R. Savickas

Finance · 2004–2006

A researcher in the Science corpus: 2 papers; trusts 21 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it; #9,349 of 10,518 by trust here, #4,599 by citations
• Economics and Econometrics — 25 citations into it; #20,541 of 23,481 by trust here, #11,468 by citations
• Accounting — 12 citations into it
• Strategy and Management — 8 citations into it

Whom R. Savickas trusts overall

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

1. Amit Goyal
2. Martin Lettau
3. R. C. Merton
4. Y. Amihud
5. Eugene F. Fama
6. Hui Guo
7. Pedro Santa-clara
8. Torben G. Andersen
9. Halbert White
10. Kenneth R. French

Who trusts R. Savickas overall

1. Hui Guo

Papers from R. Savickas's perspective

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

1. Consumption, aggregate wealth and expected stock returns
2. Common risk factors in the returns on stocks and bonds
3. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
4. MODELING AND FORECASTING REALIZED VOLATILITY
5. Idiosyncratic Risk Matters
6. Do the Fama–French Factors Proxy for Innovations in Predictive Variables?
7. Determining the Number of Factors in Approximate Factor Models
8. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
9. Stock Valuation and Learning about Profitability
10. Differences of Opinion and the Cross Section of Stock Returns

Their papers

• Average Idiosyncratic Volatility in G7 Countries (2004) — 204 citations
• Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns (2006) — 174 citations