2026 David A. Hsieh: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	49	1404	1248	853	740	83	18807

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Economics and Finance

1404

1248

853

740

18807

Overview

David A. Hsieh is affiliated with Duke University in the United States. Their primary research focuses on the fields of Economics, Econometrics, and Finance, with specific work in Finance, Economics and Econometrics, Accounting, and Management Science and Operations Research.

The main topics of their work include:

Banking stability, regulation, efficiency
Housing Market and Economics
Corporate Finance and Governance
Financial Markets and Investment Strategies
Credit Risk and Financial Regulations
Simulation Techniques and Applications
Spatial and Panel Data Analysis

Their research has been published in various academic venues, including:

SSRN Electronic Journal
Management Science
Risks

Among their recent papers are:

"Hedge Fund Franchises," 2020, published in Management Science
"Estimating Proportional Hazards in Default and Prepayment of Personal Loans with Unobserved Borrower Heterogeneity," 2022, published in SSRN Electronic Journal
"Estimating Difference-in-Differences in Time-To-Event Models: Some Simulation Results," 2024, published in SSRN Electronic Journal
"Estimating Policy Impact in a Difference-in-Differences Hazard Model: A Simulation Study," 2025, published in Risks

Frequent co-authors collaborating with David A. Hsieh include:

William Fung
Narayan Y. Naik
Melvyn Teo

Best Publications

Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

William Fung;David A. Hsieh

1611
Citations
Hedge Fund Benchmarks: A Risk-Based Approach

William Fung;David A. Hsieh

1582
Citations
Chaos and Nonlinear Dynamics: Application to Financial Markets

David A. Hsieh

1567
Citations
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers

William Fung;David A. Hsieh

1551
Citations
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence

Seth A. Greenblatt;William A. Brock;David A. Hsieh;Blake Lebaron

1303
Citations
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases

William Fung;David A. Hsieh

1015
Citations
Testing for Nonlinear Dependence in Daily Foreign Exchange Rates

David A. Hsieh

997
Citations
Modeling Heteroscedasticity in Daily Foreign-Exchange Rates

David A. Hsieh

968
Citations
Hedge funds: performance, risk, and capital formation

William Fung;David A. Hsieh;Narayan Y. Naik;Tarun Ramadorai

803
Citations
The statistical properties of daily foreign exchange rates: 1974–1983

David A. Hsieh

776
Citations
A primer on hedge funds

William Fung;David A Hsieh

566
Citations
Estimation of stochastic volatility models with diagnostics

A.Ronald Gallant;David Hsieh;George Tauchen

465
Citations
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers

David A. Hsieh;David A. Hsieh;William Fung

437
Citations
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

William Fung Arms;David A. Hsieh;David A. Hsieh

418
Citations
The determination of the real exchange rate: The productivity approach

David A. Hsieh

400
Citations
Margin Regulation and Stock Market Volatility

David A. Hsieh;Merton H. Miller

313
Citations
On Fitting A Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974- 83

A. Gallant;D. Hsieh;George Tauchen

307
Citations
Implications of Nonlinear Dynamics for Financial Risk Management

David A. Hsieh

307
Citations
Hedge Funds: Performance, Risk, and Capital Formation

William Fung;David A. Hsieh;David A. Hsieh;Tarun Ramadorai;Tarun Ramadorai;Narayan Y. Naik

302
Citations
Chaos and Nonlinear Dynamics: Application to Financial Markets

Unknown

299
Citations
Nonlinear dynamics, chaos, and instability

Douglas M. Patterson;William A. Brock;David A. Hsieh;Blake LeBaron

298
Citations
Asset-Based Style Factors for Hedge Funds

Unknown

292
Citations
Modeling Heteroscedasticity in Daily Foreign-Exchange Rates

Unknown

276
Citations
Stock Market Declines and Liquidity

Wenjin Kang;Allaudeen Hameed;S. Viswanathan

179
Citations

Frequent Co-Authors

William Fung London Business School

Narayan Y. Naik London Business School

Blake LeBaron Brandeis University

George Tauchen Duke University

Tarun Ramadorai Imperial College London

William A. Brock University of Wisconsin–Madison

A. Ronald Gallant Pennsylvania State University

Charles F. Manski Northwestern University

Robert J. Barro Harvard University

Michael C. Ashton Brock University

External Links

Wikipedia of David A. Hsieh Personal website of David A. Hsieh Google Scholar page

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