L. Kuehn

Finance · 2010–2012

A researcher in the Science corpus: 3 papers; trusts 34 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 95 citations into it; #9,658 of 10,518 by trust here, #2,459 by citations
• Economics and Econometrics — 59 citations into it
• Accounting — 51 citations into it
• Strategy and Management — 17 citations into it
• Management Science and Operations Research — 5 citations into it

Whom L. Kuehn trusts overall

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

1. J. Lewellen
2. Ravi Bansal
3. Laurent E. Calvet
4. Robert A. Korajczyk
5. Ilya A. Strebulaev
6. Robert S. Goldstein
7. Eugene F. Fama
8. Alexander David
9. Martin Lettau
10. V. Acharya

Who trusts L. Kuehn overall

1. Ilya A. Strebulaev

Papers from L. Kuehn's perspective

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

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Equilibrium Cross Section of Returns (Journal of Political Economy)
3. Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
4. The Determinants of Credit Spread Changes
5. Financial Constraints Risk
6. An EBIT-Based Model of Dynamic Capital Structure
7. The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality
8. Forecasting Multifractal Volatility
9. Consumption, Dividends, and the Cross Section of Equity Returns
10. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market

Their papers

• The Aggregate Dynamics of Capital Structure and Macroeconomic Risk (2010) — 280 citations
• Consumption Volatility Risk (2012) — 137 citations
• The Levered Equity Risk Premium and Credit Spreads: A Unified Framework (2010) — 315 citations