Stephan Jank

Finance · 2010–2016

A researcher in the Science corpus: 2 papers; trusts 26 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 33 citations into it; #7,999 of 10,518 by trust here, #5,938 by citations
• Economics and Econometrics — 22 citations into it; #17,333 of 23,481 by trust here, #14,505 by citations
• Accounting — 14 citations into it

Whom Stephan Jank trusts overall

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

1. James J. Heckman
2. Jonathan B. Berk
3. Jennifer Huang
4. Torben G. Andersen
5. Fulvio Corsi
6. Richard Green
7. Brad M. Barber
8. Kelsey D. Wei
9. Hyunyoung Choi
10. Todd E. Clark

Who trusts Stephan Jank overall

1. Vikas Agarwal
2. Co-Pierre Georg

Papers from Stephan Jank's perspective

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

1. MODELING AND FORECASTING REALIZED VOLATILITY
2. Mutual Fund Flows and Performance in Rational Markets (Journal of Political Economy)
3. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
4. In Search of Attention
5. A Simple Approximate Long-Memory Model of Realized Volatility
6. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
7. Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows*
8. Predicting the Present with Google Trends
9. Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization
10. Sample selection bias as a specification error

Their papers

• Can Internet search queries help to predict stock market volatility (2016) — 356 citations
• Are There Disadvantaged Clienteles in Mutual Funds? (2010) — 126 citations