George M. Constantinides

Finance · 2001–2017

A researcher in the Science corpus: 8 papers; trusts 21 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom George M. Constantinides trusts overall

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

  1. Robert J. Barro
  2. Ravi Bansal
  3. Stylianos Perrakis
  4. G. Duffee
  5. Jun Pan
  6. H. Shefrin
  7. John C. Hull
  8. Christopher S. Jones
  9. Bing Han
  10. John H. Cochrane

Who trusts George M. Constantinides overall

  1. Stylianos Perrakis
  2. Alan Moreira
  3. Ravi Bansal
  4. O. Faleye
  5. Virginia R. Young
  6. Peter F. Christoffersen
  7. Zhiguo He
  8. Bonnie G. Buchanan
  9. Jens Carsten Jackwerth
  10. Amit Goyal

Papers from George M. Constantinides's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  3. The Pricing of Options and Corporate Liabilities
  4. Term premia and interest rate forecasts in affine models
  5. Empirical Pricing Kernels
  6. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  7. Expected Option Returns
  8. Rare Disasters and Asset Markets in the Twentieth Century
  9. What’s Vol Got to Do with It?
  10. Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets (Journal of Political Economy)

Their papers