R. Lumsdaine

Economics and Econometrics · 2003–2020

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom R. Lumsdaine trusts overall

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

  1. Tim Bollerslev
  2. Christopher A. Sims
  3. Todd Mitton
  4. Jean-Noël Barrot
  5. Thorsten Beck
  6. Asli Demirgüç-Kunt
  7. Julien Sauvagnat
  8. Jushan Bai
  9. Robert F. Engle
  10. Charles R. Nelson

Who trusts R. Lumsdaine overall

  1. Ayhan Kose
  2. Fabio Canova
  3. M. Pahlavani
  4. M. Bordo
  5. Z. Darvas
  6. Jakob de Haan

Papers from R. Lumsdaine's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Cross-Firm Analysis of the Impact of Corporate Governance on the East Asian Financial Crisis
  3. Financial and Legal Constraints to Growth: Does Firm Size Matter?
  4. [New Indexes of Coincident and Leading Economic Indicators]: Comment
  5. Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks
  6. Common risk factors in the returns on stocks and bonds
  7. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  10. The Behavior of Stock-Market Prices

Their papers