David A. Lesmond
Finance · 2004–2015
A researcher in the Science corpus: 4 papers; trusts 12 researchers and is trusted by 69 researchers here, as inferred from the citation graph.
Subfields
- Finance — 62 citations into it; #376 of 10,518 by trust here, #626 by citations
- Accounting — 39 citations into it; #435 of 8,970 by trust here, #2,315 by citations
- Economics and Econometrics — 30 citations into it; #14,175 of 23,481 by trust here, #6,470 by citations
- Strategy and Management — 6 citations into it
Whom David A. Lesmond trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- H. Stoll
- Erik Skaden
- Q. Vuong
- Lawrence H. Summers
- Y. Amihud
- Tarun Chordia
- Narasimhan Jegadeesh
- Halbert White
- Edith S. Hotchkiss
- Kenneth A. Froot
Who trusts David A. Lesmond overall
- Geert Bekaert
- Craig W. Holden
- Campbell R. Harvey
- C. Rösch
- John M. Griffin
- Judith Lischewski
- Pedro A. C. Saffi
- Christian Leuz
- Christian Lundblad
- Yufeng Han
Papers from David A. Lesmond's perspective
Ordered by how strongly the researchers David A. Lesmond trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross-Section of Volatility and Expected Returns
- Individual Equity Return Data from Thomson Datastream: Handle with Care!
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
- Explaining the Rate Spread on Corporate Bonds
- The Portfolio Flows of International Investors
- The Determinants of Credit Spread Changes
- The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
- The Illusory Nature of Momentum Profits
- Liquidity of emerging markets
- Does Financial Liberalization Spur Growth
Their papers
- The Illusory Nature of Momentum Profits (2004) — 684 citations
- Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility around the World (2015) — 144 citations
- Corporate Yield Spreads and Bond Liquidity (2007) — 1,031 citations
- Liquidity of emerging markets (2005) — 821 citations