Philipp Schuster

Finance · 2016

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

Subfields

Whom Philipp Schuster trusts overall

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

  1. Y. Amihud

Papers from Philipp Schuster's perspective

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

  1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  2. Individual Equity Return Data from Thomson Datastream: Handle with Care!
  3. Valuation in Over-the-Counter Markets
  4. Securities lending, shorting, and pricing
  5. Corporate Yield Spreads and Bond Liquidity
  6. The Bond/Old-Bond Spread
  7. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  8. Stock Return Predictability: Is it There?
  9. Latent liquidity: A new measure of liquidity, with an application to corporate bonds ☆
  10. Introduction to Statistical Time Series.

Their papers