Robert Hudson

Economics and Econometrics · 2013–2015

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Robert Hudson trusts overall

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

  1. Daniel B. Nelson
  2. Tim Bollerslev
  3. Taufiq Choudhry
  4. Amélie Charles
  5. Andrew H. Chen
  6. Lawrence R. Glosten
  7. Olivier Darné
  8. Thomas F. Siems
  9. Mark J. Kamstra
  10. G. Kaplanski

Papers from Robert Hudson's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Good Day Sunshine: Stock Returns and the Weather
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  5. Losing Sleep at the Market: The Daylight-Savings Anomaly
  6. The effects of terrorism on global capital markets
  7. The market's reaction to unexpected, catastrophic events: the case of airline stock returns and the September 11th attacks
  8. Winter Blues: A SAD Stock Market Cycle
  9. Sentiment and stock prices: The case of aviation disasters
  10. World War II events and the Dow Jones industrial index

Their papers