David R. Weinbaum

Finance · 2008–2010

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 55 citations into it; #7,922 of 10,518 by trust here, #3,438 by citations
• Economics and Econometrics — 24 citations into it; #19,454 of 23,481 by trust here, #14,051 by citations
• Accounting — 17 citations into it; #7,481 of 8,970 by trust here, #5,847 by citations

Whom David R. Weinbaum trusts overall

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

1. Y. Amihud
2. Mark Broadie
3. Sugato Chakravarty
4. Mikhail Chernov

Who trusts David R. Weinbaum overall

1. Turan G. Bali

Papers from David R. Weinbaum's perspective

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

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. Informed Trading in Stock and Option Markets
3. Common risk factors in the returns on stocks and bonds
4. Model Specification and Risk Premia: Evidence from Futures Options
5. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
6. Trading Volume and Cross-Autocorrelations in Stock Returns
7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
8. Expected Option Returns
9. Post-'87 crash fears in the S&P 500 futures option market
10. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions

Their papers

• Deviations from Put-Call Parity and Stock Return Predictability (2010) — 513 citations
• Individual Stock-Option Prices and Credit Spreads (2008) — 280 citations