Roman Frydman

New York University (NYU) - Department of Economics

19 West 4th Street

New York, NY 10012

United States

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 14,925

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4,299

SSRN CITATIONS
Rank 13,426

SSRN RANKINGS

Top 13,426

in Total Papers Citations

6

CROSSREF CITATIONS

82

Scholarly Papers (18)

1.

Why Ownership Matters? Entrepreneurship and the Restructuring of Enterprises in Central Europe

Number of pages: 38 Posted: 06 Dec 1999
New York University (NYU) - Department of Economics, Fordham University - Gabelli School of Business and Columbia Law School
Downloads 907 (33,270)
Citation 20

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2.
Downloads 729 ( 44,837)
Citation 10

Cost Inefficiency, Size of Firms and Takeovers

Stern Working Paper No. SOR 2001-4; Milken Institute Working Paper
Number of pages: 46 Posted: 02 Aug 2001
Susanne Trimbath, Halina Frydman and Roman Frydman
STP Advisory Services, LLC, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Economics
Downloads 639 (52,726)

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Corporate finance and governance; Mergers; Acquisitions; Econometric methods; Models with panel data; Truncated and censored models; Cox Hazard Model

Cost Inefficiency, Size of Firms, and Takeovers

NYU Working Paper No. FIN-00-061
Number of pages: 42 Posted: 13 Nov 2008
Halina Frydman, Roman Frydman and Susanne Trimbath
New York University (NYU) - Department of Information, Operations, and Management Sciences, New York University (NYU) - Department of Economics and STP Advisory Services, LLC
Downloads 48 (503,239)

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Corporate Finance and Governance, Mergers, Acquisitions, Econometric Methods, Models with Panel Data, Truncated and Censored Models

Cost Inefficiency, Size of Firms and Takeovers

NYU Working Paper No. SOR-2001-4
Number of pages: 24 Posted: 31 Oct 2008
Susanne Trimbath, Halina Frydman and Roman Frydman
STP Advisory Services, LLC, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Economics
Downloads 42 (531,810)

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corporate finance and governance, mergers, acquisitions, econometric methods, models with panel data, truncated and censored models

Cost Inefficiency, Size of Firms and Takeovers

Review of Quantitative Finance and Accounting, Vol. 17, No. 4, pp. 397-420, 2001
Posted: 02 Aug 2001
Susanne Trimbath, Halina Frydman and Roman Frydman
STP Advisory Services, LLC, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Economics

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Corporate finance and governance; Mergers; Acquisitions; Econometric methods Models with panel data Truncated and censored models; Cox Hazard Model

3.

Private Ownership and Corporate Performance: Some Lessons from Transition Economies

Number of pages: 56 Posted: 11 Nov 2004
New York University (NYU) - Department of Economics, World Bank, Fordham University - Gabelli School of Business and Columbia Law School
Downloads 528 (67,942)

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Financial Buyers in Takeovers: Focus on Cost Efficiency

Milken Institute Working Paper No. 02-01
Number of pages: 23 Posted: 21 Nov 2002
Halina Frydman, Roman Frydman and Susanne Trimbath
New York University (NYU) - Department of Information, Operations, and Management Sciences, New York University (NYU) - Department of Economics and STP Advisory Services, LLC
Downloads 436 (84,895)

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Investment Banking, Corporate Finance and Governance, Mergers and Acquisitions

Financial Buyers in Takeovers: Focus on Cost Efficiency

NYU Working Paper No. SOR-2003-3
Number of pages: 23 Posted: 03 Nov 2008
Halina Frydman, Roman Frydman and Susanne Trimbath
New York University (NYU) - Department of Information, Operations, and Management Sciences, New York University (NYU) - Department of Economics and STP Advisory Services, LLC
Downloads 59 (457,575)

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Investment Banking, Corporate Finance and Governance, Mergers, Acquisitions, Econometric Methods

Financial Buyers in Takeovers: Focus on Cost Efficiency

Managerial Finance, Vol. 28, No. 12, 2002, pp. 1-13
Posted: 10 Dec 2002
Halina Frydman, Roman Frydman and Susanne Trimbath
New York University (NYU) - Department of Information, Operations, and Management Sciences, New York University (NYU) - Department of Economics and STP Advisory Services, LLC

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Investment Banking, Corporate Finance and Governance, Mergers and Acquisitions

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

Number of pages: 38 Posted: 06 Mar 2000
New York University (NYU) - Department of Economics, World Bank, Fordham University - Gabelli School of Business and Columbia Law School
Downloads 304 (127,658)
Citation 4

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

Posted: 28 May 2001
New York University (NYU) - Department of Economics, World Bank, Fordham University - Gabelli School of Business and Columbia Law School

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ownership, financial discipline, performance, transition

6.

Macroeconomic Theory for a World of Imperfect Knowledge

Capitalism and Society, Vol. 3, Issue 3, Article 1, 2008
Number of pages: 78 Posted: 30 Jan 2013
Roman Frydman and Michael D. Goldberg
New York University (NYU) - Department of Economics and University of New Hampshire
Downloads 204 (190,363)

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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings

Number of pages: 42 Posted: 15 Jan 2009
New York University (NYU) - Department of Economics, University of New Hampshire, University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Downloads 107 (321,377)

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PPP puzzle, long swings, imperfect knowledge, rational expectations hypothesis

A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 08-31
Number of pages: 39 Posted: 15 Dec 2008
New York University (NYU) - Department of Economics, University of New Hampshire, University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Downloads 64 (439,019)
Citation 6

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PPP puzzle, Long Swings, Imperfect Knowledge, Rational Expectations

The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

Number of pages: 55 Posted: 15 Mar 2019
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Downloads 113 (309,204)
Citation 1

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Unforeseeable Change; Knightian Uncertainty; Muth’s Hypothesis; Model Ambiguity; REH; Behavioral Finance

The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

Institute for New Economic Thinking Working Paper Series No. 92 (2019)
Number of pages: 62 Posted: 05 Mar 2019
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Downloads 56 (469,352)
Citation 1

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Unforeseeable Change; Knightian Uncertainty; Muth’s Hypothesis; Model Ambiguity; REH; Behavioral Finance

9.

Change and Rationality in Macroeconomics and Finance Theory: A New Rational Expectations Hypothesis

Institute for New Economic Thinking Working Paper Series No. 8
Number of pages: 45 Posted: 29 Mar 2015
Roman Frydman and Michael D. Goldberg
New York University (NYU) - Department of Economics and University of New Hampshire
Downloads 158 (237,903)
Citation 1

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10.

New Evidence for the Present-Value Model of Stock Prices: Why the REH Version Failed Empirically

Institute for New Economic Thinking Working Paper Series No. 2
Number of pages: 45 Posted: 27 Mar 2015
New York University (NYU) - Department of Economics, University of New Hampshire and Armstrong Atlantic State University
Downloads 153 (244,236)
Citation 1

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The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Institute for New Economic Thinking Working Paper Series No. 59
Number of pages: 39 Posted: 29 Jun 2017
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Downloads 62 (446,341)

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Asset-Price Movements, Model Ambiguity, Models with Time-Varying Parameters, REH, Behavioral Finance, GAS Models

The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Number of pages: 38 Posted: 23 Jun 2017
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Downloads 57 (465,495)

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Asset-Price Movements, Model Ambiguity, Models with Time-Varying Parameters, REH, Behavioral Finance, GAS Models

The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Institute for New Economic Thinking Working Paper Series No. 59
Number of pages: 39 Posted: 13 Sep 2017
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Downloads 33 (580,921)

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Asset-Price Movements, Model Ambiguity, Models with Time-Varying Parameters, REH, Behavioral Finance, GAS Models

12.

Financial Markets and the State: Long Swings, Risk, and the Scope of Regulation

Capitalism and Society, Vol. 4, Issue 2, Article 2, 2009
Number of pages: 45 Posted: 30 Jan 2013
Roman Frydman and Michael D. Goldberg
New York University (NYU) - Department of Economics and University of New Hampshire
Downloads 103 (327,700)
Citation 1

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13.

How Economists Should Respond to Trumpian Disdain for Experts

Capitalism and Society: Vol. 13: Iss. 2, Article 7
Number of pages: 8 Posted: 28 Dec 2018
Roman Frydman
New York University (NYU) - Department of Economics
Downloads 98 (338,433)

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14.

Stock-Market Expectations: Econometric Evidence that Both REH and Behavioral Insights Matter

Institute for New Economic Thinking Working Paper Series No. 44
Number of pages: 36 Posted: 11 Jun 2016
Roman Frydman and Joshua Stillwagon
New York University (NYU) - Department of Economics and Trinity College (Hartford CT)
Downloads 83 (375,359)

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Behavioral finance, REH, Knightian uncertainty, survey expectations, structural change, model specification, automated model selection

15.

Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

CREATES Research Paper 2008-3
Number of pages: 35 Posted: 25 Jun 2008
University of Copenhagen - Department of Economics, University of Copenhagen - Department of Economics, New York University (NYU) - Department of Economics and University of New Hampshire
Downloads 45 (507,537)
Citation 16

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PPP puzzle, Forward premium puzzle, cointegrated VAR, likelihood inference

16.

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

Posted: 09 Dec 1999
New York University (NYU) - Department of Economics, World Bank, Fordham University - Gabelli School of Business and Columbia Law School

Abstract:

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17.

Why Ownership Matters?: Politicization and Entrepreneurship in the Restructuring of Enterprises in Central Europe

Posted: 01 Oct 1998
New York University (NYU) - Department of Economics, Fordham University - Gabelli School of Business and Columbia Law School

Abstract:

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18.

Investing in Insider-Dominated Firms: A Study of Russian Voucher Privatization Funds

Corporate Governance in Central Europe and Russia, Vol. 1:Banks, Funds, and Foreign Investors (Roman Frydman, Cheryl W. Gray & Andrzej Rapaczynski eds., Central European University Press 1996)
Posted: 03 Jul 1998
New York University (NYU) - Department of Economics, Columbia University School of Law and Columbia Law School

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