Alan Moreira

Finance · 2017–2020

A researcher in the Science corpus: 3 papers; trusts 40 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 88 citations into it; #5,522 of 10,518 by trust here, #3,208 by citations
• Economics and Econometrics — 64 citations into it; #11,928 of 23,481 by trust here, #10,609 by citations
• Accounting — 20 citations into it
• Management Science and Operations Research — 8 citations into it

Whom Alan Moreira trusts overall

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

1. Tim Bollerslev
2. Christian Lundblad
3. Nicholas Barberis
4. John Y. Campbell
5. Zhiguo He
6. Martin Lettau
7. Robert J. Barro
8. I. Drechsler
9. George M. Constantinides
10. Xavier Gabaix

Who trusts Alan Moreira overall

1. Tong Fang
2. S. Althaqeb

Papers from Alan Moreira's perspective

Ordered by how strongly the researchers Alan Moreira 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. Rare Disasters and Asset Markets in the Twentieth Century
3. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
4. What’s Vol Got to Do with It?
5. Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
6. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
7. Betting Against Beta
8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
9. Momentum Crashes
10. Tails, Fears and Risk Premia

Their papers

• News Implied Volatility and Disaster Concerns (2017) — 527 citations
• When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020) — 295 citations
• Volatility‐Managed Portfolios (2017) — 404 citations