D. Ahn

Finance · with Boudoukh · 2000–2003

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 39 researchers here, as inferred from the citation graph.

Subfields

Whom D. Ahn trusts overall

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

  1. Qiang Dai
  2. Eugene F. Fama
  3. Lars Peter Hansen
  4. J. Lewellen
  5. Narasimhan Jegadeesh
  6. Tarun Chordia
  7. Kenneth J. Singleton
  8. G. Duffee
  9. Sheridan Titman
  10. Kenneth R. French

Who trusts D. Ahn overall

  1. Christian Gouriéroux
  2. Michael W. Brandt
  3. Dante Amengual
  4. P. Cheng
  5. Anh Le
  6. Ren‐Raw Chen
  7. Kenneth J. Singleton
  8. Qiang Dai
  9. Torben G. Andersen
  10. Tobias J. Moskowitz

Papers from D. Ahn's perspective

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

  1. The Cross‐Section of Expected Stock Returns
  2. Term premia and interest rate forecasts in affine models
  3. Momentum, Business Cycle and Time Varying Expected Returns
  4. The Persistence of Mutual Fund Performance
  5. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  6. Specification Analysis of Affine Term Structure Models
  7. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  8. Momentum and Autocorrelation in Stock Returns
  9. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  10. Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi

Their papers