Ronen Israel

Finance · 2012–2018

A researcher in the Science corpus: 5 papers; trusts 15 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 78 citations into it; #4,406 of 10,518 by trust here, #3,361 by citations
• Accounting — 55 citations into it; #7,970 of 8,970 by trust here, #6,386 by citations
• Economics and Econometrics — 31 citations into it; #14,664 of 23,481 by trust here, #11,468 by citations
• Strategy and Management — 23 citations into it; #9,539 of 10,874 by trust here, #8,192 by citations
• Management Science and Operations Research — 14 citations into it; #7,350 of 11,946 by trust here, #4,430 by citations
• Economics & Operations Research — 6 citations into it

Whom Ronen Israel trusts overall

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

1. Eugene F. Fama
2. J. Lewellen
3. Mark Grinblatt
4. Kenneth R. French
5. Andrea Frazzini
6. Tobias J. Moskowitz
7. Harrison G. Hong
8. Narasimhan Jegadeesh
9. Charles M. Jones
10. Robert Novy-Marx

Who trusts Ronen Israel overall

1. Clifford S. Asness
2. Andrea Frazzini
3. Robert Novy-Marx
4. Tobias J. Moskowitz
5. Heiko Jacobs

Papers from Ronen Israel's perspective

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

1. The Cross-Section of Volatility and Expected Returns
2. The other side of value: The gross profitability premium.
3. The Persistence of Mutual Fund Performance
4. Average Returns, B/M, and Share Issues
5. Share Issuance and Cross‐sectional Returns
6. Asset Growth and the Cross-Section of Stock Returns
7. Accrual Reliability, Earnings Persistence and Stock Prices
8. Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
9. Does Academic Research Destroy Stock Return Predictability
10. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊

Their papers

• Trading Costs of Asset Pricing Anomalies (2012) — 230 citations
• Size matters, if you control your junk (2018) — 163 citations
• Fact, Fiction, and Value Investing (2015) — 113 citations
• Fact, Fiction, and Momentum Investing (2014) — 114 citations
• The Role of Shorting, Firm Size, and Time on Market Anomalies (2013) — 204 citations