A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Testing the null hypothesis of stationarity against the alternative of a unit root

Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90104-y · Cited by 12,633 · see citing works

How Much Should We Trust Differences-in-Differences Estimates?

Bertrand, M., Duflo, E., & Mullainathan, S. (2004) · The Quarterly Journal of Economics · doi:10.1162/003355304772839588 · Cited by 10,641 · see citing works

Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data

Driscoll, J. C., & Kraay, A. C. (1998) · Review of Economics and Statistics · doi:10.1162/003465398557825 · Cited by 6,865 · see citing works

Giving content to investor sentiment: The role of media in the stock market

TETLOCK, P. C. (2007) · The Journal of Finance · doi:10.1111/j.1540-6261.2007.01232.x · Cited by 4,827 · see citing works

Learning about a New Technology: Pineapple in Ghana

Conley, T. G., & Udry, C. R. (2010) · American Economic Review · doi:10.1257/aer.100.1.35 · Cited by 2,180 · see citing works

International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?: <scp>international cost of equity capital</scp>

HAIL, L., & LEUZ, C. (2006) · Journal of Accounting Research · doi:10.1111/j.1475-679x.2006.00209.x · Cited by 1,371 · see citing works

Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization

Chen, J., Hong, H., Huang, M., & Kubik, J. D. (2004) · American Economic Review · doi:10.1257/0002828043052277 · Cited by 1,430 · see citing works

Predictable Risk and Returns in Emerging Markets

Harvey, C. R. (1995) · Review of Financial Studies · doi:10.1093/rfs/8.3.773 · Cited by 982 · see citing works

Climate risks and market efficiency

Hong, H., Li, F. W., & Xu, J. (2019) · Journal of Econometrics · doi:10.1016/j.jeconom.2018.09.015 · Cited by 967 · see citing works

Climate econometrics

Hsiang, S. (2016) · Annual Review of Resource Economics · doi:10.1146/annurev-resource-100815-095343 · Cited by 573 · see citing works

Risk Everywhere: Modeling and Managing Volatility

Bollerslev, T., Hood, B., Huss, J., & Pedersen, L. H. (2018) · The Review of Financial Studies · doi:10.1093/rfs/hhy041 · Cited by 359 · see citing works

Conformists and Mavericks: The Empirics of Frequency-Dependent Cultural Transmission

EFFERSON, C., LALIVE, R., RICHERSON, P., MCELREATH, R., & LUBELL, M. (2008) · Evolution and Human Behavior · doi:10.1016/j.evolhumbehav.2007.08.003 · Cited by 336 · see citing works

Carbon price drivers: Phase I versus Phase II equilibrium?

Creti, A., Jouvet, P.-A., & Mignon, V. (2012) · Energy Economics · doi:10.1016/j.eneco.2011.11.001 · Cited by 330 · see citing works

Learning and the disappearing association between governance and returns

Bebchuk, L. A., Cohen, A., & Wang, C. C. Y. (2013) · Journal of Financial Economics · doi:10.1016/j.jfineco.2012.10.004 · Cited by 311 · see citing works

Opioid agonist treatments and heroin overdose deaths in Baltimore, Maryland, 1995–2009

Schwartz, R. P., Gryczynski, J., O’Grady, K. E., Sharfstein, J. M., Warren, G., Olsen, Y., Mitchell, S. G., & Jaffe, J. H. (2013) · American Journal of Public Health · doi:10.2105/ajph.2012.301049 · Cited by 276 · see citing works

Inference with dependent data using cluster covariance estimators

Bester, C. A., Conley, T. G., & Hansen, C. B. (2011) · Journal of Econometrics · doi:10.1016/j.jeconom.2011.01.007 · Cited by 258 · see citing works

A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion

Zerbib, O. D. (2022) · Review of Finance · doi:10.1093/rof/rfac045 · Cited by 252 · see citing works

The Role of Energy in the Industrial Revolution and Modern Economic Growth

Stern, D. I., & Kander, A. (2012) · The Energy Journal · doi:10.5547/01956574.33.3.5 · Cited by 243 · see citing works

Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability

Avramov, D., Cheng, S., & Metzker, L. (2023) · Management Science · doi:10.1287/mnsc.2022.4449 · Cited by 217 · see citing works

A new anomaly: the cross-sectional profitability of technical analysis

Han, Y., Yang, K., & Zhou, G. (2013) · Journal of Financial and Quantitative Analysis · doi:10.1017/s0022109013000586 · Cited by 231 · see citing works

A trend factor: any economic gains from using information over investment horizons?

Han, Y., Zhou, G., & Zhu, Y. (2016) · Journal of Financial Economics · doi:10.1016/j.jfineco.2016.01.029 · Cited by 202 · see citing works

The brain's resting-state activity is shaped by synchronized cross-frequency coupling of neural oscillations

Florin, E., & Baillet, S. (2015) · NeuroImage · doi:10.1016/j.neuroimage.2015.01.054 · Cited by 184 · see citing works

ESG Preference, Institutional Trading, and Stock Return Patterns

Cao, J., Titman, S., Zhan, X., & Zhang, W. (2023) · Journal of Financial and Quantitative Analysis · doi:10.1017/s0022109022000916 · Cited by 178 · see citing works

Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework

Hwang, J., & Sun, Y. (2018) · Journal of Econometrics · doi:10.1016/j.jeconom.2018.07.006 · Cited by 136 · see citing works

Savings and economic growth in South Africa: A multivariate causality test

Odhiambo, N. M. (2009) · Journal of Policy Modeling · doi:10.1016/j.jpolmod.2009.04.001 · Cited by 111 · see citing works

“The Cyclicality of Productivity Dispersion”

Kehrig, M. (2011) · doi:10.2139/ssrn.1787761 · Cited by 107 · see citing works

Trends in prescribing of sedative-hypnotic medications in the USA: 1993-2010.

Kaufmann, C. N., Spira, A. P., Alexander, G. C., Rutkow, L., & Mojtabai, R. (2016) · Pharmacoepidemiology and Drug Safety · doi:10.1002/pds.3951 · Cited by 105 · see citing works

Machine Learning Versus Economic Restrictions: Evidence from Stock Return Predictability

Avramov, D., Cheng, S., & Metzker, L. (2019) · SSRN Electronic Journal · doi:10.2139/ssrn.3450322 · Cited by 74 · see citing works

Reduction in dengue cases observed during mass control of Aedes (Stegomyia) in street catch basins in an endemic urban area in Colombia

Ocampo, C. B., Mina, N. J., Carabalí, M., Alexander, N., & Osorio, L. (2014) · Acta Tropica · doi:10.1016/j.actatropica.2013.12.019 · Cited by 57 · see citing works

For incapacitation, there is no time like the present: The lagged effects of prisoner reentry on property and violent crime rates

DeFina, R., & Hannon, L. (2010) · Social Science Research · doi:10.1016/j.ssresearch.2010.08.001 · Cited by 22 · see citing works

DETERMINANTS OF INDONESIA’S INCOME VELOCITY OF MONEY

Sharma, S. S., & Syarifuddin, F. (2019) · Buletin Ekonomi Moneter dan Perbankan · doi:10.21098/bemp.v21i3.1006 · Cited by 17 · see citing works

Uneven economic growth and the world economy's north–south stratification

Reuveny, R., & Thompson, W. R. (2008) · International Studies Quarterly · doi:10.1111/j.1468-2478.2008.00516.x · Cited by 17 · see citing works

Demand-following or supply-leading? Trade openness and financial development in China

Fan, J.-J., Xu, R., Su, C. W., & Shi, Q.-H. (2018) · The Journal of International Trade &amp; Economic Development · doi:10.1080/09638199.2017.1390779 · Cited by 16 · see citing works

Extreme weather events and military conflict over seven centuries in ancient Korea

Jun, T., & Sethi, R. (2021) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.2021976118 · Cited by 16 · see citing works

ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?

Chen, J., Tang, G., Zhou, G., & Zhu, W. (2025) · arXiv · doi:10.48550/arxiv.2502.10008 · Cited by 6 · see citing works

The More, the Better? Predicting Stock Returns with Local and Global Data

Cakici, N., & Zaremba, A. (2025) · doi:10.2139/ssrn.5181449 · Cited by 2 · see citing works

Empirical Asset Pricing via Machine Learning: The Role of Research Design Choices

Lalwani, V., Meshram, V., & Jindal, V. (2026) · European Financial Management · doi:10.1111/eufm.70033

Bitcoin Runs on a Clock: Why Every Price Indicator Dies and the Halving Clock Doesn't

Molnar, J. (2026) · SSRN Electronic Journal · doi:10.2139/ssrn.6977940