Erik Vogt

Finance · 2019

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it
• Economics and Econometrics — 34 citations into it

Whom Erik Vogt trusts overall

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

1. Dimitri Vayanos
2. G. Duffee
3. Ravi Bansal
4. Tim Bollerslev
5. Markus K. Brunnermeier
6. Todd E. Clark
7. Denis Gromb

Papers from Erik Vogt's perspective

Ordered by how strongly the researchers Erik Vogt 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. Term premia and interest rate forecasts in affine models
3. An Institutional Theory of Momentum and Reversal
4. Equilibrium and welfare in markets with financially constrained arbitrageurs
5. Expected stock returns and variance risk premia
6. Market liquidity and funding liquidity
7. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
8. Nonparametric Tests for Treatment Effect Heterogeneity
9. Generalized autoregressive conditional heteroskedasticity
10. Consumption, aggregate wealth and expected stock returns

Their papers

• Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds (2019) — 142 citations