Johan Nisser
2006
A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Johan Nisser trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Johan Nisser's perspective
Ordered by how strongly the researchers Johan Nisser trusts endorse each paper. Same corpus, a different order for every researcher.
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis
- The turn-of-the-month effect still lives: the international evidence
- Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect
- Trends and random walks in macroeconmic time series: Some evidence and implications
- Why Has IPO Underpricing Changed Over Time
- Estimating causal effects of treatments in randomized and nonrandomized studies.
- Large Sample Properties of Matching Estimators for Average Treatment Effects
- Instrumental variable methods for recovering continuous linear functionals
- The asymptotic variance of semiparametric estimators
Their papers
- Disappearing anomalies: a dynamic analysis of the persistence of anomalies (2006) — 171 citations