D. Andrei

Finance · 2014–2015

A researcher in the Science corpus: 2 papers; trusts 30 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 63 citations into it; #8,784 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 62 citations into it; #19,103 of 23,481 by trust here, #16,151 by citations
• Accounting — 23 citations into it

Whom D. Andrei trusts overall

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

1. Alexander David
2. Lars Peter Hansen
3. Jose A. Scheinkman
4. Lin Peng
5. Mark Grinblatt
6. Andrew J. Patton
7. Philippe Bacchetta
8. Tobias J. Moskowitz
9. Harrison G. Hong
10. Diego García

Who trusts D. Andrei overall

1. Kenneth R. Ahern
2. Lasse Heje Pedersen
3. Renato Faccini

Papers from D. Andrei's perspective

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

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Stock price volatility and equity premium
3. Overconfidence and Speculative Bubbles (Journal of Political Economy)
4. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
5. Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
6. How Distance, Language, and Culture Influence Stockholdings and Trades
7. Learning asymmetries in real business cycles
8. Heterogeneous Beliefs, Speculation, and the Equity Premium
9. Time Series Momentum
10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers

• Information Percolation, Momentum and Reversal (2014) — 116 citations
• Investor Attention and Stock Market Volatility (2015) — 486 citations