Alexander Philipov

Finance · 2005–2013

A researcher in the Science corpus: 8 papers; trusts 34 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

Whom Alexander Philipov trusts overall

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

  1. Eugene F. Fama
  2. Robert F. Engle
  3. Jun S. Liu
  4. Daniel B. Nelson
  5. Omar Alejandro Aguilar
  6. Kenneth R. French
  7. Lu Zhang
  8. Siddhartha Chib
  9. John Y. Campbell
  10. Andrew J. Patton

Who trusts Alexander Philipov overall

  1. Manabu Asai
  2. Xin Jin
  3. Siddhartha Chib
  4. John M. Maheu
  5. Michael Mcaleer
  6. Christian Gouriéroux
  7. Yasuhiro Omori
  8. Joshua C. C. Chan
  9. Mark E. Glickman
  10. Gregor Kastner

Papers from Alexander Philipov's perspective

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

  1. The Cross‐Section of Expected Stock Returns
  2. Generalized autoregressive conditional heteroskedasticity
  3. Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
  4. Bayesian Dynamic Factor Models and Portfolio Allocation
  5. Common risk factors in the returns on stocks and bonds
  6. The Persistence of Mutual Fund Performance
  7. Equilibrium Cross Section of Returns (Journal of Political Economy)
  8. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. The Value Premium

Their papers