Mila Getmansky
Finance · 2005–2012
A researcher in the Science corpus: 4 papers; trusts 17 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Finance — 126 citations into it; #2,371 of 10,518 by trust here, #1,294 by citations
- Economics and Econometrics — 107 citations into it; #9,898 of 23,481 by trust here, #3,565 by citations
- Accounting — 31 citations into it; #2,820 of 8,970 by trust here, #7,243 by citations
Whom Mila Getmansky trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Markus K. Brunnermeier
- Andrew W. Lo
- William Fung
- Raghuram G. Rajan
- Vikas Agarwal
- Bing Liang
- V. Acharya
- Stephen J. Brown
- David A. Hsieh
- Monica Billio
Who trusts Mila Getmansky overall
- Andrew J. Patton
- Haitao Li
- Xiaoyan Zhang
- Lena Tonzer
- Gangjin Wang
- Giulio Girardi
- R. Zhao
- Matthias Raddant
- Eric Jondeau
- Tomohiro Ando
Papers from Mila Getmansky's perspective
Ordered by how strongly the researchers Mila Getmansky trusts endorse each paper. Same corpus, a different order for every researcher.
- Hedge Funds and the Technology Bubble
- Market liquidity and funding liquidity
- Deciphering the Liquidity and Credit Crunch 2007-08
- Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
- The fundamental principles of financial regulation
- Market Liquidity and Trading Activity
- A New Approach to Measuring Financial Contagion
- The Adaptive Markets Hypothesis
- Order Imbalance, Liquidity, and Market Returns
- The Statistics of Sharpe Ratios
Their papers
- Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors (2012) — 2,290 citations
- Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010) — 251 citations
- Measuring Systemic Risk in the Finance and Insurance Sectors (2010) — 121 citations
- The Life Cycle of Hedge Funds: Fund Flows, Size and Performance ⁄ (2005) — 156 citations