Daniel R. Smith

Finance · 2002–2010

A researcher in the Science corpus: 5 papers; trusts 12 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 45 citations into it; #3,587 of 10,518 by trust here, #3,208 by citations
• Economics and Econometrics — 32 citations into it; #13,845 of 23,481 by trust here, #14,505 by citations
• Accounting — 21 citations into it; #4,326 of 8,970 by trust here, #4,562 by citations
• Management Science and Operations Research — 7 citations into it
• Statistics and Probability — 6 citations into it; #8,954 of 12,932 by trust here, #8,740 by citations
• Strategy and Management — 5 citations into it

Whom Daniel R. Smith trusts overall

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

1. Tim Bollerslev
2. Robert F. Engle
3. Lars Peter Hansen
4. Halbert White
5. Q. Vuong
6. Eugene F. Fama
7. Donald W. K. Andrews
8. John Y. Campbell
9. Eli Bartov
10. Alon Brav

Who trusts Daniel R. Smith overall

1. Carol Alexander
2. Fotios Petropoulos
3. Christophe Pérignon
4. Turan G. Bali
5. Minh-Vuong Vo
6. M. Nieto
7. Elizabeth Sheedy

Papers from Daniel R. Smith's perspective

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

1. Large sample estimation and hypothesis testing
2. The Pricing of Options and Corporate Liabilities
3. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
4. Generalized autoregressive conditional heteroskedasticity
5. Payout Policy in the 21st Century
6. What good is a volatility model?
7. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. The Cross‐Section of Expected Stock Returns
10. Investor Sophistication and Patterns in Stock Returns after Earnings Announcements

Their papers

• Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates (2002) — 121 citations
• Conditional coskewness and asset pricing (2007) — 135 citations
• Evaluating Value-at-Risk Models via Quantile Regression (2008) — 187 citations
• The Level and Quality of Value-at-Risk Disclosure by Commercial Banks (2010) — 368 citations
• Institutional Ownership, Volatility and Dividends (2009) — 117 citations