Robert Savickas - Concepedia

Author

Robert Savickas

George Washington University

Also Known As

Robert Savickas

Publications

988

Citations

H-Index

Concepts

All Affiliations

George Washington University University of Cincinnati Federal Reserve Bank of St. Louis Texas A&M University University of Colorado Denver

About

Robert Savickas is an author at George Washington University specializing in business, asset pricing, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	11	11	562
2	Accounting	4	4	164
3	Engineering	2	2	122
4	Management	1	1	44
5	Data Science	1	1	44

Robert Savickas

Publications

914

Citations

H-Index

Page 1

	Year	Citations
Average Idiosyncratic Volatility in G7 Countries Hui Guo, Robert Savickas Review of Financial Studies	2008	190
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns Hui Guo, Robert Savickas Journal of Business and Economic Statistics Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2005	167
Event‐Induced Volatility and Tests for Abnormal Performance Robert Savickas The Journal of Financial Research Empirical FinanceVolatility EffectVolatility ModelingMultivariate Stochastic VolatilityFinancial Economics	2003	93
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns Hui Guo, Robert Savickas Journal of Banking & Finance Empirical FinanceVolatility ModelingFinancial EconomicsAsset PricingFinancial Time Series Analysis	2010	64
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence Hui Guo, Robert Savickas, Zijun Wang, Journal of Financial and Quantitative Analysis Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2009	55
On Inferring the Direction of Option Trades Robert Savickas, Arthur J. Wilson Journal of Financial and Quantitative Analysis Proprietary Cboe DatasetMarket MicrostructureAsset PricingData ScienceAlgorithmic Trading	2003	44
Average Idiosyncratic Volatility in G7 Countries Hui Guo, Robert Savickas SSRN Electronic Journal	2007	39
Is the Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence Hui Guo, Zijun Wang, Robert Savickas, SSRN Electronic Journal	2006	35
A Simple Option‐Pricing Formula Robert Savickas Financial Review Weibull FormulaOption PricingBlack-scholes ModelAsset PricingAlgebraic Form	2002	33
On the Statistical Significance of Event Effects on Unsystematic Volatility Jimmy E. Hilliard, Robert Savickas The Journal of Financial Research Empirical FinanceVolatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset Pricing	2002	29

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