G. Lamé

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom G. Lamé trusts overall

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

  1. V. Acharya
  2. Robert F. Engle

Papers from G. Lamé's perspective

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

  1. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks †
  2. Deciphering the Liquidity and Credit Crunch 2007-08
  3. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  4. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  5. The fundamental principles of financial regulation
  6. The Dark Side of Internal Capital Markets: Divisional Rent-Seeking and Inefficient Investment
  7. Does Deposit Insurance Increase Banking System Stability? An Empirical Investigation
  8. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
  9. On Estimating the Expected Return on the Market: An Exploratory Investigation
  10. Common risk factors in the returns on stocks and bonds

Their papers