Brian H. Boyer

Finance · with Vorkink · 2006–2014

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom Brian H. Boyer trusts overall

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

  1. Jun Pan
  2. Andrew Ang
  3. Kristin J. Forbes
  4. Roberto Rigobon
  5. R. Hodrick
  6. Yuhang Xing
  7. Eugene F. Fama
  8. Todd Mitton
  9. Gurdip Bakshi
  10. Mikhail Chernov

Who trusts Brian H. Boyer overall

  1. Nicholas Barberis
  2. Kewei Hou
  3. Justin Birru
  4. Anna Pavlova
  5. Zhanhui Chen
  6. Manolis N. Syllignakis
  7. Baolian Wang
  8. Thijs D. Markwat
  9. Turan G. Bali
  10. Victor DeMiguel

Papers from Brian H. Boyer's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. The Cross-Section of Volatility and Expected Returns
  3. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  4. Post-'87 crash fears in the S&P 500 futures option market
  5. The Cross‐Section of Expected Stock Returns
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Expected Option Returns
  8. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  9. Informational Content of Option Volume Prior to Takeovers
  10. Specification Analysis of Affine Term Structure Models

Their papers