← All authors Alex Maynard University of Guelph (from arXiv:2306.00296, 2023) · ORCID · OpenAlex
24 papers in scope · 24 published · 1 on the econ.EM arXiv · 539 citations · h-index 10 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yannick Hoga Christian Schulz Rui Fan Christis Katsouris Ji Hyung Lee Tobias Fissler Timo Dimitriadis Youngki Shin Nina Kuriyama Marius Puke Katsumi Shimotsu Alain Pirotte Oğuzhan Akgün Zhenlin Yang Julie Schnaitmann Jasper Rennspies Jeannine Polivka Sina Streicher Patrick Schmidt Zhentao Shi Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 24)
Order flow and cryptocurrency returns
published 2026 · Journal of Financial Markets · 2 citations · first circulated 2024
with Alexia Anastasopoulos, Nikola Gradojević, Fred Liu, Ilias Tsiakas
Robust Conditional Kurtosis and the Cross-Section of International Stock Returns
published 2025 · Journal of Business and Economic Statistics · first circulated 2023
with Ruifeng Liu, Ilias Tsiakas
Editorial: Asymmetries in applied macro and financial modeling and econometrics
published 2025 · The Journal of Economic Asymmetries
with Alessandra Pelloni
published 2024 · Journal of Econometrics · 14 citations · first circulated 2023
Valuating the capital structure under incomplete information
published 2023 · Investment Management and Financial Innovations · 1 citations
with Dong Meng Ren, Yunmin Chen, Sergiy Pysarenko
Long-horizon stock valuation and return forecasts based on demographic projections
published 2022 · Journal of Empirical Finance · 3 citations
Fuel-feed-livestock price linkages under structural changes
published 2021 · Applied Economics · 8 citations
with Zhige Wu, Alfons Weersink
Special Issue “Celebrated Econometricians: Peter Phillips”
published 2021 · Econometrics
Asymmetric spot‐futures price adjustments in grain markets
published 2018 · Journal of Futures Markets · 8 citations
with Zhige Wu, Alfons Weersink, Getu Hailu
The finite sample power of long-horizon predictive tests in models with financial bubbles
published 2016 · International Review of Financial Analysis · 3 citations
with Dongmeng Ren
Empirical analysis of corn and soybean basis in Canada
published 2015 · Applied Economics · 7 citations
with Getu Hailu, Alfons Weersink
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
published 2012 · Econometric Reviews · 21 citations
with Aaron D. Smallwood, Mark E. Wohar
Persistence-robust surplus-lag Granger causality testing
published 2012 · Journal of Econometrics · 43 citations · first circulated 2008
with Dietmar Bauer
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks
published 2011 · Journal of Business and Economic Statistics · 23 citations
Localized level crossing random walk test robust to the presence of structural breaks
published 2010 · Computational Statistics & Data Analysis · 1 citations
with Vitali Alexeev
COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
published 2009 · Econometric Theory · 27 citations · first circulated 2004
Public insurance and private savings: who is affected and by how much?
published 2008 · Journal of Applied Econometrics · 43 citations
with Jiaping Qiu
A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests
published 2007 · Studies in Nonlinear Dynamics and Econometrics · 7 citations
with Wei Liu
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests
published 2006 · Canadian Journal of Economics/Revue canadienne d économique · 35 citations
Testing forward rate unbiasedness allowing for persistent regressors
published 2005 · Journal of Empirical Finance · 40 citations
with Wei Liu
The Long and the Short of It: Long Memory Regressors and Predictive Regressions
published 2005 · Computing in Economics and Finance
with Aaron D. Smallwood, Mark E. Wohar
no link
ECONOMETRIC THEORY , by James Davidson, Blackwell Publishers, 2000
published 2003 · Econometric Theory · 3 citations
Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns
published 2003 · The Review of Economics and Statistics · 41 citations
Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly
published 2001 · Journal of Applied Econometrics · 209 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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