| Jump-robust volatility estimation using nearest neighbor truncation TG Andersen, D Dobrev, E Schaumburg Journal of Econometrics 169 (1), 75-93, 2012 | 650 | 2012 |
| Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models J Kim, S Kim, E Schaumburg, CA Sims Journal of Economic Dynamics and Control 32 (11), 3397-3414, 2008 | 462 | 2008 |
| A closer look at the short-term return reversal Z Da, Q Liu, E Schaumburg Management science 60 (3), 658-674, 2014 | 227 | 2014 |
| Likelihood analysis of seasonal cointegration S Johansen, E Schaumburg Journal of Econometrics 88 (2), 301-339, 1999 | 192 | 1999 |
| Relative valuation and analyst target price forecasts Z Da, E Schaumburg Journal of Financial Markets 14 (1), 161-192, 2011 | 158 | 2011 |
| An investigation of the gains from commitment in monetary policy E Schaumburg, A Tambalotti Journal of monetary economics 54 (2), 302-324, 2007 | 153 | 2007 |
| Intertemporal disturbances G Primiceri, E Schaumburg, A Tambalotti National Bureau of Economic Research, 2006 | 134 | 2006 |
| Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease! R Jagannathan, M Kapoor, E Schaumburg Journal of Financial Intermediation 22 (1), 4-29, 2013 | 109 | 2013 |
| Do funds window dress? Evidence for US domestic equity mutual funds I Meier, E Schaumburg Unpublished working paper, HEC Montreal and Kellogg School of Management, 2004 | 108 | 2004 |
| Why are we in a recession? R Jagannathan, M Kapoor, E Schaumburg The Financial Crisis is the Symptom not the Disease, 2009 | 72 | 2009 |
| Duration-based volatility estimation TG Andersen, D Dobrev, E Schaumburg Institute of Economic Research, Hitotsubashi University, 2009 | 68 | 2009 |
| Cross-sectional asset pricing tests R Jagannathan, E Schaumburg, G Zhou Annu. Rev. Financ. Econ. 2 (1), 49-74, 2010 | 63 | 2010 |
| Characteristic-sorted portfolios: Estimation and inference MD Cattaneo, RK Crump, MH Farrell, E Schaumburg Review of Economics and Statistics 102 (3), 531-551, 2020 | 49 | 2020 |
| Decomposing short-term return reversal Z Da, Q Liu, E Schaumburg FRB of New York Staff Report, 2011 | 39 | 2011 |
| A robust neighborhood truncation approach to estimation of integrated quarticity TG Andersen, D Dobrev, E Schaumburg Econometric Theory 30 (1), 3-59, 2014 | 37 | 2014 |
| High-frequency cross-market trading: Model free measurement and applications D Dobrev, E Schaumburg Centre for Econometric Analysis, Cass Business School, 2017 | 30 | 2017 |
| Maximum likelihood estimation of jump processes with applications to finance E Schaumburg Ph. D. Thesis, 2001 | 29 | 2001 |
| The pricing of volatility risk across asset classes Z Da, E Schaumburg Unpublished working paper. University of Notre Dame and Federal Reserve Bank …, 2011 | 26 | 2011 |
| Estimation of Markov processes with Levy type generators E Schaumburg manuscript Kellogg School of Management, 2004 | 21 | 2004 |
| Do funds window dress? Evidence for US equity mutual funds I Meier, E Schaumburg Unpublished manuscript, Northwestern University, 2004 | 20 | 2004 |
