T. Nijman

Finance · 1984–2014

A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #3,288 of 10,518 by trust here, #2,066 by citations
• Economics and Econometrics — 14 citations into it; #7,130 of 23,481 by trust here, #5,251 by citations

Whom T. Nijman trusts overall

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

1. Gary B. Gorton
2. Olivier Ledoit
3. Harrison G. Hong

Who trusts T. Nijman overall

1. Christian Francq
2. Marie-Claude Beaulieu
3. Tobias J. Moskowitz
4. B. Fattouh
5. C. Carter
6. Changyu Wang
7. Ing-Haw Cheng
8. James D. Hamilton

Papers from T. Nijman's perspective

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

1. Facts and Fantasies about Commodity Futures
2. What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices
3. Portfolio Selection
4. Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
5. Gain, Loss, and Asset Pricing (Journal of Political Economy)
6. A Simple Model of Herd Behavior
7. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
8. The Cross-Section of Volatility and Expected Returns
9. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
10. The Cross Section of Expected Stock Returns

Their papers

• Hedging Pressure Effects in Futures Markets (2000) — 467 citations
• Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets (2001) — 299 citations
• Testing for mean-variance spanning: a survey (2001) — 165 citations
• An Anatomy of Commodity Futures Risk Premia (2014) — 290 citations
• Missing observations in the dynamic regression model (1984)