Mahmoud Qadan

Economics and Econometrics · 2018–2019

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 57 citations into it
• Finance — 37 citations into it
• Renewable Energy, Sustainability and the Environment — 12 citations into it
• Accounting — 10 citations into it

Whom Mahmoud Qadan trusts overall

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

1. Lutz Kilian
2. Tim Bollerslev
3. Robert K. Kaufmann
4. Robert F. Engle
5. Laura L. Veldkamp
6. Paresh Kumar Narayan
7. Yue‐Jun Zhang

Who trusts Mahmoud Qadan overall

1. Wenli Huang

Papers from Mahmoud Qadan's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. MODELING AND FORECASTING REALIZED VOLATILITY
3. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
4. The Cross‐Section of Expected Stock Returns
5. Good Day Sunshine: Stock Returns and the Weather
6. Common risk factors in the returns on stocks and bonds
7. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
8. Estimating the Dimension of a Model
9. The Behavior of Stock-Market Prices
10. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market

Their papers

• Investor sentiment and the price of oil (2018) — 215 citations
• Bitcoin and the day-of-the-week effect (2019) — 110 citations