Christopher R. Blake

Finance · 2000–2012

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

Subfields

• Finance — 10 citations into it
• Accounting — 8 citations into it
• Economics and Econometrics — 5 citations into it

Whom Christopher R. Blake trusts overall

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

1. Halbert White

Who trusts Christopher R. Blake overall

1. Vikram K. Nanda
2. Jon Reuter
3. Alexandra Niessen
4. K. Cuthbertson
5. Javier Gil-Bazo

Papers from Christopher R. Blake's perspective

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

1. Do Mutual Funds Time the Market? Evidence from Portfolio Holdings
2. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
3. How Investors Interpret Past Fund Returns
4. Better Bootstrap Confidence Intervals
5. The Cross Section of Expected Stock Returns
6. Monitoring: Which Institutions Matter?
7. Statistics and Causal Inference
8. Estimating causal effects of treatments in randomized and nonrandomized studies.
9. The asymptotic variance of semiparametric estimators
10. Instrumental variable estimation of nonparametric models

Their papers

• An Examination of Mutual Fund Timing Ability Using Monthly Holdings Data (2012) — 112 citations
• A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases (2001) — 416 citations
• Morningstar Ratings and Mutual Fund Performance (2000) — 208 citations