Robert Novy-Marx

Finance · 2009–2014

A researcher in the Science corpus: 8 papers; trusts 55 researchers and is trusted by 87 researchers here, as inferred from the citation graph.

Subfields

• Finance — 77 citations into it; #331 of 10,518 by trust here, #936 by citations
• Accounting — 49 citations into it; #356 of 8,970 by trust here, #1,535 by citations
• Economics and Econometrics — 41 citations into it; #4,952 of 23,481 by trust here, #5,618 by citations
• Strategy and Management — 20 citations into it; #315 of 10,874 by trust here, #2,369 by citations
• Management Science and Operations Research — 8 citations into it; #1,739 of 11,946 by trust here, #1,534 by citations

Whom Robert Novy-Marx trusts overall

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

1. Eugene F. Fama
2. Andrea Frazzini
3. Kenneth R. French
4. Mark Grinblatt
5. Lu Zhang
6. J. Lewellen
7. Narasimhan Jegadeesh
8. Clifford S. Asness
9. John Y. Campbell
10. Joshua D. Rauh

Who trusts Robert Novy-Marx overall

1. Kewei Hou
2. Philipp Krueger
3. Juhani T. Linnainmaa
4. R. Gibson Brandon
5. Eugene F. Fama
6. Lu Han
7. Murray Z. Frank
8. Heiko Jacobs
9. Rajna Gibson
10. Lasse Heje Pedersen

Papers from Robert Novy-Marx's perspective

Ordered by how strongly the researchers Robert Novy-Marx trusts endorse each paper. Same corpus, a different order for every researcher.

1. The other side of value: The gross profitability premium.
2. The Cross-Section of Volatility and Expected Returns
3. Asset Growth and the Cross-Section of Stock Returns
4. The Persistence of Mutual Fund Performance
5. The Cross‐Section of Expected Stock Returns
6. Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
7. Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
8. Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
9. The Value Premium
10. Consumption, aggregate wealth and expected stock returns

Their papers

• Hot and Cold Markets (2009) — 219 citations
• An Alternative Three-Factor Model (2011) — 338 citations
• Is momentum really momentum (2012) — 449 citations
• Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars. (2014) — 112 citations
• A Taxonomy of Anomalies and Their Trading Costs (2014) — 527 citations
• The other side of value: The gross profitability premium. (2013) — 1,740 citations
• Public Pension Promises: How Big are They and What are They Worth? (2011) — 388 citations
• The Liabilities and Risks of State- Sponsored Pension Plans (2009) — 302 citations