Michael Johannes

Michael Johannes

Columbia University in the City of New York

H-index: 21

North America-United States

About Michael Johannes

Michael Johannes, With an exceptional h-index of 21 and a recent h-index of 16 (since 2020), a distinguished researcher at Columbia University in the City of New York, specializes in the field of Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Expected 1DTE Option Returns

FOMC Announcement Event Risk

Time-Varying Macroeconomic Announcement Risk

Michael Johannes Information

University

Position

Professor of Finance

Citations(all)

6810

Citations(since 2020)

1896

Cited By

5822

hIndex(all)

21

hIndex(since 2020)

16

i10Index(all)

23

i10Index(since 2020)

18

Email

University Profile Page

Columbia University in the City of New York

Google Scholar

View Google Scholar Profile

Michael Johannes Skills & Research Interests

Finance

Top articles of Michael Johannes

Title

Journal

Author(s)

Publication Date

Expected 1DTE Option Returns

Available at SSRN 4729757

Michael S Johannes

Andreas Kaeck

Norman Seeger

Neel Shah

2024/2/14

FOMC Announcement Event Risk

Available at SSRN 4484011

Michael S Johannes

Andreas Kaeck

Norman Seeger

2023/6/19

Time-Varying Macroeconomic Announcement Risk

Georgetown McDonough School of Business Research Paper

Michael S Johannes

Norman Seeger

Jonathan R Stroud

2022/9/6

See List of Professors in Michael Johannes University(Columbia University in the City of New York)

Co-Authors

H-index: 53
Nick Polson

Nick Polson

University of Chicago

H-index: 40
Mark Broadie

Mark Broadie

Columbia University in the City of New York

H-index: 38
Suresh Sundaresan

Suresh Sundaresan

Columbia University in the City of New York

H-index: 27
Mikhail Chernov

Mikhail Chernov

University of California, Los Angeles

H-index: 22
Jonathan R. Stroud

Jonathan R. Stroud

Georgetown University

H-index: 15
Bjorn Eraker

Bjorn Eraker

University of Wisconsin-Madison

academic-engine