Concepedia

Nikolaus Hautsch

NH

Statistics

Publications

60

Citations

2.5K

H-Index

27

Active since

2001

Affiliations

University of Vienna(Current)

Humboldt-Universität zu Berlin

Goethe University Frankfurt

University of Cambridge

Vrije Universiteit Amsterdam

Nikolaus Hautsch is an author at University of Vienna specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingManagementStatisticsFinancial EconomicsFinancial EngineeringEngineeringEconomic Analysis

Publications per year

2001–2024

60

Publications

60

When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions

Axel Groß-Klußmann, Nikolaus Hautsch · Journal of Empirical Finance · 2010 · 277 citations

Interactive Marketing, Text Analytics, Consumer Research +11

The market impact of a limit order

Nikolaus Hautsch, Ruihong Huang · Journal of Economic Dynamics and Control · 2011 · 149 citations

Economics, Market Manipulation, Market Equilibrium +6

Systemic risk spillovers in the European banking and sovereign network

Frank Betz, Nikolaus Hautsch, Tuomas A. Peltonen et al. · Journal of Financial Stability · 2015 · 142 citations

Financial System, Economics, International Finance +8

Financial Network Systemic Risk Contributions

Nikolaus Hautsch, Julia Schaumburg, Melanie Schienle · SSRN Electronic Journal · 2013 · 130 citations · Full text

A blocking and regularization approach to high‐dimensional realized covariance estimation

Nikolaus Hautsch, Lada M. Kyj, Roel C. A. Oomen · Journal of Applied Econometrics · 2010 · 129 citations

Empirical Finance, Engineering, Covariance Estimation +18

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