G. Nartea

Economics and Econometrics · 2004–2018

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom G. Nartea trusts overall

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

  1. Y. Amihud
  2. Andrew Ang
  3. Todd Mitton
  4. R. Hodrick
  5. Narasimhan Jegadeesh
  6. Akhtar Siddique
  7. Keith P. Vorkink
  8. Yuhang Xing
  9. Xiaoyan Zhang

Papers from G. Nartea's perspective

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

  1. The Cross-Section of Volatility and Expected Returns
  2. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  3. High idiosyncratic volatility and low returns: International and further U.S. evidence
  4. Conditional Skewness in Asset Pricing Tests
  5. Equilibrium Underdiversification and the Preference for Skewness
  6. Evidence of Predictable Behavior of Security Returns
  7. Farm household efficiency in Bangladesh: a comparison of stochastic frontier and DEA methods
  8. Information and the Cost of Capital
  9. The Cross‐Section of Expected Stock Returns
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers