N. Kohers

Finance · 2000–2004

A researcher in the Science corpus: 7 papers; trusts 1 researcher and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom N. Kohers trusts overall

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

  1. Eugene F. Fama
  2. Kenneth R. French

Who trusts N. Kohers overall

  1. James C. Brau
  2. M. Martynova
  3. T. Laamanen
  4. R. Conn
  5. Phillip J. McKnight
  6. Onur Bayar
  7. Jeffrey J. Reuer

Papers from N. Kohers's perspective

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

  1. The Cross‐Section of Expected Stock Returns
  2. The day of the week effect on stock market volatility
  3. Can Book-to-Market, Size, and Momentum Be Risk Factors That Predict Economic Growth?
  4. Technological Innovation and Initial Public Offerings
  5. A note on information seasonality and the disappearance of the weekend effect in the UK stock market
  6. Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects (Applied Economics Letters)
  7. IPOs and Product Quality
  8. The Great Reversals: The Politics of Financial Development in the 20th Century
  9. Managerial Decisions and Long-Term Stock Price Performance
  10. The Cross-Section of Volatility and Expected Returns

Their papers