S. Henkel
Finance · with Martin · 2008
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 14 researchers here, as inferred from the citation graph.
Subfields
- Finance — 26 citations into it; #3,050 of 10,518 by trust here, #4,039 by citations
- Economics and Econometrics — 22 citations into it
- Management Science and Operations Research — 6 citations into it
Whom S. Henkel trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Andrew Ang
- Geert Bekaert
- K. Cremers
- John Y. Campbell
- Eugene F. Fama
- Doron Avramov
- Rossen Valkanov
- S. B. Thompson
- Ravi Bansal
- Ross L. Watts
Who trusts S. Henkel overall
- Bradley S. Paye
- David E. Rapach
- David Bowen
- Benjamin Golez
- Gurdip Bakshi
- Michael Johannes
- Lei Gao
- Guofu Zhou
- Mark C. Hutchinson
- Peter Koudijs
Papers from S. Henkel's perspective
Ordered by how strongly the researchers S. Henkel trusts endorse each paper. Same corpus, a different order for every researcher.
- International Asset Allocation With Regime Shifts
- Common risk factors in the returns on stocks and bonds
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- Long-horizon regressions: theoretical results and applications
- Stock Return Predictability: Is it There?
- Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
- Regime Switches in Interest Rates
- Stock Return Predictability and Model Uncertainty
- Stock Return Predictability: A Bayesian Model Selection Perspective
- The Behavior of Stock-Market Prices
Their papers
- Time-varying short-horizon predictability ☆ (2008) — 437 citations