Alexander David
Finance · 2008–2013
A researcher in the Science corpus: 3 papers; trusts 32 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Finance — 57 citations into it; #1,828 of 10,518 by trust here, #3,361 by citations
- Economics and Econometrics — 52 citations into it; #6,116 of 23,481 by trust here, #10,133 by citations
- Accounting — 16 citations into it
Whom Alexander David trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Suleyman Basak
- Robert J. Barro
- Maria Vassalou
- Alexi Savov
- Ravi Bansal
- Francis A. Longstaff
- Long Chen
- Yacine Aït-Sahalia
- Michael J. Brennan
- Pierre Collin-Dufresne
Who trusts Alexander David overall
- D. Andrei
- Lars Peter Hansen
- Harjoat S. Bhamra
- Hui Chi Chen
- Michael Hasler
- Ľuboš Pástor
- Thomas J. Sargent
- L. Kuehn
- Pietro Veronesi
- Ilya A. Strebulaev
Papers from Alexander David's perspective
Ordered by how strongly the researchers Alexander David trusts endorse each paper. Same corpus, a different order for every researcher.
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- The Pricing of Options and Corporate Liabilities
- Rare Disasters and Asset Markets in the Twentieth Century
- Default Risk in Equity Returns
- Term premia and interest rate forecasts in affine models
- Subjective Expectations and Asset-Return Puzzles
- Conflict Theory, Economic Conditions, and Homicide
- A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
- Generalized autoregressive conditional heteroskedasticity
Their papers
- What Ties Return Volatilities to Price Valuations and Fundamentals? (2013) — 238 citations
- Heterogeneous Beliefs, Speculation, and the Equity Premium (2008) — 218 citations
- Inflation Uncertainty, Asset Valuations, and the Credit Spreads Puzzle (2008) — 121 citations