Joshua V. Rosenberg

Finance · with Adrian · 2006

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Joshua V. Rosenberg trusts overall

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

  1. Daniel B. Nelson
  2. Halbert White
  3. R. C. Merton
  4. Kathy Yuan
  5. Harrison G. Hong
  6. Lawrence R. Glosten
  7. Andrew Ang
  8. Robert F. Engle
  9. Tim Bollerslev
  10. Jeremy C. Stein

Who trusts Joshua V. Rosenberg overall

  1. Jón Dańıelsson

Papers from Joshua V. Rosenberg's perspective

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

  1. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  2. The Cross-Section of Volatility and Expected Returns
  3. The Specification of Conditional Expectations
  4. Equilibrium Cross Section of Returns (Journal of Political Economy)
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. On Estimating the Expected Return on the Market: An Exploratory Investigation
  7. News Related to Future GDP Growth as Risk Factors in Equity Returns
  8. Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion
  9. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  10. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

Their papers