Tom Engsted

Economics and Econometrics · 2009–2015

A researcher in the Science corpus: 4 papers; trusts 12 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Tom Engsted trusts overall

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

  1. John Y. Campbell
  2. Long Chen
  3. Robert F. Engle
  4. Eugene F. Fama
  5. Peter C. B. Phillips
  6. Bent Nielsen
  7. Kenneth R. French
  8. John H. Cochrane
  9. Motohiro Yogo
  10. Jun Yu

Who trusts Tom Engsted overall

  1. S. Hviid
  2. Thomas Quistgaard Pedersen

Papers from Tom Engsted's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Efficient Tests of Stock Return Predictability
  3. Consumption-Based Asset Pricing
  4. Presidential Address: Discount Rates
  5. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  6. Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
  7. Strategic Asset Allocation: Portfolio Choice for Long‐Term Investors.
  8. Generalized autoregressive conditional heteroskedasticity
  9. The Cross‐Section of Expected Stock Returns
  10. Book‐to‐Market Equity, Distress Risk, and Stock Returns

Their papers