George G. Pennacchi
Finance · 2006–2014
A researcher in the Science corpus: 6 papers; trusts 17 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Finance — 59 citations into it; #3,787 of 10,518 by trust here, #3,077 by citations
- Accounting — 29 citations into it; #8,262 of 8,970 by trust here, #7,961 by citations
- Economics and Econometrics — 28 citations into it; #8,273 of 23,481 by trust here, #7,755 by citations
Whom George G. Pennacchi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jun Pan
- Tobias Adrian
- Daniel B. Nelson
- Allen N. Berger
- Jeffrey A. Busse
- C. Calomiris
- Mark J. Flannery
- Hyun Song Shin
- Andrew Ang
- Olivier De Jonghe
Who trusts George G. Pennacchi overall
- V. Acharya
- Allen N. Berger
- Zhiguo He
- Mathias Drehmann
- Kleopatra Nikolaou
- Olivier De Jonghe
- Juliane Begenau
- Suresh Sundaresan
Papers from George G. Pennacchi's perspective
Ordered by how strongly the researchers George G. Pennacchi trusts endorse each paper. Same corpus, a different order for every researcher.
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Explaining the Rate Spread on Corporate Bonds
- A more complete conceptual framework for SME finance
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Does Option Compensation Increase Managerial Risk Appetite
- Too Big to Fail: The Hazards of Bank Bailouts
- Liquidity and Leverage
- Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market
- Market-Based Corrective Actions
- Another Look at Mutual Fund Tournaments
Their papers
- Deposit insurance, bank regulation, and financial system risks (2006) — 300 citations
- Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence (2009) — 151 citations
- Contingent Capital: The Case of COERCs (2014) — 169 citations
- Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps (2011) — 220 citations
- Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation (2009) — 178 citations
- Theory of Asset Pricing (2007) — 113 citations