M. Karoui

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 48 citations into it
• Economics and Econometrics — 26 citations into it
• Accounting — 15 citations into it

Whom M. Karoui trusts overall

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

1. Y. Amihud
2. Tim Bollerslev
3. Christopher S. Jones

Papers from M. Karoui's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. The Pricing of Options and Corporate Liabilities
3. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
4. The Persistence of Mutual Fund Performance
5. Common risk factors in the returns on stocks and bonds
6. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
7. Commonality in Liquidity
8. The Bond/Old-Bond Spread
9. Expected Option Returns
10. Understanding Index Option Returns

Their papers

• Illiquidity Premia in the Equity Options Market (2018) — 143 citations