Justin Birru

Finance · 2016–2018

A researcher in the Science corpus: 2 papers; trusts 32 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 71 citations into it; #9,623 of 10,518 by trust here, #8,309 by citations
• Accounting — 41 citations into it; #8,538 of 8,970 by trust here, #8,609 by citations
• Economics and Econometrics — 36 citations into it; #21,177 of 23,481 by trust here, #19,308 by citations
• Strategy and Management — 7 citations into it

Whom Justin Birru trusts overall

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

1. Eugene F. Fama
2. Frank Zhang
3. Y. Amihud
4. Kenneth R. French
5. Bing Han
6. Alok Kumar
7. Brian H. Boyer
8. Nicolas P. B. Bollen
9. Amit Goyal
10. Patrick J. Dennis

Who trusts Justin Birru overall

1. Nicholas Barberis

Papers from Justin Birru's perspective

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

1. The Cross‐Section of Expected Stock Returns
2. The Cross-Section of Volatility and Expected Returns
3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
4. Common risk factors in the returns on stocks and bonds
5. Institutional Investors and Equity Prices
6. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
7. Expected Option Returns
8. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
9. Who Gambles in the Stock Market
10. Average Returns, B/M, and Share Issues

Their papers

• Day of the week and the cross-section of returns (2018) — 131 citations
• Nominal price illusion (2016) — 112 citations