Clifford S. Asness
Finance · 2000–2018
A researcher in the Science corpus: 11 papers; trusts 26 researchers and is trusted by 41 researchers here, as inferred from the citation graph.
Subfields
- Finance — 150 citations into it; #1,049 of 10,518 by trust here, #775 by citations
- Accounting — 93 citations into it; #3,200 of 8,970 by trust here, #2,278 by citations
- Economics and Econometrics — 72 citations into it; #3,250 of 23,481 by trust here, #3,351 by citations
- Strategy and Management — 50 citations into it
- Management Science and Operations Research — 18 citations into it
- Economics & Operations Research — 6 citations into it
Whom Clifford S. Asness trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Joseph D. Piotroski
- Andrea Frazzini
- Eugene F. Fama
- Partha Mohanram
- Lasse Heje Pedersen
- Tobias J. Moskowitz
- Y. Amihud
- Markus K. Brunnermeier
- John Y. Campbell
- R. C. Merton
Who trusts Clifford S. Asness overall
- Robert Novy-Marx
- A. Durre
- John Y. Campbell
- Saejoon Kim
- Tobias J. Moskowitz
- Lasse Heje Pedersen
- P. Giot
- Nicolas P. B. Bollen
- Tuomo Vuolteenaho
- Bryan T. Kelly
Papers from Clifford S. Asness's perspective
Ordered by how strongly the researchers Clifford S. Asness trusts endorse each paper. Same corpus, a different order for every researcher.
- The other side of value: The gross profitability premium.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Asset Growth and the Cross-Section of Stock Returns
- Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
- Market Timing and Capital Structure
- Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
- Accrual Reliability, Earnings Persistence and Stock Prices
- Separating Winners from Losers among LowBook-to-Market Stocks using Financial Statement Analysis
- Market Frictions, Price Delay, and the Cross-Section of Expected Returns
- In Search of Distress Risk (Social Science Research Network)
Their papers
- Value and Momentum Everywhere: Value and Momentum Everywhere (2013) — 2,035 citations
- Stocks versus Bonds: Explaining the Equity Risk Premium (2000) — 131 citations
- Leverage Aversion and Risk Parity (2012) — 309 citations
- Surprise! Higher Dividends = Higher Earnings Growth (2003) — 260 citations
- Size matters, if you control your junk (2018) — 163 citations
- Quality minus junk (2018) — 190 citations
- Fact, Fiction, and Value Investing (2015) — 113 citations
- Fact, Fiction, and Momentum Investing (2014) — 114 citations
- Fight the Fed Model (2002) — 146 citations
- Do Hedge Funds Hedge? (2001) — 520 citations
- Predicting Stock Returns Using Industry-Relative Firm Characteristics (2000) — 146 citations