Oliver Boguth

Finance · 2011–2012

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 52 citations into it
• Economics and Econometrics — 45 citations into it
• Accounting — 12 citations into it
• Strategy and Management — 7 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Oliver Boguth trusts overall

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

1. J. Lewellen
2. Martin Lettau
3. Ravi Bansal
4. Sydney C. Ludvigson
5. Eugene F. Fama
6. John Y. Campbell
7. Amir Yaron
8. Chenchuramaiah T. Bathala
9. Tim Bollerslev
10. Annette Vissing-Jorgensen

Who trusts Oliver Boguth overall

1. Patrick Gagliardini

Papers from Oliver Boguth's perspective

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

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
3. The Cross Section of Expected Stock Returns
4. The Cross‐Section of Expected Stock Returns
5. Common risk factors in the returns on stocks and bonds
6. The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
7. Predicting Returns with Financial Ratios
8. Generalized autoregressive conditional heteroskedasticity
9. Stock Prices, Earnings and Expected Dividends
10. Expectation puzzles, time-varying risk premia, and affine models of the term structure

Their papers

• Consumption Volatility Risk (2012) — 137 citations
• Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas (2011) — 126 citations