Thomas Conlon
Economics and Econometrics · 2007–2020
A researcher in the Science corpus: 5 papers; trusts 33 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 39 citations into it; #13,768 of 23,481 by trust here, #8,289 by citations
- Finance — 22 citations into it
- Information Systems — 15 citations into it; #5,258 of 8,771 by trust here, #4,682 by citations
- Condensed Matter Physics — 6 citations into it
Whom Thomas Conlon trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Andrew Urquhart
- Ramazan Gencay
- L. Laloux
- Jean-Philippe Bouchaud
- David Yermack
- Ronnie Sircar
- John W. Goodell
- L. Smales
- V. Fernandez
- Francis In
Who trusts Thomas Conlon overall
Papers from Thomas Conlon's perspective
Ordered by how strongly the researchers Thomas Conlon trusts endorse each paper. Same corpus, a different order for every researcher.
- An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
- Wavelet Methods for Time Series Analysis
- Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Noise Dressing of Financial Correlation Matrices
- The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis
- RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
- Random Matrices
- The inefficiency of Bitcoin
- Wavelet Methods for Time Series Analysis (Technometrics)
- Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time (Social Science Research Network)
Their papers
- Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020) — 743 citations
- Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon (2014) — 277 citations
- Random Matrix Theory and Fund of Funds Portfolio Optimisation (2007) — 66 citations
- An empirical analysis of dynamic multiscale hedging using wavelet decomposition (2011) — 59 citations
- Cross-Correlation Dynamics in Financial Time Series (2009) — 80 citations