Andreas Neuhierl

Finance · 2013–2020

A researcher in the Science corpus: 2 papers; trusts 17 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Andreas Neuhierl trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Paul C. Tetlock
  2. Werner Antweiler
  3. P. R. Hansen
  4. Craig Burnside
  5. Murray Z. Frank
  6. Asger Lunde
  7. Torben G. Andersen
  8. Nicolai Meinshausen
  9. Andrea Frazzini
  10. Ming Yuan

Who trusts Andreas Neuhierl overall

  1. George Serafeim
  2. Johannes Luger
  3. Terrence Hendershott
  4. Luyang Chen
  5. Sebastian Raisch
  6. Dmitry Livdan

Papers from Andreas Neuhierl's perspective

Ordered by how strongly the researchers Andreas Neuhierl trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Cross-Section of Volatility and Expected Returns
  2. High-dimensional graphs and variable selection with the Lasso
  3. Digesting Anomalies: An Investment Approach
  4. Model selection and estimation in regression with grouped variables
  5. Realized Variance and Market Microstructure Noise
  6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  7. All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
  8. Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
  9. Trading Volume, Information Asymmetry, and Timing Information
  10. Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web

Their papers