B. Do

Finance · 2010–2012

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 19 citations into it; #4,403 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 13 citations into it
• Accounting — 10 citations into it; #3,611 of 8,970 by trust here, #6,570 by citations

Whom B. Do trusts overall

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

1. Fan Yu
2. Narasimhan Jegadeesh
3. Sheridan Titman
4. Péter Kondor
5. Dilip Abreu
6. Mark L. Mitchell
7. Andrew W. Lo
8. Charles M. Jones
9. Amir Ehsan Khandani
10. William Fung

Who trusts B. Do overall

1. Bo Liu
2. Rong Qi Liew
3. Christopher Krauss
4. Lo-Bin Chang
5. Yuan Wu
6. Helyette Geman
7. David Bowen
8. Yu-Ying Chen

Papers from B. Do's perspective

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

1. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
2. Limited Arbitrage in Equity Markets
3. What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data
4. Synchronization risk and delayed arbitrage
5. How Profitable Is Capital Structure Arbitrage?
6. Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading
7. The Cross‐Section of Expected Stock Returns
8. Securities lending, shorting, and pricing
9. Momentum, Business Cycle and Time Varying Expected Returns
10. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors

Their papers

• Does Simple Pairs Trading Still Work? (2010) — 252 citations
• Are Pairs Trading Profits Robust to Trading Costs (2012) — 163 citations