Scott Murray
Finance · 2013–2017
A researcher in the Science corpus: 3 papers; trusts 22 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 136 citations into it
- Economics and Econometrics — 81 citations into it
- Accounting — 68 citations into it
- Strategy and Management — 19 citations into it
- Clinical Psychology — 10 citations into it
Whom Scott Murray trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Turan G. Bali
- Mark Grinblatt
- Whitney K. Newey
- Gurdip Bakshi
- Amit Goyal
- Eugene F. Fama
- Y. Amihud
- Alok Kumar
- Sheridan Titman
- Narasimhan Jegadeesh
Papers from Scott Murray's perspective
Ordered by how strongly the researchers Scott Murray trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- The Persistence of Mutual Fund Performance
- Portfolio Selection
- Equity Portfolio Diversification
- The Pricing of Options and Corporate Liabilities
- The Marketing of Seasoned Equity Offerings
- Spanning and Derivative-Security Valuation
- Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
- Tail Risk and Asset Prices
- The Cross‐Section of Expected Stock Returns
Their papers
- A Lottery Demand-Based Explanation of the Beta Anomaly (2017) — 162 citations
- Empirical Asset Pricing: The Cross Section of Stock Returns (2016) — 145 citations
- Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? (2013) — 216 citations