Steven A. Sharpe
Review of Economics and Statistics · 2002–2007
A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Whom Steven A. Sharpe trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Steven A. Sharpe overall
Papers from Steven A. Sharpe's perspective
Ordered by how strongly the researchers Steven A. Sharpe trusts endorse each paper. Same corpus, a different order for every researcher.
- The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
- Loss Function Assumptions in Rational Expectations Tests on Financial Analysts' Earnings Forecasts
- Economic News and Bond Prices: Evidence from the U.S. Treasury Market (Journal of Financial and Quantitative Analysis)
- Common risk factors in the returns on stocks and bonds
- Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
- Toward an Implied Cost of Capital
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Brokerage Commissions and Institutional Trading Patterns
- Analyst Forecast Revisions and Market Price Discovery
- Managerial Decisions and Long-Term Stock Price Performance
Their papers
- Reexamining Stock Valuation and Inflation: The Implications Of Analysts' Earnings Forecasts (2002) — 206 citations
- Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices (2007) — 175 citations
- Did Pension Plan Accounting Contribute to a Stock Market Bubble? (2003) — 151 citations