Akindynos-Nikolaos Baltas

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 32 citations into it; #7,422 of 10,518 by trust here, #8,598 by citations
• Economics and Econometrics — 30 citations into it; #16,063 of 23,481 by trust here, #20,008 by citations
• Accounting — 11 citations into it

Whom Akindynos-Nikolaos Baltas trusts overall

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

1. William Fung
2. S. B. Thompson
3. David A. Hsieh
4. Whitney K. Newey
5. L. Liu
6. Tobias J. Moskowitz
7. Ken West
8. Lu Zhang
9. Charles M. Jones
10. Eugene F. Fama

Who trusts Akindynos-Nikolaos Baltas overall

1. Pedro Barroso
2. Pedro Santa-clara

Papers from Akindynos-Nikolaos Baltas's perspective

Ordered by how strongly the researchers Akindynos-Nikolaos Baltas trusts endorse each paper. Same corpus, a different order for every researcher.

1. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
2. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
3. Time Series Momentum
4. Momentum Profits, Factor Pricing, and Macroeconomic Risk
5. A Century of Stock Market Liquidity and Trading Costs
6. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
7. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
8. Simple Formulas for Standard Errors that Cluster by Both Firm and Time
9. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
10. Characteristics of Risk and Return in Risk Arbitrage

Their papers

• "Momentum Strategies in Futures Markets and Trend-following Funds" (2013) — 112 citations