Thomas Schneeweis | Academic Influence

Thomas Schneeweis's AcademicInfluence.com Rankings

Thomas Schneeweis

Business

#203

World Rank

#224

Historical Rank

Finance

#45

World Rank

#48

Historical Rank

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Business

Thomas Schneeweis's Degrees

PhD Finance University of Connecticut
Masters Finance University of Connecticut
Bachelors Finance University of Connecticut

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Why Is Thomas Schneeweis Influential?

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According to Wikipedia, Thomas Schneeweis, professor of finance at the School of Management, University of Massachusetts Amherst, Amherst, MA, is also the director of the Center for International Securities and Derivatives Markets there.

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Thomas Schneeweis's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Corporate Social Responsibility and Firm Financial Performance (1988) (3089)
Perceptions of Firm Quality: A Cause or Result of Firm Performance (1990) (394)
The Effect of Three Mile Island on Electric Utility Stock Prices: A Note (1983) (142)
Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics (1998) (141)
The Hedging Effectiveness Of Foreign Currency Futures (1982) (122)
Understanding Hedge Fund Performance (2002) (90)
A note on the hedging effectiveness of foreign currency futures (1981) (87)
Survivor bias in commodity trading advisor performance (1996) (79)
Capital Market Seasonality: The Case of Bond Returns (1979) (58)
Corporate Bond Price Data Sources and Return/Risk Measurement (1986) (53)
Alternative Investments in the Institutional Portfolio (2002) (49)
The “weekend effect” for stock indexes and stock index futures: Dividend and interest rate effects (1988) (45)
Comparisons of Commodity and Managed Futures Benchmark Indexes (1997) (44)
The Benefits of Hedge Funds (2001) (43)
Corporate Reputation and Investment Performance: The UK and Us Experience (1999) (38)
The Benefits of Index Option-Based Strategies for Institutional Portfolios (2001) (36)
Informational content in historical CTA performance (1997) (34)
Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (1994) (32)
The Impact of Leverage on Hedge Fund Risk and Return (2005) (30)
Alternative commodity trading vehicles: A performance analysis (1991) (26)
Capital Ideas and Market Realities (2000) (23)
The Benefits of Managed Futures (2001) (22)
The Comovement of International Asset Returns (1979) (22)
1 Quantitative Analysis of Hedge Fund and Managed Futures Return and Risk Characteristics (21)
International trading/nontrading time effects on risk estimation in futures markets (1990) (21)
Evidence of Superior Performance Persistence in Hedge Funds (1998) (21)
Hedging performance of GNMA futures under rising and falling interest rates (1983) (19)
Corporate Performance and Firm Perception: The British Experience (1996) (19)
Effects of Top Managers' Cabinet Appointments on Shareholders' Wealth (1988) (18)
The New Science of Asset Allocation: Risk Management in a Multi-Asset World (2010) (18)
A method of estimating changes in correlation between assets and its application to hedge fund investment (2001) (18)
Dealing with Myths of Managed Futures (1998) (15)
Understanding Hedge Fund Performance : Research Results and Rules of Thumb for the Institutional Investor November 2001 (15)
Dealing with Myths of Hedge Fund Investment (1998) (14)
Investment Through CTAs (1996) (13)
Momentum in Asset Returns (2008) (12)
A Note on International Trade and Market Structure (1985) (11)
Hedge Funds: Stale Prices Revisited (2004) (11)
Interest Rates in the $Eurobond Market (1978) (11)
Alpha, Alpha… Who's Got the Alpha? (1999) (11)
Closed-Form Solutions of Convexity and M-Square (1990) (10)
Loosening Your Collar: Alternative Implementations of QQQ Collars (2010) (10)
Asset Class and Strategy Investment Tracking Based Approaches (2010) (9)
Financial Futures: Fundamentals, Strategies and Applications (1986) (9)
Hedge Fund Database “Deconstruction”: Are Hedge Fund Databases Half Full or Half Empty? (2011) (8)
Diversification Benefits of Managed Futures (2010) (8)
The Effect of Interval Selection on the Parameters of the Market Model as Applied to Bond Returns (1979) (8)
Early Reporting Effects on Hedge Fund and CTA Returns (2006) (8)
Research design for systematic risk prediction (1982) (7)
Hedge Fund Return–Based Style Estimation: A Review of Comparison Hedge Fund Indices (2012) (7)
Managed Futures, Hedge Fund and Mutual Fund Return Estimation: A Multi-Factor Approach (2001) (7)
Hedge Fund Database 'Deconstruction': Are Hedge Fund Databases Half Full or Half Empty? (2011) (7)
An analysis of the effectiveness of the nikkei 225 futures contracts in risk-return management (1990) (6)
INTERNATIONAL DIVERSIFICATION OF EQUITIES AND FIXED‐INCOME SECURITIES (1983) (5)
Managed Futures Research: A Composite CTA Performance Review (2012) (5)
RISK RETURN AND THE MULTI‐DIMENSIONAL SECURITY PRICING MARKET (1980) (4)
Managed Futures: A Composite CTA Performance Review (2013) (4)
Time Series Analysis of International Dollar Denominated Interest Rates (1979) (3)
An Update of 'Loosening Your Collar: Alternative Implementations of QQQ Collars': Credit Crisis and Out-of-Sample Performance (2011) (3)
The Investment Benefits of the LMEX Index (2000) (3)
Madoff: A Returns-Based Analysis (2010) (3)
The Benefits of Private Equity (2008) (3)
An analysis of municipal bond ratings and market determined risk measures (1977) (2)
The French Notional futures contract in risk/return management (1993) (2)
Equity and Fixed Income: The Traditional Pair (2012) (2)
An Academic Response to the 'Hedge Fund Mirage' (2012) (2)
CTA/Managed Futures Strategy Benchmarks: Performance and Review (2007) (2)
Editorial: Dealing with Myths of Hedge Fund Investment (1998) (2)
Option Informed Stock Picking (2018) (1)
Madoff: A Returns Based Analysis (2010) (1)
Applications in finance, investments, and banking (1999) (1)
A NOTE ON THE EFFECT OF ALTERNATIVE RETURN MEASURES IN FINANCIAL FUTURES RESEARCH (1991) (1)
BOND RISK AND RETURN: A REVIEW AND EXTENSION (1982) (1)
A Note on the Comovement of International Equity and Bond Markets (1980) (1)
Editor's Letters (2002) (1)
Option-Based Risk Management in a Multi-Asset World (2012) (1)
Postmodern Investment: Facts and Fallacies of Growing Wealth in a Multi-Asset World (2012) (1)
Issues in Hedge Fund Analysis: What a Difference a Day, Week, Month Makes (2011) (1)
Where Academics/Practitioners Get It Wrong (2012) (1)
Forecasting Effectiveness of Foreign Currency Futures (2016) (1)
Appendix: Risk and Return of Asset Classes and Risk Factors Through Business Cycles (2011) (0)
Commodities: An Ever-Changing Balance (2012) (0)
The Capital Guide to Alternative Investments (2000) (0)
Risk Budgeting and Asset Allocation (2011) (0)
Traditional and Alternative Investments (1999) (0)
The Meaning of the Mean (1979) (0)
Investment Ideas: Evolution or Revolution? (2012) (0)
Sources of Risk and Return in Alternative Investments (2011) (0)
Hedge Funds: An Absolute Return Answer? (2012) (0)
Asset Allocation: The Simple Way and the Hard Way (2012) (0)
Editor's Letter (2009) (0)
Editor's Letter (2008) (0)
PROFITABILITY AND BANKING: A REGIONAL ANALYSIS (1981) (0)
FOREIGN CURRENCY FUTURES AND FORWARD MARKETS: AN ANALYSIS OF HEDGING EFFECTIVENESS (1980) (0)
Review of “Measuring the Market Impact of Hedge Funds” (2001) (0)
Editor's Letter (2005) (0)
The Importance of Discretion in Asset Allocation Decisions (2011) (0)
Alpha and Beta, and the Search for a True Measure of Manager Value (2011) (0)
Exchange Rates: Government, Moral, or Market Order (1986) (0)
Real Estate: The New World (2012) (0)
Benefits of Alternative Investments for Institutional Portfolios (2005) (0)
Articles : Exchange Rates: Government, Moral, or Market Order (1986) (0)
Managed Futures: A Zero-Sum Game? (2012) (0)
Myths of Asset Allocation (2011) (0)
Timely Execution (2006) (0)
AN INVESTIGATION INTO THE DISTRIBUTIONS OF BOND HOLDING PERIOD RETURNS (1978) (0)
RISK REDUCTION AND FORECASTING WITH GNMA FUTURES (1981) (0)
DIVIDEND PAYOUT, SYSTEMATIC RISK AND FIRM VALUATION (1986) (0)
Asset Allocation: Where Is It Headed? (2011) (0)
Risk Management: An Oxymoron (2012) (0)
A Brief History of Asset Allocation (2011) (0)
Editor's Letter (2005) (0)
Glossary: Asset Class Benchmarks (2011) (0)
SYSTEMATIC RISK PREDICTIONS: AN EMPIRICAL ASSESSMENT OF THE ERROR IMPACT OF DURATION, ESTIMATION INTERVAL, AND SAMPLE HOMOGENEITY (1980) (0)
Hedge funds Existential Revisited : Revisited 1 (2018) (0)
DIVIDEND POLICY AND FIRM VALUATION (1980) (0)
Private Equity: Its True Value? (2012) (0)
Asset Classes: What They Are and Where to Put Them (2011) (0)
Strategic, Tactical, and Dynamic Asset Allocation (2011) (0)
Editor's Letter (2002) (0)
Return and Risk Differences among Similar Asset Class Benchmarks (2011) (0)
Understanding Hedge Fund Performance (2003) (0)
Hedge Funds: Where Investors Get It Wrong (and Right) (2014) (0)
Core and Satellite Investment: Market/Manager Based Alternatives (2011) (0)

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