Gordon J. Alexander
Finance · 2000–2008
A researcher in the Science corpus: 7 papers; trusts 9 researchers and is trusted by 19 researchers here, as inferred from the citation graph.
Subfields
- Finance — 38 citations into it; #1,963 of 10,518 by trust here, #1,924 by citations
- Accounting — 25 citations into it; #6,158 of 8,970 by trust here, #5,666 by citations
- Economics and Econometrics — 17 citations into it; #8,746 of 23,481 by trust here, #15,581 by citations
- Management Science and Operations Research — 7 citations into it; #2,191 of 11,946 by trust here, #3,357 by citations
Whom Gordon J. Alexander trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- H. Bessembinder
- Russ Wermers
- Ekkehart Boehmer
- Yexiao Xu
- John C. Hull
- Alexandre M. Baptista
- B. Malkiel
- G. D'Avolio
- Stefan Nagel
- Vikas Agarwal
Who trusts Gordon J. Alexander overall
- Wing-Keung Wong
- Patrick Cheridito
- K. Lim
- K. Phoon
- Xianghua Gan
- Zhiguang Cao
- Alexandre M. Baptista
- Michael W. Brandt
- Amy K. Edwards
- Mitja Stadje
Papers from Gordon J. Alexander's perspective
Ordered by how strongly the researchers Gordon J. Alexander trusts endorse each paper. Same corpus, a different order for every researcher.
- An Empirical Study of Bond Market Transactions
- Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses
- Issues in Assessing Trade Execution Costs
- Stocks are Special Too: An Analysis of the Equity Lending Market
- The market for borrowing stock
- Securities lending, shorting, and pricing
- Short Interest, Institutional Ownership, and Stock Returns
- Supply and Demand Shifts in the Shorting Market
- Optimal Portfolios with Bounded Capital at Risk
- Short sales, institutional investors and the cross-section of stock returns
Their papers
- Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis (2002) — 349 citations
- A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model (2004) — 339 citations
- Portfolio Performance Evaluation Using Value at Risk (2003) — 74 citations
- The effect of price tests on trader behavior and market quality: An analysis of Reg SHO ☆ (2008) — 125 citations
- An analysis of trade-size clustering and its relation to stealth trading (2007) — 183 citations
- Does motivation matter when assessing trade performance? An analysis of mutual funds (2007) — 293 citations
- The determinants of trading volume of high-yield corporate bonds☆ (2000) — 177 citations