| Robust standard errors for panel regressions with cross-sectional dependence D Hoechle The stata journal 7 (3), 281-312, 2007 | 3637 | 2007 |
| How much of the diversification discount can be explained by poor corporate governance? D Hoechle, M Schmid, I Walter, D Yermack Journal of financial economics 103 (1), 41-60, 2012 | 450 | 2012 |
| Is there really no conglomerate discount? M Ammann, D Hoechle, M Schmid Journal of Business Finance & Accounting 39 (1‐2), 264-288, 2012 | 106 | 2012 |
| Robust standard errors for panel regressions with cross-sectional dependence. The Stata Journal, 7 (3), 281-312 D Hoechle View at, 2007 | 99 | 2007 |
| Financial advice and bank profits D Hoechle, S Ruenzi, N Schaub, M Schmid The Review of Financial Studies 31 (11), 4447-4492, 2018 | 88 | 2018 |
| The impact of financial advice on trade performance and behavioral biases D Hoechle, S Ruenzi, N Schaub, M Schmid Review of Finance 21 (2), 871-910, 2017 | 87 | 2017 |
| A generalization of the calendar time portfolio approach and the performance of private investors D Hoechle, H Zimmermann WWZ Working Paper, 2007 | 45* | 2007 |
| Which, why, and for how long do IPOs underperform? D Hoechle, M Schmid Available at SSRN 1098368, 2008 | 31 | 2008 |
| XTSCC: Stata module to calculate robust standard errors for panels with cross-sectional dependence D Hoechle Boston College Department of Economics, 2018 | 27 | 2018 |
| Don't Answer the Phone-Financial Advice and Individual Investors' Performance D Hoechle, S Ruenzi, N Schaub, M Schmid Working paper, 2013 | 20 | 2013 |
| Time stamp errors and the stock price reaction to analyst recommendation and forecast revisions D Hoechle, N Schaub, M Schmid Available at SSRN 2768194, 2015 | 17 | 2015 |
| Predicting and explaining IPO underperformance D Hoechle, MM Schmid Basel University, Academic Working Paper, 2009 | 16 | 2009 |
| XTFMB: Stata module to execute Fama-MacBeth two-step panel regression D Hoechle Boston College Department of Economics, 2011 | 10 | 2011 |
| Does unobservable heterogeneity matter for portfolio-based asset pricing tests? M Schmid, D Hoechle, H Zimmermann Available at SSRN 3569485, 2020 | 9 | 2020 |
| The long-term performance of IPOs revisited D Hoechle, L Karthaus, M Schmid Available at SSRN 2929733, 2021 | 7 | 2021 |
| The pre-announcement effect of analyst recommendations: The impact of time stamp errors D Hoechle, N Schaub, M Schmid Working Paper, Swiss Institute of Banking and Finance, 2012 | 5 | 2012 |
| Correcting alpha misattribution in portfolio sorts D Hoechle, M Schmid, H Zimmermann SSRN Working Paper, 3190310, 2018 | 3 | 2018 |
| Financial advice and bank profits S Ruenzi, D Hoechle, N Schaub, M Schmid | 3 | 2017 |
| Financial advice and retirement savings D Hoechle, S Ruenzi, N Schaub, M Schmid Available at SSRN 4339769, 2022 | 2 | 2022 |
| Do Firm Fixed Effects Matter in Empirical Asset Pricing D Hoechle, M Schmid, H Zimmermann European Financial Management Association, 2018 Annual Meetings. https …, 2018 | 2 | 2018 |
Markus SchmidProfessor of Finance, University of St. GallenBestätigte E-Mail-Adresse bei unisg.ch
