Robin L. Lumsdaine

American University - Department of Finance and Real Estate

Kogod School of Business

4400 Massachusetts Ave., N.W.

Washington, DC 20016-8044

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

24

DOWNLOADS
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Top 10,484

in Total Papers Downloads

3,625

CITATIONS
Rank 988

SSRN RANKINGS

Top 988

in Total Papers Citations

549

Scholarly Papers (24)

1.
Downloads 902 ( 19,817)
Citation 57

The Dynamics of Emerging Market Equity Flows

Number of pages: 61 Posted: 24 Sep 1999
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 862 (20,817)
Citation 57

Abstract:

The Dynamics of Emerging Market Equity Flows

NBER Working Paper No. w7219
Number of pages: 62 Posted: 26 Jun 2000
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 40 (363,192)
Citation 57

Abstract:

2.

What the Market Watched: Bloomberg News Stories and Bank Returns as the Financial Crisis Unfolded

Number of pages: 62 Posted: 02 Oct 2009 Last Revised: 23 Sep 2010
Robin L. Lumsdaine
American University - Department of Finance and Real Estate
Downloads 570 (34,513)

Abstract:

Financial crisis, banks, news, stock returns, Federal Reserve

3.
Downloads 479 ( 47,088)
Citation 131

Dating the Integration of World Equity Markets

EFA 2001 Barcelona Meetings
Number of pages: 61 Posted: 06 Oct 2001
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 452 (50,078)
Citation 131

Abstract:

Dating the Integration of World Equity Markets

NBER Working Paper No. w6724
Number of pages: 65 Posted: 17 Jul 2000
Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Downloads 27 (417,802)
Citation 131

Abstract:

4.

The Relationship Between Oil Prices and Breakeven Inflation Rates

Number of pages: 20 Posted: 30 Dec 2009
Robin L. Lumsdaine
American University - Department of Finance and Real Estate
Downloads 306 (69,973)

Abstract:

breakeven inflation, oil prices, TIPS, inflation-linked bonds, inflation-indexed, inflation expectations

5.

The Intrafirm Complexity of Systemically Important Financial Institutions

Number of pages: 65 Posted: 12 May 2015 Last Revised: 22 Sep 2016
American University - Department of Finance and Real Estate, Dartmouth College - Department of Mathematics, University of Washington - Department of Statistics, Dartmouth College and University of Oxford
Downloads 297 (46,715)

Abstract:

Market Set-Up in Advance of Federal Reserve Policy Rate Decisions

Economic Journal, 126, 2016
Number of pages: 56 Posted: 17 Dec 2013 Last Revised: 17 Dec 2016
Dick J. C. van Dijk, Robin L. Lumsdaine and Michel van der Wel
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, American University - Department of Finance and Real Estate and Erasmus University Rotterdam
Downloads 193 (128,838)

Abstract:

FOMC, announcements, federal funds rate, anticipatory signals

Market Set‐Up in Advance of Federal Reserve Policy Rate Decisions

The Economic Journal, Vol. 126, Issue 592, pp. 618-653, 2016
Number of pages: 36 Posted: 26 May 2016
Dick J. C. van Dijk, Robin L. Lumsdaine and Michel van der Wel
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, American University - Department of Finance and Real Estate and Erasmus University Rotterdam
Downloads 0

Abstract:

Identifying the Common Component of International Economic Fluctuations: A New Approach

IZA Discussion Paper No. 487; IMF Working Paper No. 99/154
Number of pages: 45 Posted: 30 May 2001
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 152 (159,938)
Citation 54

Abstract:

Economic Fluctuations, International and European Business Cycles, Autoregressive Conditional Heteroskedasticity

Identifying the Common Component of International Economic Fluctuations: A New Approach

The Economic Journal, Vol. 113, pp. 101-127, 2003
Number of pages: 27 Posted: 08 Mar 2003
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 13 (497,153)
Citation 54

Abstract:

8.

Three Models of Retirement: Computational Complexity Versus Predictive Validity

NBER Working Paper No. w3558
Number of pages: 62 Posted: 28 Jan 2002
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 58 (295,493)
Citation 30

Abstract:

9.

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence

NBER Working Paper No. w3510
Number of pages: 53 Posted: 13 Nov 2007
Anindya Banerjee, Robin L. Lumsdaine and James H. Stock
European University Institute - Department of Economics, American University - Department of Finance and Real Estate and Harvard University - Department of Economics
Downloads 52 (319,226)
Citation 92

Abstract:

10.

Identifying the Common Component in International Economic Fluctuations A New Approach

IMF Working Paper No. 99/154
Number of pages: 38 Posted: 15 Feb 2006
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 38 (346,271)
Citation 54

Abstract:

Economic Fluctuations International and European Business Cycles Autoregressive Conditional Heteroskedasticty

Retirement Timing of Women and the Role of Care Responsibilities for Grandchildren

NBER Working Paper No. w20756
Number of pages: 55 Posted: 22 Dec 2014
Robin L. Lumsdaine and Stephanie Vermeer
American University - Department of Finance and Real Estate and Roland Berger Strategy Consultants
Downloads 19 (462,616)

Abstract:

Retirement Timing of Women and the Role of Care Responsibilities for Grandchildren

Netspar Discussion Paper No. 01/2015-017
Number of pages: 39 Posted: 13 Aug 2015
Robin L. Lumsdaine and Stephanie Vermeer
American University - Department of Finance and Real Estate and Roland Berger Strategy Consultants
Downloads 12 (503,051)

Abstract:

Aging, grandparents/grandparenthood, health and retirement study, labor force participation

12.

Factors Affecting Labor Supply Decisions and Retirement Income

NBER Working Paper No. w5223
Number of pages: 88 Posted: 27 Aug 2000
Robin L. Lumsdaine
American University - Department of Finance and Real Estate
Downloads 31 (377,416)
Citation 3

Abstract:

13.

Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits

NBER Working Paper No. w4613
Number of pages: 64 Posted: 18 May 2000
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 31 (381,202)
Citation 8

Abstract:

14.

Public Information and the Persistence of Bond Market Volatility

NBER Working Paper No. w5446
Number of pages: 28 Posted: 13 Jul 2000
Charles M. Jones, Owen A. Lamont and Robin L. Lumsdaine
Columbia Business School - Finance and Economics, Harvard University - Department of Economics and American University - Department of Finance and Real Estate
Downloads 29 (377,416)
Citation 3

Abstract:

15.

Why are Retirement Rates so High at Age 65?

NBER Working Paper No. w5190
Number of pages: 44 Posted: 10 Jun 2000
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 29 (397,664)
Citation 14

Abstract:

16.

Aging and Labor Force Participation: A Review of Trends and Explanations

NBER Working Paper No. w3420
Number of pages: 72 Posted: 25 May 2006
David A. Wise and Robin L. Lumsdaine
National Bureau of Economic Research (NBER) and American University - Department of Finance and Real Estate
Downloads 21 (416,040)
Citation 12

Abstract:

17.

Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks

NBER Working Paper No. w6397
Number of pages: 27 Posted: 11 Jun 2000
Dan Ben-David, Robin L. Lumsdaine and David H. Papell
Tel Aviv University - Eitan Berglas School of Economics, American University - Department of Finance and Real Estate and University of Houston - Department of Economics
Downloads 19 (411,295)
Citation 13

Abstract:

18.

Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models

NBER Working Paper No. w4201
Number of pages: 64 Posted: 10 Jul 2007
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 18 (426,095)
Citation 17

Abstract:

19.

Identifying the Common Component in International Economic Fluctuations

NBER Working Paper No. w5984
Number of pages: 37 Posted: 06 Sep 2000
Robin L. Lumsdaine and Eswar S. Prasad
American University - Department of Finance and Real Estate and Cornell University - Dyson School of Applied Economics and Management
Downloads 13 (457,222)
Citation 54

Abstract:

20.

How Survey Design Affects Inference Regarding Health Perceptions and Outcomes

NBER Working Paper No. w17244
Number of pages: 52 Posted: 24 Jul 2011
Anneke Exterkate and Robin L. Lumsdaine
affiliation not provided to SSRN and American University - Department of Finance and Real Estate
Downloads 12 (477,726)

Abstract:

21.

Efficient Windows and Labor Force Reduction

NBER Working Paper No. w3369
Number of pages: 45 Posted: 12 Apr 2004
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 12 (467,437)
Citation 7

Abstract:

22.

Market Set-Up in Advance of Federal Reserve Policy Decisions

NBER Working Paper No. w19814
Number of pages: 49 Posted: 18 Jan 2014
Dick J. C. van Dijk, Robin L. Lumsdaine and Michel van der Wel
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, American University - Department of Finance and Real Estate and Erasmus University Rotterdam
Downloads 6 (511,943)

Abstract:

23.

Wall Street vs. Main Street: an Evaluation of Probabilities

NBER Working Paper No. w19103
Number of pages: 50 Posted: 11 Jun 2013
Robin L. Lumsdaine and Rogier J.D. Potter van Loon
American University - Department of Finance and Real Estate and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 6 (502,791)

Abstract:

24.

Correlation, Models, and Risk Management in Challenging Times

Journal of Financial Econometrics, Vol. 7, Issue 1, pp. 40-51, 2009
Posted: 03 Jan 2009
Robin L. Lumsdaine
American University - Department of Finance and Real Estate

Abstract: