Robert F. Whitelaw
Finance · 2000–2017
A researcher in the Science corpus: 8 papers; trusts 25 researchers and is trusted by 67 researchers here, as inferred from the citation graph.
Subfields
- Finance — 105 citations into it; #724 of 10,518 by trust here, #225 by citations
- Economics and Econometrics — 64 citations into it; #2,071 of 23,481 by trust here, #1,618 by citations
- Accounting — 63 citations into it; #2,389 of 8,970 by trust here, #549 by citations
- Strategy and Management — 9 citations into it
Whom Robert F. Whitelaw trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lars Peter Hansen
- Lawrence R. Glosten
- R. C. Merton
- Y. Amihud
- Narasimhan Jegadeesh
- Eugene F. Fama
- Ravi Jagannathan
- Andrew Ang
- Qian Sun
- D. Runkle
Who trusts Robert F. Whitelaw overall
- Andrew Ang
- John Y. Campbell
- Massimo Guidolin
- Allan G. Timmermann
- Robert A. Connolly
- Sydney C. Ludvigson
- Qi Li
- Harjoat S. Bhamra
- Turan G. Bali
- Eric Gilbert
Papers from Robert F. Whitelaw's perspective
Ordered by how strongly the researchers Robert F. Whitelaw trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross‐Section of Expected Stock Returns
- Overconfidence and Speculative Bubbles (Journal of Political Economy)
- The Cross-Section of Volatility and Expected Returns
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- The Persistence of Mutual Fund Performance
- Average Returns, B/M, and Share Issues
- Equity Portfolio Diversification
- Law, Finance, and Economic Growth in China
- Evidence of Predictable Behavior of Security Returns
- Idiosyncratic Volatility and the Cross Section of Expected Returns (Journal of Financial and Quantitative Analysis)
Their papers
- Stock Market Risk and Return: An Equilibrium Approach (2000) — 316 citations
- Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations (2002) — 131 citations
- Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns (2011) — 1,382 citations
- Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets (2004) — 395 citations
- The Development of China's Stock Market and Stakes for the Global Economy (2017) — 146 citations
- The Myth of Long-Horizon Predictability (2005) — 308 citations
- The Determinants of Credit Spread Changes (2001) — 2,296 citations
- News or Noise? Internet Postings and Stock Prices (2001) — 437 citations