Thomas Dangl
Finance · 2004–2012
A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 38 citations into it; #3,798 of 10,518 by trust here, #4,039 by citations
- Economics and Econometrics — 30 citations into it; #8,274 of 23,481 by trust here, #11,156 by citations
Whom Thomas Dangl trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Joseph Chen
- E. Dimson
- John Y. Campbell
- Yihong Xia
- Ľuboš Pástor
- Martin Lettau
- Harrison G. Hong
- P. Marsh
- Nicholas Barberis
Who trusts Thomas Dangl overall
- Gary Koop
- Graham Elliott
- Feng Song
- Dimitris Korobilis
- Allan G. Timmermann
- Antonio Gargano
- Jinhuan Zhao
- David E. Rapach
- Yinchu Zhu
- Julien Cujean
Papers from Thomas Dangl's perspective
Ordered by how strongly the researchers Thomas Dangl trusts endorse each paper. Same corpus, a different order for every researcher.
- Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization
- Incentive Fees and Mutual Funds
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Common risk factors in the returns on stocks and bonds
- Stock Return Predictability and Model Uncertainty
- Consumption, aggregate wealth and expected stock returns
- The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (Journal of Financial and Quantitative Analysis)
- Dividends, Share Repurchases, and the Substitution Hypothesis
- The Cross‐Section of Expected Stock Returns
- Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
Their papers
- Predictive Regressions with Time-Varying Coefficients (2012) — 550 citations
- Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically (2004) — 53 citations
- Market Discipline and Internal Governance in the Mutual Fund Industry (2008) — 111 citations