James Tobin Pro
Economics and Econometrics · 2009
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 11 citations into it
- Finance — 10 citations into it
Whom James Tobin Pro trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from James Tobin Pro's perspective
Ordered by how strongly the researchers James Tobin Pro trusts endorse each paper. Same corpus, a different order for every researcher.
- Empirical properties of asset returns: stylized facts and statistical issues
- Another Look at Mutual Fund Tournaments
- Equilibrium and welfare in markets with financially constrained arbitrageurs
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The Pricing of Options and Corporate Liabilities
- The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds (Journal of Financial and Quantitative Analysis)
- Optimal leverage from non-ergodicity
- Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress
- Liquidity and Leverage
- Liquidity and Asset Prices
Their papers
- Leverage causes fat tails and clustered volatility (2009) — 262 citations