Stefan Ruenzi

Finance · 2006–2017

A researcher in the Science corpus: 8 papers; trusts 42 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Stefan Ruenzi trusts overall

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

  1. Mark Grinblatt
  2. Sheridan Titman
  3. Tarun Chordia
  4. George O. Aragon
  5. Y. Amihud
  6. Halbert White
  7. Marianne Bertrand
  8. Justin Wolfers
  9. Jonathan D. Taylor
  10. Bing Liang

Who trusts Stefan Ruenzi overall

  1. Aleksandra J. Kacperczyk
  2. Stephan Jank
  3. Vikas Agarwal

Papers from Stefan Ruenzi's perspective

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

  1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  2. The Persistence of Mutual Fund Performance
  3. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
  4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  5. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
  6. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
  7. Characteristics of Risk and Return in Risk Arbitrage
  8. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  9. Institutional Investors and Equity Prices
  10. Common risk factors in the returns on stocks and bonds

Their papers