Maria Vassalou
Finance · 2000–2006
A researcher in the Science corpus: 6 papers; trusts 4 researchers and is trusted by 125 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it; #242 of 10,518 by trust here, #471 by citations
Whom Maria Vassalou trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Edwin J. Elton
- Eugene F. Fama
- John Y. Campbell
- Lars Peter Hansen
- Martin Gruber
- Halbert White
- Kenneth R. French
Who trusts Maria Vassalou overall
- Kevin Aretz
- Söhnke M. Bartram
- Antje Berndt
- John Y. Campbell
- Fan Yu
- Alexander David
- P. Pope
- S. Varotto
- Vineet Agarwal
- Thomas J. George
Papers from Maria Vassalou's perspective
Ordered by how strongly the researchers Maria Vassalou trusts endorse each paper. Same corpus, a different order for every researcher.
- Explaining the Rate Spread on Corporate Bonds
- News Related to Future GDP Growth as Risk Factors in Equity Returns
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
- Sectoral Shocks and Aggregate Fluctuations
- Can Book-to-Market, Size, and Momentum Be Risk Factors That Predict Economic Growth?
- The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets: A Reply
- The Cross‐Section of Expected Stock Returns
- The Persistence of Mutual Fund Performance
- Book‐to‐Market Equity, Distress Risk, and Stock Returns
Their papers
- News Related to Future GDP Growth as Risk Factors in Equity Returns (2002) — 153 citations
- Sector Investment Growth Rates and the Cross Section of Equity Returns (2006) — 117 citations
- Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns (2000) — 114 citations
- Default Risk in Equity Returns (2004) — 1,984 citations
- Sharpe Ratios and Alphas in Continuous Time (2004) — 47 citations
- Can Book-to-Market, Size, and Momentum Be Risk Factors That Predict Economic Growth? (2000) — 980 citations