Linda Allen

Finance · 2000–2012

A researcher in the Science corpus: 5 papers; trusts 17 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom Linda Allen trusts overall

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

  1. Turan G. Bali
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. Robert F. Engle
  5. Michael B. Gordy
  6. Francis A. Longstaff
  7. C. Borio
  8. Pierre Collin-Dufresne
  9. Bryan T. Kelly
  10. Michael L. Lemmon

Who trusts Linda Allen overall

  1. Turan G. Bali
  2. Sanjiv Ranjan Das
  3. Tomohiro Ando
  4. Stefano Giglio
  5. Jennie Bai
  6. André Uhde
  7. C. Borio
  8. Marco Rocco
  9. Bryan T. Kelly
  10. Laurence Freed

Papers from Linda Allen's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Cross‐Section of Expected Stock Returns
  3. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  4. A Rational Expectations Model of Financial Contagion
  5. Dynamic Conditional Correlation
  6. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  7. The Pricing of Options and Corporate Liabilities
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Asset Prices, Financial and Monetary Stability: Exploring the Nexus
  10. Rollover Risk and Market Freezes

Their papers