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Andreas Neuhierl

Personal Details

First Name:Andreas
Middle Name:
Last Name:Neuhierl
Suffix:
RePEc Short-ID:pne394
[This author has chosen not to make the email address public]
https://aneuhierl.github.io
Terminal Degree: Kellogg Graduate School of Management; Northwestern University (from RePEc Genealogy)

Affiliation

Olin School of Business
Washington University in St. Louis

St. Louis, Missouri (United States)
http://www.olin.wustl.edu/
RePEc:edi:oswusus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Yuan Liao & Xinjie Ma & Andreas Neuhierl & Linda Schilling, 2025. "The Uncertainty of Machine Learning Predictions in Asset Pricing," Papers 2503.00549, arXiv.org.
  2. Yuan Liao & Xinjie Ma & Andreas Neuhierl & Zhentao Shi, 2023. "Economic Forecasts Using Many Noises," Papers 2312.05593, arXiv.org, revised Dec 2023.
  3. Joachim Freyberger & Björn Höppner & Andreas Neuhierl & Michael Weber, 2022. "Missing Data in Asset Pricing Panels," NBER Working Papers 30761, National Bureau of Economic Research, Inc.
  4. Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022. "Option characteristics as cross-sectional predictors," LawFin Working Paper Series 37, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
  5. Andreas Neuhierl & Michael Weber, 2020. "Monetary Momentum," Working Papers 2020-39, Becker Friedman Institute for Research In Economics.
  6. Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019. "Estimating The Anomaly Base Rate," NBER Working Papers 26493, National Bureau of Economic Research, Inc.
  7. Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 6391, CESifo.
  8. Andreas Neuhierl & Michael Weber & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," CESifo Working Paper Series 6199, CESifo.

Articles

  1. Joachim Freyberger & Bjoern Hoeppner & Andreas Neuhierl & Michael Weber, 2025. "Missing Data in Asset Pricing Panels," The Review of Financial Studies, Society for Financial Studies, vol. 38(3), pages 760-802.
  2. Neuhierl, Andreas & Varneskov, Rasmus T., 2021. "Frequency dependent risk," Journal of Financial Economics, Elsevier, vol. 140(2), pages 644-675.
  3. Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021. "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, vol. 140(1), pages 101-126.
  4. Soohun Kim & Robert A Korajczyk & Andreas Neuhierl & Wei JiangEditor, 2021. "Arbitrage Portfolios," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2813-2856.
  5. Dichtl, Hubert & Drobetz, Wolfgang & Neuhierl, Andreas & Wendt, Viktoria-Sophie, 2021. "Data snooping in equity premium prediction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 72-94.
  6. Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2020. "Dissecting Characteristics Nonparametrically," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2326-2377.
  7. Neuhierl, Andreas & Weber, Michael, 2019. "Monetary policy communication, policy slope, and the stock market," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 140-155.
  8. Neuhierl, Andreas & Scherbina, Anna & Schlusche, Bernd, 2013. "Market Reaction to Corporate Press Releases," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(4), pages 1207-1240, August.
  9. G. Bamberg & A. Neuhierl, 2012. "Growth Optimal Investment Strategy: The Impact of Reallocation Frequency and Heavy Tails," German Economic Review, Verein für Socialpolitik, vol. 13(2), pages 228-240, May.
  10. Andreas Neuhierl & Bernd Schlusche, 2011. "Data Snooping and Market-Timing Rule Performance," Journal of Financial Econometrics, Oxford University Press, vol. 9(3), pages 550-587, Summer.

Chapters

  1. Roland Eisenhuth & Dermot Murphy & Andreas Neuhierl, 2018. "Casino game markets," Chapters, in: Victor J. Tremblay & Elizabeth Schroeder & Carol Horton Tremblay (ed.), Handbook of Behavioral Industrial Organization, chapter 10, pages 257-290, Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Recursive Impact Factor

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2017-04-09 2019-12-16 2023-01-23 2024-01-22 2025-03-17. Author is listed
  2. NEP-MAC: Macroeconomics (5) 2016-11-27 2017-08-06 2017-11-05 2018-08-27 2020-10-05. Author is listed
  3. NEP-MON: Monetary Economics (5) 2016-11-27 2017-08-06 2017-11-05 2018-08-27 2020-10-05. Author is listed
  4. NEP-CBA: Central Banking (4) 2016-11-27 2017-08-06 2018-08-27 2020-10-05
  5. NEP-BIG: Big Data (2) 2024-01-22 2025-03-17
  6. NEP-FMK: Financial Markets (2) 2022-08-22 2025-03-17
  7. NEP-FOR: Forecasting (2) 2024-01-22 2025-03-17
  8. NEP-CMP: Computational Economics (1) 2025-03-17
  9. NEP-ORE: Operations Research (1) 2018-09-10

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