Mark Hendricks
Finance · 2009
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it
- Economics and Econometrics — 8 citations into it
Whom Mark Hendricks trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Mark Hendricks's perspective
Ordered by how strongly the researchers Mark Hendricks trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
- Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
- Intertemporal Substitution and Risk Aversion
- Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
- Stock Return Predictability: Is it There?
- Stock Prices, Earnings and Expected Dividends
- The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment (Critical Finance Review)
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Habit Persistence, Asset Returns, and the Business Cycle
Their papers
- Risk Price Dynamics (2009) — 87 citations