gains from Specialized Equity Claims (2003) - cites 40
• Do Local Capital Market Conditions Affect Consumers' Borrowing Decisions? (2012) - cites 37
• Determinants of Bond Risk Premia (2010) - cites 34
• Time Variation in Diversification Benefits of Commodity, REITs, and TIPS (2010) - cites 34
• Location density, systematic risk, and cap rates: Evidence from REITs (2021) - cites 28
• Fundamental Drivers of Dependence in REIT Returns (2016) - cites 25