Raul Susmel

Finance · 2003–2011

A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 30 citations into it; #4,193 of 10,518 by trust here, #6,419 by citations
• Economics and Econometrics — 20 citations into it; #9,068 of 23,481 by trust here, #17,969 by citations
• Accounting — 11 citations into it

Whom Raul Susmel trusts overall

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

1. Clive W. J. Granger
2. Daniel B. Nelson
3. Hirotugu Akaike
4. Andrew W. Lo
5. Wen-I Chuang
6. Brad M. Barber
7. Lawrence R. Glosten
8. M. Statman
9. Jiang Wang
10. Markus Glaser

Who trusts Raul Susmel overall

1. Giampiero M. Gallo
2. Denis Pelletier
3. Robert F. Engle
4. Edoardo Otranto

Papers from Raul Susmel's perspective

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

1. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
2. On the Survival of Overconfident Traders in a Competitive Securities Market
3. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
4. Overconfidence and Speculative Bubbles (Journal of Political Economy)
5. Introduction to Statistical Time Series.
6. Online Investors: Do the Slow Die First?
7. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
8. Heuristics and Biases: The Weighing of Evidence and the Determinants of Confidence
9. Market States and Momentum
10. A new look at the statistical model identification

Their papers

• Interest-Rate Volatility in Emerging Markets (2003) — 129 citations
• Who is the more overconfident trader? Individual vs. institutional investors (2011) — 117 citations
• Regime Switching Stochastic Volatility and Short-term Interest Rates (2004) — 94 citations