Antonio Gargano
Economics and Econometrics · 2013–2018
A researcher in the Science corpus: 3 papers; trusts 44 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 57 citations into it
- Finance — 55 citations into it; #7,850 of 10,518 by trust here, #6,671 by citations
- Accounting — 24 citations into it
- Management Science and Operations Research — 15 citations into it; #8,651 of 11,946 by trust here, #6,888 by citations
- Statistics and Probability — 9 citations into it; #9,877 of 12,932 by trust here, #7,914 by citations
Whom Antonio Gargano trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lin Peng
- Hui Zou
- Brad M. Barber
- Mark Grinblatt
- Stijn Van Nieuwerburgh
- Murray Z. Frank
- David E. Rapach
- Zhi Da
- Robert Tibshirani
- Terrance Odean
Who trusts Antonio Gargano overall
Papers from Antonio Gargano's perspective
Ordered by how strongly the researchers Antonio Gargano trusts endorse each paper. Same corpus, a different order for every researcher.
- Regression Shrinkage and Selection via the Lasso
- Addendum: Regularization and variable selection via the elastic net
- The Adaptive Lasso and Its Oracle Properties
- Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
- Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
- All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
- Stock Return Predictability and Model Uncertainty
- A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
- Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
- Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
Their papers
- Complete subset regressions (2013) — 218 citations
- Does It Pay to Pay Attention (2018) — 146 citations
- Forecasting commodity price indexes using macroeconomic and financial predictors (2014) — 168 citations