Financial economics

Field
Subfield
Domain
OpenAlex	C106159729

Smeal faculty

• Eva Maria Steiner - score 1.7
• Liang Peng - score 1.6
• Dennis P. Sheehan - score 1.3
• Giang Nguyen - score 1.3
• Timothy T. Simin - score 1.3
• Steven J. Huddart - score 1.2
• Joel M. Vanden - score 1.1
• David Haushalter - score 1.0
• Charles Cao - score 1.0
• Mihail Velikov - score 0.9
• Stephen Lenkey - score 0.9
• Phong Truong - score 0.9
• Jingzhi Huang - score 0.8
• Eric P. Smith - score 0.7
• Samuel Burton Bonsall - score 0.7
• Brent W. Ambrose - score 0.6
• Frederick Hood - score 0.6
• Chris J. Muscarella - score 0.5
• Orie E. Barron - score 0.4
• Jed Neilson - score 0.4
• Anh Le - score 0.4
• James A. Miles - score 0.4
• James McKeown - score 0.4
• Tony M. Kwasnica - score 0.3
• David A. Cather - score 0.3

Papers

• Pricing and Hedging American Options: A Recursive Integration Method (1996) - cites 294
• Raiders or saviors? The evidence on six controversial investors (1985) - cites 289
• Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research* (2011) - cites 275
• Price Discovery without Trading: Evidence from the Nasdaq Preopening (2000) - cites 231
• Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence (2008) - cites 205
• Are Firms Successful at Selective Hedging?* (2006) - cites 199
• Do Call Prices and the Underlying Stock Always Move in the Same Direction? (2000) - cites 191
• The alpha factor asset pricing model: A parable (1999) - cites 174
• A new historical database for the NYSE 1815 to 1925: Performance and predictability (2001) - cites 135
• The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency (1992) - cites 118
• A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability (2000) - cites 108
• A Laboratory Experiment to Compare Two Market Institutions for Emissions Trading (2010) - cites 99
• Value Creation from Equity Carve-Outs (2002) - cites 66
• Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation (2008) - cites 63
• Options Trading and the CAPM (2003) - cites 55
• What Does the Market Learn from Stock Offering Revisions? (1998) - cites 49
• The Block Pricing Puzzle (2001) - cites 47
• An Investigation of the Gains from Specialized Equity Claims (2003) - cites 37
• Determinants of Bond Risk Premia (2010) - cites 33
• Location Density, Systematic Risk, and Cap Rates: Evidence from REITs (2021) - cites 27
• Fundamental Drivers of Dependence in REIT Returns (2016) - cites 25
• Psychological Factors, Stock Price Paths, and Trading Volume (2005) - cites 25
• Evidence on Surrogates for Earnings Expectations Within a Capital Market Context (1990) - cites 22
• Are Firms Successful at 'Selective' Hedging? (2001) - cites 21
• Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market (2018) - cites 18
• Expected Commodity Futures Returns (2008) - cites 16
• The Consequences of REIT Index Membership for Return Patterns (2016) - cites 15
• Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation (2018) - cites 10
• Managers’ Use of Forward and Non-Forward-Looking Narratives in Earnings Press Releases (2014) - cites 7
• Current Expected Credit Loss (CECL) Model and Analyst Forecasts (2022) - cites 5