G. Rallis

Finance · 2007–2010

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 — 21 citations into it; #4,547 of 10,518 by trust here, #3,946 by citations
• Economics and Econometrics — 18 citations into it; #9,799 of 23,481 by trust here, #9,863 by citations
• Management Science and Operations Research — 7 citations into it; #8,867 of 11,946 by trust here, #7,638 by citations

Whom G. Rallis trusts overall

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

1. Claude B. Erb
2. Tarun Chordia
3. P. R. Hansen
4. Campbell R. Harvey
5. Gary B. Gorton
6. L. Shivakumar

Who trusts G. Rallis overall

1. D. Basu
2. Ben R. Marshall
3. Joëlle Miffre

Papers from G. Rallis's perspective

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

1. Momentum, Business Cycle and Time Varying Expected Returns
2. The Strategic and Tactical Value of Commodity Futures
3. A Test for Superior Predictive Ability
4. Facts and Fantasies about Commodity Futures
5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
6. The Cross‐Section of Expected Stock Returns
7. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
8. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
9. The market for borrowing stock
10. Tactical Asset Allocation and Commodity Futures

Their papers

• Momentum Strategies in Commodity Futures Markets (2007) — 445 citations
• Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals (2010) — 208 citations