Melvyn Teo

Finance · 2004–2011

A researcher in the Science corpus: 7 papers; trusts 65 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Melvyn Teo trusts overall

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

  1. Vikas Agarwal
  2. William Fung
  3. Halbert White
  4. Narayan Naik
  5. Mark Grinblatt
  6. Mark L. Mitchell
  7. David A. Hsieh
  8. Mitchell A. Petersen
  9. George O. Aragon
  10. Eugene F. Fama

Who trusts Melvyn Teo overall

  1. Vikas Agarwal
  2. Andrea Frazzini
  3. Stefan Ruenzi
  4. O. Lamont
  5. Yong Chen
  6. F. Weigert
  7. Charles Cao
  8. F. Grieb
  9. Kenneth A. Froot
  10. Igor Filatotchev

Papers from Melvyn Teo's perspective

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

  1. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
  2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  3. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  4. The Cross‐Section of Expected Stock Returns
  5. The Pricing of Options and Corporate Liabilities
  6. Characteristics of Risk and Return in Risk Arbitrage
  7. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
  8. Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
  9. The investment behavior and performance of various investor types: a study of Finland's unique data set
  10. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)

Their papers