LabCompass

Andreas Neuhierl

Economics, Econometrics and Finance · Purdue University West Lafayette

OpenAlex ORCID
Mid career · publishing since 2008
Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactStock Market Forecasting MethodsMarket Dynamics and VolatilityFinancial Risk and Volatility Modeling

Publications

59

Citations

1,454

Est. group size

—

Recurring co-author estimate

Active years

19

Publishing since 2008

Research summary
AI-generated

Andreas Neuhierl studies asset pricing, the field concerned with how financial assets like stocks and options are valued and how their expected returns can be predicted. His recent work applies machine learning and statistical methods to problems such as handling missing data in financial datasets, forecasting stock and stock-index returns, and using option market signals to predict stock behavior. He also examines volatility (how much asset prices fluctuate) and how it relates to risk and expected returns.

Asset pricing and return predictionMachine learning applications in financeVolatility and risk modelingOptions and cross-sectional stock predictorsHandling missing data in financial panels

Publication output has gradually declined from about 6-7 papers per year a decade ago to roughly 3-5 per year most recently, though working papers continue to appear steadily.

Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026

Publication cadence
Publications per year over the last 10 years — averaging 3.6/year recently
2017: 7 publications7172018: 6 publications182019: 5 publications192020: 5 publications202021: 4 publications212022: 4 publications222023: 5 publications232024: 3 publications242025: 5 publications252026: 1 publication26
Recent publications
Publishes in
  • SSRN Electronic Journal×30
  • National Bureau of Economic Research×5
  • Review of Financial Studies×3
  • Journal of Financial Economics×2
  • arXiv (Cornell University)×2
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This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 20, 2026.

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