Frans A. de Roon

Finance · 2000–2014

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 22 citations into it; #4,285 of 10,518 by trust here, #1,924 by citations
• Economics and Econometrics — 20 citations into it; #9,215 of 23,481 by trust here, #4,865 by citations

Whom Frans A. de Roon trusts overall

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

1. Gary B. Gorton
2. Harrison G. Hong

Who trusts Frans A. de Roon overall

1. Tobias J. Moskowitz
2. B. Fattouh
3. C. Carter
4. Changyu Wang
5. Ing-Haw Cheng
6. James D. Hamilton
7. Lasse Heje Pedersen
8. Frans A Deroon
9. Lutz Kilian
10. Yao Hua Ooi

Papers from Frans A. de Roon's perspective

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

1. Facts and Fantasies about Commodity Futures
2. What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices
3. Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
4. Risk Sharing and Asset Prices: Evidence from a Natural Experiment
5. The Cross-Section of Volatility and Expected Returns
6. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
7. When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
8. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
9. Financial Crises: Theory and Evidence
10. The Cross Section of Expected Stock Returns

Their papers

• Hedging Pressure Effects in Futures Markets (2000) — 467 citations
• Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets (2001) — 299 citations
• An Anatomy of Commodity Futures Risk Premia (2014) — 290 citations
• Time-Varying Market Integration and Expected Returns in Emerging Markets (2005) — 234 citations