Shijin Santhakumar

Economics and Econometrics · 2018

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #16,753 of 23,481 by trust here, #23,209 by citations
• Finance — 6 citations into it; #7,751 of 10,518 by trust here, #10,352 by citations

Whom Shijin Santhakumar trusts overall

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

1. Lars Peter Hansen
2. Jerry A. Hausman
3. Whitney K. Newey
4. Donald W. K. Andrews
5. J. M. Olea
6. James H. Stock
7. J. Heaton
8. Ken West
9. Carolin E. Pflueger

Who trusts Shijin Santhakumar overall

1. Moinak Maiti

Papers from Shijin Santhakumar's perspective

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

1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
2. A Robust Test for Weak Instruments
3. Identification and Inference for Econometric Models
4. Specification tests in econometrics
5. Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk
6. Presidential Address: Discount Rates
7. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
8. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
9. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
10. Common risk factors in the returns on stocks : empirical evidence from Singapore.

Their papers

• A six-factor asset pricing model (2018) — 68 citations