Concepedia

Andreas Neuhierl

AN

15

Publications

1.1K

Citations

13

H-Index

2009

Active since

Affiliations

Washington University in St. Louis(Current)

University of Chicago

University of Wisconsin–Madison

University of Bonn

National Bureau of Economic Research

Andreas Neuhierl is an author at Washington University in St. Louis specializing in asset pricing, finance, and statistics.

Top concepts

FinanceBusinessStatisticsAsset PricingManagementEngineeringPredictive AnalyticsStatistical InferenceRiskEconomics

Publications per year

2009–2024

15

Publications

15

Dissecting Characteristics Nonparametrically

Joachim Freyberger, Andreas Neuhierl, Michael Weber · Review of Financial Studies · 2019 · 572 citations

Statistical Shape Analysis, Applied Econometrics, Shape Analysis +18

Market Reaction to Corporate Press Releases

Andreas Neuhierl, Anna Scherbina, Bernd Schlusche · Journal of Financial and Quantitative Analysis · 2013 · 121 citations

Valuation Uncertainty, Stock Prices, Asset Pricing +14

Arbitrage Portfolios

Soohun Kim, Robert A. Korajczyk, Andreas Neuhierl · Review of Financial Studies · 2020 · 86 citations

Economics, Portfolio Optimization, Financial Economics +14

Monetary policy communication, policy slope, and the stock market

Andreas Neuhierl, Michael Weber · Journal of Monetary Economics · 2019 · 82 citations · Full text

Dissecting Characteristics Nonparametrically

Joachim Freyberger, Andreas Neuhierl, Michael Weber · SSRN Electronic Journal · 2017 · 36 citations · Full text

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