Jens Hilscher
Finance · 2008–2015
A researcher in the Science corpus: 4 papers; trusts 28 researchers and is trusted by 62 researchers here, as inferred from the citation graph.
Subfields
- Finance — 79 citations into it; #873 of 10,518 by trust here, #807 by citations
- Accounting — 44 citations into it; #750 of 8,970 by trust here, #915 by citations
- Economics and Econometrics — 31 citations into it
- Strategy and Management — 6 citations into it
Whom Jens Hilscher trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Eugene F. Fama
- Francis A. Longstaff
- Maria Vassalou
- John Y. Campbell
- Mark Grinblatt
- John M. Griffin
- Sudheer Chava
- Long Chen
- Darrell Duffie
- Stefan Nagel
Who trusts Jens Hilscher overall
- Robert Novy-Marx
- Patrick Augustin
- Avanidhar Subrahmanyam
- Kewei Hou
- Michael J. Dempsey
- Diana Bonfim
- E. Akben-Selcuk
- Lorenzo Garlappi
- Maria Correia
- Doron Avramov
Papers from Jens Hilscher's perspective
Ordered by how strongly the researchers Jens Hilscher trusts endorse each paper. Same corpus, a different order for every researcher.
- Default Risk in Equity Returns
- Book‐to‐Market Equity, Distress Risk, and Stock Returns
- Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
- In Search of Distress Risk (Social Science Research Network)
- The Cross-Section of Volatility and Expected Returns
- The Persistence of Mutual Fund Performance
- Multi-Period Corporate Default Prediction With Stochastic Covariates
- Credit Ratings and the Cross-Section of Stock Returns
- Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
- What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data
Their papers
- Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets (2015) — 141 citations
- Predicting Financial Distress and the Performance of Distressed Stocks (2011) — 160 citations
- Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010) — 532 citations
- In Search of Distress Risk (2008) — 2,295 citations