World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
38
Citations
10155
World Ranking
2491
National Ranking
1403

Overview

Roman Frydman is affiliated with New York University in the United States. Their research primarily focuses on the fields of Economics, Econometrics, and Finance, with eight publications in these areas. The subfields in which they specialize include Finance, Economics and Econometrics, and General Economics, Econometrics, and Finance.

The main topics covered in Frydman's work are Market Dynamics and Volatility, Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, and Monetary Policy and Economic Impact.

  • Market Dynamics and Volatility
  • Financial Markets and Investment Strategies
  • Financial Risk and Volatility Modeling
  • Monetary Policy and Economic Impact

Frydman has contributed articles to notable publication venues such as the Journal of Behavioral Finance and the Journal of Risk and Financial Management.

  • Journal of Behavioral Finance
  • Journal of Risk and Financial Management

Among their recent papers are:

  • How Market Sentiment Drives Forecasts of Stock Returns (2020), published in Journal of Behavioral Finance
  • Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic (2021), published in Journal of Risk and Financial Management

Frydman's frequent coauthors include Nicholas Mangee, Michael Goldberg, Josh Stillwagon, Marek P. Hessel, and Andrzej Rapaczynski.

  • Nicholas Mangee
  • Michael Goldberg
  • Josh Stillwagon
  • Marek P. Hessel
  • Andrzej Rapaczynski

In addition to articles, Frydman has authored books published by Princeton University Press. One such book is Imperfect Knowledge Economics, published in 2023.

Best Publications

  • When Does Privatization Work? The Impact of Private Ownership on Corporate Performance in the Transition Economies

    Roman Frydman;Cheryl W. Gray;Marek P. Hessel;Andrzej Rapaczynski

  • Imperfect Knowledge Economics: Exchange Rates and Risk

    Roman Frydman;Michael D. Goldberg;Edmund S. Phelps

  • The Privatization Process In Central Europe

    Roman Frydman;John S. Earle;Andrzej Rapaczynski

  • The privatization process in Central Europe : economic environment, legal and ownership structure, institutions for state regulation, overview of privatization programs, initial transformation of enterprises

    Roman Frydman;Andrzej Rapaczynski;John S. Earle

  • Towards an Understanding of Market Processes: Individual Expectations, Learning, and Convergence to Rational Expectations Equilibrium

    Roman Frydman

  • Beyond Mechanical Markets

    Roman Frydman;Michael D. Goldberg

  • The Privatization Process in Russia, Ukraine, and the Baltic States

    Roman Frydman;Andrzej Rapaczynski

  • Privatization in Eastern Europe : Is the state withering away?

    Roman Frydman

  • Corporate Governance in Central Europe and Russia

    Roman Frydman;Cheryl W. Gray;Andrzej Rapaczynski

  • Small Privatization: The Transformation of Retail Trade and Consumer Services in the Czech Republic, Hungary, and Poland

    John S. Earle;Roman Frydman;Andrzej Rapaczynski;Joel Turkewitz

  • Corporate Governance in Russia: An Initial Look

    Andrei Shleifer;J. Blasi;R. Frydman;C. W. Gray

  • Private Ownership and Corporate Performance: Some Lessons from Transition Economies

    Unknown

  • Needed mechanisms of corporate governance and finance in Eastern-Europe'

    Roman Frydman;Edmund S. Phelps;Andrzej Rapaczynski;Andrei Shleifer

  • Beyond Mechanical Markets: Asset Price Swings, Risk, and the Role of the State

    Roman Frydman;Michael D. Goldberg

  • Individual Forecasting and Aggregate Outcomes.

    Charles R. Bean;R. Frydman;E. S. Phelps

  • Private Ownership and Corporate Performance: Some Lessons from Transition Economies

    Roman Frydman;Cheryl W. Gray;Marek Hessel;Andrzej Rapaczynski

  • Individual Forecasting and Aggregate Outcomes: 'Rational Expectations' Examined

    Roman Frydman;Edmund S. Phelps

  • Imperfect knowledge and behaviour in the foreign exchange market

    Michael D. Goldberg;Roman Frydman

  • The Limits of Discipline: Ownership and Hard Budget Constraints in the Transition Economies

    R. Frydman;C. Gray;M. Hessel;A. Rapaczynski

  • Towards an Understanding of Market Processes: Individual Expectations, Market Behavior and Convergence to Rational Expectations Equilibrium

    Roman Frydman

  • Individual Forecasting and Aggregate Outcomes

    Roman Frydman;Edmund Phelps

Frequent Co-Authors

Edmund S. Phelps
Edmund S. Phelps Columbia University
Søren Johansen
Søren Johansen University of Copenhagen
John S. Earle
John S. Earle George Mason University
Katharina Pistor
Katharina Pistor Columbia University
Andrei Shleifer
Andrei Shleifer Harvard University
Joseph E. Stiglitz
Joseph E. Stiglitz Columbia University
Michael Woodford
Michael Woodford Columbia University
Charles R. Bean
Charles R. Bean London School of Economics and Political Science
Roy Radner
Roy Radner New York University
Mark Schankerman
Mark Schankerman London School of Economics and Political Science

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

As the fields of Economics and Finance become more interdisciplinary, prospective students should consider related online degrees that complement these areas and broaden career prospects. One popular choice is an ms in data analytics online, ideal for students eager to analyze big data and financial trends. This skillset is in high demand across industries, especially in roles involving market research and risk management.

For those seeking leadership roles, a masters in organizational development focuses on strategies for team management and organizational change. Finance professionals with strong leadership acumen are better equipped to drive change within large companies.

Technology and analytics are central to today’s financial world. An online business intelligence degree provides the technical expertise to manage information systems and leverage data-driven financial decision-making.

Lastly, earning an online mba programs can be a flexible way to acquire broad business knowledge without standardized test requirements, opening doors to upper management and consulting positions in finance and economics.

Best Scientists Citing Roman Frydman

Trending Scientists