David E. Runkle
Impact in
- Finance top 0.05%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Banking stability, regulation, efficiency
-
- Monetary Policy and Economic Impact
Papers in
-
- Monetary Policy and Economic Impact 22
- Economic Theory and Policy 6
-
- Market Dynamics and Volatility 8
- Economic theories and models 4
- Housing Market and Economics 4
- Co-authors
- Ravi Jagannathan (3 shared papers)Lawrence R. Glosten (3 shared papers)Michael P. Keane (10 shared papers)John H. Boyd (1 shared paper)John Geweke (3 shared papers)N. Gregory Mankiw (1 shared paper)Matthew D. Shapiro (1 shared paper)Robert Moffitt (1 shared paper)
- Journals
- Journal of Business and Economic Statistics (7 papers)Journal of Monetary Economics (3 papers)The Journal of Finance (3 papers)American Economic Review (2 papers)Journal of Political Economy (2 papers)
- Partner nations
- United StatesUnited KingdomSlovenia
In The Last Decade
David E. Runkle
45 papers receiving 10.1k citations
David E. Runkle's Hit Papers
Peers
Comparison fields: 5 of 113
- Finance 8.2k
- General Economics, Econometrics and Finance 3.9k
- Economics and Econometrics 8.5k
- Accounting 1.3k
- Management Science and Operations Research 964
Countries citing papers authored by David E. Runkle
This map shows the geographic impact of David E. Runkle's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David E. Runkle with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David E. Runkle more than expected).
Fields of papers citing papers by David E. Runkle
This network shows the impact of papers produced by David E. Runkle. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David E. Runkle. The network helps show where David E. Runkle may publish in the future.
Co-authors
The 20 scholars most cited alongside David E. Runkle, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 47 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks Hit paper breakdown → | 1993 | 6381 |
| 2 | On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks Hit paper breakdown → | 1993 | 1640 |
| 3 | Size and performance of banking firms Hit paper breakdown → | 1993 | 626 |
| 4 | Testing the Rationality of Price Forecasts: New Evidence from Panel Data | 1990 | 355 |
| 5 | 1994 | 238 | |
| 6 | 1991 | 235 | |
| 7 | 1992 | 218 | |
| 8 | 1998 | 190 | |
| 9 | 2002 | 179 | |
| 10 | 1987 | 176 | |
| 11 | 1984 | 154 | |
| 12 | 1987 | 154 | |
| 13 | 1997 | 147 | |
| 14 | 1988 | 135 | |
| 15 | 1992 | 93 | |
| 16 | 1987 | 64 | |
| 17 | 1998 | 55 | |
| 18 | 1996 | 43 | |
| 19 | 2000 | 28 | |
| 20 | 1989 | 20 |
About David E. Runkle
David E. Runkle is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics, Finance, Management Science and Operations Research and Accounting, having authored 47 papers that have together received 11.3k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (22 papers), Market Dynamics and Volatility (8 papers), Financial Markets and Investment Strategies (7 papers), Economic Theory and Policy (6 papers), Forecasting Techniques and Applications (5 papers), Economic theories and models (4 papers), Financial Risk and Volatility Modeling (4 papers) and Housing Market and Economics (4 papers). The work is most often cited by research in Finance (8.2k citations), General Economics, Econometrics and Finance (3.9k citations), Economics and Econometrics (8.5k citations), Accounting (1.3k citations) and Management Science and Operations Research (964 citations). David E. Runkle has collaborated with scholars based in United States, United Kingdom and Slovenia. Frequent co-authors include Ravi Jagannathan, Lawrence R. Glosten, Michael P. Keane, John H. Boyd, John Geweke, N. Gregory Mankiw, Matthew D. Shapiro, Robert Moffitt, Charles H. Whiteman and William Roberds. Their work appears in journals such as Journal of Business and Economic Statistics, Journal of Monetary Economics, The Journal of Finance, American Economic Review and Journal of Political Economy.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.