Jaap van der Hart

Finance · 2003

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Jaap van der Hart trusts overall

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

  1. Eugene F. Fama
  2. Narasimhan Jegadeesh
  3. Ana Paula Serra
  4. Sheridan Titman
  5. Kenneth R. French
  6. Bhaskaran Swaminathan
  7. Nicholas Barberis

Who trusts Jaap van der Hart overall

  1. Geert Bekaert
  2. Campbell R. Harvey
  3. Ronald J. Balvers

Papers from Jaap van der Hart's perspective

Ordered by how strongly the researchers Jaap van der Hart trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Price Momentum and Trading Volume
  2. Evidence of Predictable Behavior of Security Returns
  3. Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
  4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  5. A survey of behavioral finance
  6. Common risk factors in the returns on stocks and bonds
  7. Profitability of Momentum Stragegies in the International Equity Markets (Journal of Financial and Quantitative Analysis)
  8. Robustness of Size and Value Effects in Emerging Equity Markets, 1985-2000
  9. Country and industry factors in returns: evidence from emerging markets' stocks
  10. The other side of value: The gross profitability premium.

Their papers