Joëlle Miffre

Finance · 2007–2018

A researcher in the Science corpus: 5 papers; trusts 13 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Joëlle Miffre trusts overall

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

  1. Claude B. Erb
  2. Gary B. Gorton
  3. Tarun Chordia
  4. Campbell R. Harvey
  5. P. R. Hansen
  6. L. Shivakumar
  7. Ana‐Maria Fuertes
  8. Andrew C. Szakmary
  9. Lawrence R. Glosten
  10. G. Rallis

Who trusts Joëlle Miffre overall

  1. D. Basu
  2. Ben R. Marshall
  3. Kenneth J. Singleton
  4. Andrew C. Szakmary
  5. Rochester H. Cahan
  6. Charoula Daskalaki
  7. W. Kang
  8. Paresh Kumar Narayan
  9. Jared M. Cahan
  10. James Chong

Papers from Joëlle Miffre's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  3. The Strategic and Tactical Value of Commodity Futures
  4. Momentum, Business Cycle and Time Varying Expected Returns
  5. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
  6. An examination of momentum strategies in commodity futures markets
  7. A Test for Superior Predictive Ability
  8. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  9. Equilibrium Forward Curves for Commodities
  10. Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

Their papers