Joshua A. Lee

Finance · with Jiang · 2019

A researcher in the Science corpus: 1 paper; trusts 17 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Joshua A. Lee trusts overall

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

  1. Feng Li
  2. Allan G. Timmermann
  3. Malcolm P. Baker
  4. A. Inoue
  5. Paul C. Tetlock
  6. John H. Cochrane
  7. E. Henry
  8. Hui Guo
  9. Todd E. Clark
  10. Martin Lettau

Papers from Joshua A. Lee's perspective

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

  1. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
  2. Consumption, aggregate wealth and expected stock returns
  3. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
  4. Presidential Address: Discount Rates
  5. The Information Content of Forward-Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach
  6. Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
  7. Internet Appendix for "When is a Liability not a Liability? Textual Analysis, Dictionaries, and 10-Ks" *
  8. Predicting Returns with Financial Ratios
  9. Out-of-Sample Forecast Tests Robust to the Choice of Window Size
  10. Investment Plans and Stock Returns

Their papers