J. Okunev

Journal of Financial and Quantitative Analysis · 2003

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Whom J. Okunev trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Narasimhan Jegadeesh
  2. Sheridan Titman
  3. Eugene F. Fama
  4. I. Marsh
  5. Christopher J. Neely

Who trusts J. Okunev overall

  1. Pedro Barroso
  2. P. O'Connell
  3. Lukas Menkhoff
  4. Pedro Santa-clara
  5. Melvyn Teo
  6. A. C. Burnside

Papers from J. Okunev's perspective

Ordered by how strongly the researchers J. Okunev trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Behavior of Stock-Market Prices
  2. High‐frequency Markov switching models in the foreign exchange market
  3. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  4. Intraday Technical Trading in the Foreign Exchange Market
  5. Momentum, Business Cycle and Time Varying Expected Returns
  6. The other side of value: The gross profitability premium.
  7. CAPM Over the Long-Run: 1926-2001
  8. Price Momentum and Trading Volume
  9. The Reversal of Abnormal Accruals and the Market Valuation of Earnings Surprises
  10. The Incremental Information Content of Tone Change in Management Discussion and Analysis

Their papers