W. Marquering

Economics and Econometrics · 2001–2014

A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom W. Marquering trusts overall

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

  1. John Y. Campbell
  2. Pascal J. Maenhout
  3. Halbert White
  4. Robert F. Engle
  5. Tim Bollerslev
  6. Daniel B. Nelson
  7. M. Pesaran
  8. Stilianos Fountas

Who trusts W. Marquering overall

  1. Paresh Kumar Narayan
  2. David E. Rapach

Papers from W. Marquering's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Gender, race, and perception of environmental health risks.
  3. Robust Portfolio Rules and Asset Pricing
  4. Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
  5. Asset Pricing at the Millennium (Journal of Finance)
  6. Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis
  7. The turn-of-the-month effect still lives: the international evidence
  8. Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Their papers