Shibley Sadique

2001

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Shibley Sadique trusts overall

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

  1. Robert F. Engle
  2. Andrew W. Lo

Who trusts Shibley Sadique overall

  1. K. Lim
  2. R. Brooks
  3. Heni Boubaker

Papers from Shibley Sadique's perspective

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

  1. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  4. The Cross‐Section of Expected Stock Returns
  5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  6. Generalized autoregressive conditional heteroskedasticity
  7. An Analysis of Transformations
  8. Order Imbalance, Liquidity, and Market Returns
  9. Market Liquidity and Trading Activity
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers