Jennie Bai
Finance · 2013–2019
A researcher in the Science corpus: 4 papers; trusts 25 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 75 citations into it; #6,906 of 10,518 by trust here, #4,165 by citations
- Economics and Econometrics — 55 citations into it; #15,002 of 23,481 by trust here, #13,168 by citations
- Accounting — 32 citations into it
Whom Jennie Bai trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Eric Ghysels
- Christopher A. Sims
- Robert Fildes
- Allen N. Berger
- Jushan Bai
- Christian Schumacher
- Andrew S. Harvey
- Xilong Chen
- Libero Monteforte
- Tor-Erik Bakke
Who trusts Jennie Bai overall
Papers from Jennie Bai's perspective
Ordered by how strongly the researchers Jennie Bai trusts endorse each paper. Same corpus, a different order for every researcher.
- Monetary Policy in a Data-Rich Environment
- Real-Time Measurement of Business Conditions
- Macroeconomic Forecasting With Mixed-Frequency Data
- There Is a Risk–Return Trade-Off After All
- A PANIC Attack on Unit Roots and Cointegration
- Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
- When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
- Real Time Forecasts of Inflation: The Role of Financial Variables
- Generalized autoregressive conditional heteroskedasticity
- On the Economic Sources of Stock Market Volatility
Their papers
- State Space Models and MIDAS Regressions (2013) — 163 citations
- Common risk factors in the cross-section of corporate bond returns (2019) — 247 citations
- Measuring Liquidity Mismatch in the Banking Sector: Measuring Liquidity Mismatch in the Banking Sector (2017) — 174 citations
- Have Financial Markets Become More Informative (2016) — 211 citations