Harjoat S. Bhamra
Finance · 2010–2014
A researcher in the Science corpus: 3 papers; trusts 31 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 86 citations into it; #9,659 of 10,518 by trust here, #2,404 by citations
- Economics and Econometrics — 50 citations into it
- Accounting — 44 citations into it
- Strategy and Management — 15 citations into it
Whom Harjoat S. Bhamra trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert A. Korajczyk
- Laurent E. Calvet
- Alexander David
- Robert S. Goldstein
- Ilya A. Strebulaev
- Eugene F. Fama
- V. Acharya
- Francis A. Longstaff
- Amnon Levy
- Jan Ericsson
Who trusts Harjoat S. Bhamra overall
- Ilya A. Strebulaev
- Sergei Davydenko
- Hui Chi Chen
- Juliane Begenau
- Brent Glover
- François Gourio
- Özde Öztekin
- Colm Kearney
- Robin Greenwood
Papers from Harjoat S. Bhamra's perspective
Ordered by how strongly the researchers Harjoat S. Bhamra trusts endorse each paper. Same corpus, a different order for every researcher.
- Common risk factors in the returns on stocks and bonds
- Equilibrium Cross Section of Returns (Journal of Political Economy)
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- The Pricing of Options and Corporate Liabilities
- An EBIT-Based Model of Dynamic Capital Structure
- Financial Constraints Risk
- The Determinants of Credit Spread Changes
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
- The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality
Their papers
- The Aggregate Dynamics of Capital Structure and Macroeconomic Risk (2010) — 280 citations
- Asset Prices with Heterogeneity in Preferences and Beliefs (2014) — 203 citations
- The Levered Equity Risk Premium and Credit Spreads: A Unified Framework (2010) — 315 citations