Rahul Roy
Economics and Econometrics · with Santhakumar · 2018
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 7 citations into it; #16,759 of 23,481 by trust here, #23,209 by citations
- Finance — 6 citations into it; #7,753 of 10,518 by trust here, #10,352 by citations
Whom Rahul Roy trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lars Peter Hansen
- Jerry A. Hausman
- Whitney K. Newey
- Donald W. K. Andrews
- J. M. Olea
- James H. Stock
- J. Heaton
- Ken West
- Carolin E. Pflueger
- John H. Cochrane
Who trusts Rahul Roy overall
Papers from Rahul Roy's perspective
Ordered by how strongly the researchers Rahul Roy trusts endorse each paper. Same corpus, a different order for every researcher.
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- A Robust Test for Weak Instruments
- Identification and Inference for Econometric Models
- Specification tests in econometrics
- Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk
- Presidential Address: Discount Rates
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
- THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
- Common risk factors in the returns on stocks : empirical evidence from Singapore.
Their papers
- A six-factor asset pricing model (2018) — 68 citations