Francisco Barillas

Finance · 2017–2019

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Francisco Barillas trusts overall

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

  1. Eugene F. Fama
  2. Kenneth R. French
  3. Q. Vuong
  4. Narasimhan Jegadeesh
  5. Sheridan Titman
  6. Mark Grinblatt
  7. Christoph Memmel
  8. Robert E. Kass
  9. James O. Berger
  10. Ľuboš Pástor

Papers from Francisco Barillas's perspective

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

  1. CAPM Over the Long-Run: 1926-2001
  2. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  3. Common risk factors in the returns on stocks and bonds
  4. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  6. Bayes factors
  7. The Intrinsic Bayes Factor for Model Selection and Prediction
  8. Stock Return Predictability and Model Uncertainty
  9. The Devil in HML’s Details (Journal of Portfolio Management)
  10. The other side of value: The gross profitability premium.

Their papers