J. Annaert

Economics and Econometrics · 2009–2013

A researcher in the Science corpus: 4 papers; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom J. Annaert trusts overall

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

  1. Y. Amihud
  2. Andrew Ang
  3. Mitchell A. Petersen
  4. Geert Bekaert
  5. Carol Alexander
  6. Fasika Damte Haile
  7. Turan G. Bali
  8. R. Hodrick
  9. L. Aucremanne
  10. Frank Smets

Who trusts J. Annaert overall

  1. Patrick Augustin
  2. Marti G. Subrahmanyam

Papers from J. Annaert's perspective

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

  1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  2. Explaining the Rate Spread on Corporate Bonds
  3. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
  4. The Cross-Section of Volatility and Expected Returns
  5. High idiosyncratic volatility and low returns: International and further U.S. evidence
  6. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
  7. Pricing Default Swaps: Empirical Evidence
  8. Individual Equity Return Data from Thomson Datastream: Handle with Care!
  9. Explaining credit default swap premia
  10. Structural Models of Corporate Bond Pricing: An Empirical Analysis

Their papers