Pilar Soriano

Economics and Econometrics · 2006–2021

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 76 citations into it; #12,864 of 23,481 by trust here, #13,596 by citations
• Finance — 74 citations into it; #5,912 of 10,518 by trust here, #5,523 by citations
• Accounting — 9 citations into it

Whom Pilar Soriano trusts overall

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

1. Denis Pelletier
2. Robert F. Engle
3. Eric Jacquier
4. Ole E. Barndorff-Nielsen
5. Tim Bollerslev
6. N. Shephard
7. Torben G. Andersen
8. Eugene F. Fama
9. Y. Tse
10. Mark Grinblatt

Who trusts Pilar Soriano overall

1. Fernando Muñoz
2. Vit Bubak

Papers from Pilar Soriano's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Common risk factors in the returns on stocks and bonds
3. The Persistence of Mutual Fund Performance
4. Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
5. The Eco-Efficiency Premium Puzzle
6. Socially responsible investments: Institutional aspects, performance, and investor behavior
7. The Effect of Socially Responsible Investing on Portfolio Performance
8. The Ethical Mutual Fund Performance Debate: New Evidence from Canada
9. Evaluating the Performance of Ethical and Non-Ethical Funds: A Matched Pair Analysis
10. The Effect of Green Investment on Corporate Behavior (Journal of Financial and Quantitative Analysis)

Their papers

• Green and Good? The Investment Performance of US Environmental Mutual Funds (2011) — 273 citations
• Volatility Transmission Models: A Survey (2006) — 49 citations
• Are green bonds a different asset class? Evidence from time-frequency connectedness analysis (2021) — 212 citations