Gill Segal

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Gill Segal trusts overall

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

  1. Ravi Bansal
  2. Lars Peter Hansen
  3. Ľuboš Pástor
  4. Amir Yaron
  5. Robert F. Dittmar
  6. Jessica A. Wachter
  7. Xavier Gabaix
  8. J. Heaton
  9. Dana Kiku
  10. Pietro Veronesi

Who trusts Gill Segal overall

  1. J. Kurka
  2. Ilze Kalniņa
  3. D. Xiu
  4. Camila C. Pereira

Papers from Gill Segal's perspective

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

  1. Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
  2. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
  3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  4. What’s Vol Got to Do with It?
  5. Uncertainty about Government Policy and Stock Prices
  6. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
  7. Consumption, Dividends, and the Cross Section of Equity Returns
  8. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
  9. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (Review of Economics and Statistics)
  10. An Intertemporal CAPM with Stochastic Volatility

Their papers