Antje Berndt
Finance · 2007–2010
A researcher in the Science corpus: 4 papers; trusts 30 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 62 citations into it; #4,905 of 10,518 by trust here, #1,689 by citations
- Accounting — 29 citations into it; #8,895 of 8,970 by trust here, #2,463 by citations
- Economics and Econometrics — 23 citations into it
Whom Antje Berndt trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Eugene F. Fama
- Maria Vassalou
- Michael S. Gibson
- Yuhang Xing
- Kenneth R. French
- V. Acharya
- D. Tang
- Theodore W. Anderson
- Donald B. Keim
- Jan Ericsson
Who trusts Antje Berndt overall
- Mascia Bedendo
- María Rodríguez-Moreno
- D. Tang
- Lars Norden
- Joshua D. Coval
- Martijn Cremers
- Jan Ericsson
- Eli M. Remolona
- Juan Ignacio Peña
- Paolo Colla
Papers from Antje Berndt's perspective
Ordered by how strongly the researchers Antje Berndt trusts endorse each paper. Same corpus, a different order for every researcher.
- Explaining the Rate Spread on Corporate Bonds
- Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
- Term premia and interest rate forecasts in affine models
- The Determinants of Credit Spread Changes
- Book‐to‐Market Equity, Distress Risk, and Stock Returns
- The Pricing of Options and Corporate Liabilities
- The Cross‐Section of Expected Stock Returns
- Default Risk in Equity Returns
- Common risk factors in the returns on stocks and bonds
- Specification Analysis of Affine Term Structure Models
Their papers
- Decomposing European CDS Returns (2010) — 151 citations
- Moral hazard and adverse selection in the originate-to-distribute model of bank credit (2009) — 211 citations
- Restructuring Risk in Credit Default Swaps: An Empirical Analysis (2007) — 83 citations
- Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs (2007) — 429 citations