Ronald J. Balvers
Finance · 2000–2017
A researcher in the Science corpus: 4 papers; trusts 17 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 36 citations into it; #4,400 of 10,518 by trust here, #4,858 by citations
- Economics and Econometrics — 31 citations into it
- Accounting — 13 citations into it; #3,610 of 8,970 by trust here, #5,223 by citations
- Strategy and Management — 8 citations into it
- Management Science and Operations Research — 6 citations into it
Whom Ronald J. Balvers trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Narasimhan Jegadeesh
- M. Pesaran
- J. Lewellen
- John H. Cochrane
- O. Lamont
- Tarun Chordia
- Allan G. Timmermann
- Michael J. Cooper
- Jay Shanken
- Sheridan Titman
Who trusts Ronald J. Balvers overall
Papers from Ronald J. Balvers's perspective
Ordered by how strongly the researchers Ronald J. Balvers trusts endorse each paper. Same corpus, a different order for every researcher.
- Momentum, Business Cycle and Time Varying Expected Returns
- Price Momentum and Trading Volume
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Evidence of Predictable Behavior of Security Returns
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- The Cross Section of Expected Stock Returns
- Momentum and Autocorrelation in Stock Returns
- Introduction to Statistical Time Series.
- Asset Pricing: Revised Edition
- Predictability of Stock Returns: Robustness and Economic Significance
Their papers
- Temperature shocks and the cost of equity capital: Implications for climate change perceptions (2017) — 136 citations
- Social Screens and Systematic Investor Boycott Risk (2017) — 133 citations
- Momentum and mean reversion across national equity markets (2006) — 187 citations
- Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies (2000) — 371 citations