Graham A. Davis

2003–2008

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Whom Graham A. Davis trusts overall

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

  1. H. Bessembinder
  2. Michael L. Lemmon
  3. Scott Pegg

Who trusts Graham A. Davis overall

  1. Afzal S. Siddiqui
  2. J. Boyce
  3. B. Fernandes
  4. J. Emery
  5. Stein-Erik Fleten
  6. J. Cunha
  7. Chris Marnay
  8. Jeffrey A. Frankel
  9. P. Segal
  10. A. Gillies

Papers from Graham A. Davis's perspective

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

  1. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
  2. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
  3. Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues
  4. (IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation
  5. What are Stock Investors' Actual Historical Returns? Evidence from Dollar-Weighted Returns
  6. Institutional Trading and Stock Resiliency: Evidence from the 2007-2009 Financial Crisis
  7. Stock Market Declines and Liquidity
  8. Issues in Assessing Trade Execution Costs
  9. Stocks as Lotteries: the Implications of Probability Weighting for Security Prices
  10. Secondary Trading Costs in the Municipal Bond Market

Their papers