Seth Pruitt

Finance · 2012–2021

A researcher in the Science corpus: 4 papers; trusts 35 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Finance — 75 citations into it; #2,659 of 10,518 by trust here, #2,066 by citations
• Economics and Econometrics — 67 citations into it; #5,735 of 23,481 by trust here, #5,251 by citations
• Accounting — 23 citations into it
• Management Science and Operations Research — 21 citations into it; #7,114 of 11,946 by trust here, #5,092 by citations
• Statistics and Probability — 16 citations into it
• Strategy and Management — 16 citations into it

Whom Seth Pruitt trusts overall

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

1. Jushan Bai
2. Serena Ng
3. James H. Stock
4. Tuomo Vuolteenaho
5. Eric R. Ziegel
6. Peter J. Brockwell
7. Martin Lettau
8. James Franklin
9. Dan Simon
10. Eugene F. Fama

Who trusts Seth Pruitt overall

1. Bryan T. Kelly
2. Shihao Gu
3. Dashan Huang
4. Jorge E. Galán
5. M. Forni
6. Chunya Bu

Papers from Seth Pruitt's perspective

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

1. Forecasting Using Principal Components From a Large Number of Predictors
2. Determining the Number of Factors in Approximate Factor Models
3. The Impact of Uncertainty Shocks
4. The Elements of Statistical Learning
5. Consumption, aggregate wealth and expected stock returns
6. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
7. The Behavior of Stock-Market Prices
8. Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
9. Instability of Return Prediction Models
10. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

Their papers

• The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors (2015) — 353 citations
• Market Expectations in the Cross Section of Present Values (2012) — 473 citations
• Systemic Risk and the Macroeconomy: An Empirical Evaluation (2016) — 542 citations
• Understanding momentum and reversal (2021) — 76 citations