Oliver Hansch

Finance · 2005–2009

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 27 citations into it
• Accounting — 20 citations into it
• Economics and Econometrics — 19 citations into it

Whom Oliver Hansch trusts overall

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

1. J. Gonzalo
2. Cheol S. Eun

Papers from Oliver Hansch's perspective

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

1. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
2. Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks
3. Trading and Pricing in Upstairs and Downstairs Stock Markets
4. Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects
5. Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
6. The Cross-Section of Volatility and Expected Returns
7. Working Paper Series
8. Mixing: Properties and Examples
9. Evaluating latent and observed factors in macroeconomics and finance
10. Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series

Their papers

• The information content of an open limit‐order book (2009) — 152 citations
• Liquidity commonality and return co-movement (2005) — 129 citations