Kurt Verstegen

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it
• Economics and Econometrics — 10 citations into it
• Accounting — 6 citations into it

Whom Kurt Verstegen trusts overall

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

1. Y. Amihud
2. Andrew Ang
3. Geert Bekaert

Papers from Kurt Verstegen's perspective

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

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. High idiosyncratic volatility and low returns: International and further U.S. evidence
3. The Cross-Section of Volatility and Expected Returns
4. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
5. Individual Equity Return Data from Thomson Datastream: Handle with Care!
6. Liquidity and Expected Returns: Lessons from Emerging Markets
7. The Cross‐Section of Expected Stock Returns
8. Idiosyncratic Risk Matters
9. Information and the Cost of Capital
10. Delta-Hedged Gains and the Negative Market Volatility Risk Premium

Their papers

• Are extreme returns priced in the stock market? European evidence. (2013) — 113 citations