Pim van Vliet

Finance · 2004–2013

A researcher in the Science corpus: 4 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Pim van Vliet trusts overall

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

  1. Thierry Post
  2. Eugene F. Fama
  3. Andrew Ang
  4. Kenneth R. French
  5. Ralitsa Petkova

Papers from Pim van Vliet's perspective

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

  1. Common risk factors in the returns on stocks and bonds
  2. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns
  3. The Cross‐Section of Expected Stock Returns
  4. The Cross-Section of Volatility and Expected Returns
  5. Idiosyncratic Risk Matters
  6. The other side of value: The gross profitability premium.
  7. Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
  8. Digesting Anomalies: An Investment Approach
  9. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  10. CAPM Over the Long-Run: 1926-2001

Their papers