Yuliya Plyakha

Finance · 2013–2015

A researcher in the Science corpus: 2 papers; trusts 23 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yuliya Plyakha trusts overall

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

  1. Narasimhan Jegadeesh
  2. Robert F. Engle
  3. Eugene F. Fama
  4. Olivier Ledoit
  5. Andrew J. Patton
  6. Kenneth R. French
  7. R. Duchin
  8. M. Kritzman
  9. Fulvio Corsi
  10. J. Lewellen

Papers from Yuliya Plyakha's perspective

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

  1. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  2. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. The Pricing of Options and Corporate Liabilities
  5. On Estimating the Expected Return on the Market: An Exploratory Investigation
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  8. The Cross Section of Expected Stock Returns
  9. Common risk factors in the returns on stocks and bonds
  10. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns

Their papers