References

• 2016Measuring Economic Policy Uncertainty*12,311 cited
• 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
• 1990Noise Trader Risk in Financial Markets6,259 cited
• 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
• 1995The Limits of Arbitrage5,282 cited
• 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
• 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
• 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
• 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations1,986 cited
• 2012Capital flow waves: Surges, stops, flight, and retrenchment1,579 cited
• 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
• 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
• 2012Sentiment During Recessions1,156 cited
• 2014Cross-Border Banking and Global Liquidity941 cited
• 2012Capital flows, push versus pull factors and the global financial crisis751 cited