David Porter
Finance · 2001–2008
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 11 citations into it
- Accounting — 5 citations into it
Whom David Porter trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from David Porter's perspective
Ordered by how strongly the researchers David Porter trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Securities lending, shorting, and pricing
- Market Microstructure: A Survey
- Predicting How People Play Games: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria
- Introduction to Statistical Time Series.
- The Bond/Old-Bond Spread
- What moves stock prices?
- Global diversification and bidder gains: A comparison between cross-border and domestic acquisitions
- Financial Structure and Economic Growth: A Cross-Country Comparison of Banks, Markets and Development
- Cross-Border Bank Mergers: What Lures the Rare Animal?
Their papers
- Financial Bubbles: Excess Cash, Momentum, and Incomplete Information (2001) — 188 citations
- Should securities markets be transparent (2005) — 304 citations
- Thar She Blows: Can Bubbles Be Rekindled with Experienced Subjects? (2008) — 206 citations