R. D. McLean

Accounting · 2009–2017

A researcher in the Science corpus: 8 papers; trusts 52 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom R. D. McLean trusts overall

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

  1. Y. Amihud
  2. Jeffrey Pontiff
  3. Mitchell A. Petersen
  4. Joel Hasbrouck
  5. Malcolm P. Baker
  6. Joshua D. Rauh
  7. Jeffrey Wurgler
  8. W. Mikkelson
  9. David Haushalter
  10. R. La Porta

Who trusts R. D. McLean overall

  1. Heiko Jacobs
  2. David Javakhadze
  3. Sebastian Müller
  4. Avishek Bhandari
  5. Julien Hugonnier
  6. Sadok El Ghoul
  7. J. Lewellen
  8. Thomas Renault
  9. Omrane Guedhami
  10. Akiko Watanabe

Papers from R. D. McLean's perspective

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

  1. The Cross-Section of Volatility and Expected Returns
  2. Individual Equity Return Data from Thomson Datastream: Handle with Care!
  3. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  4. Does Arbitrage Flatten Demand Curves for Stocks
  5. Value and Momentum Everywhere: Value and Momentum Everywhere
  6. Sample selection bias as a specification error
  7. Time Series Momentum
  8. Efficient Capital Markets : II
  9. The Cross‐Section of Expected Stock Returns
  10. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

Their papers