Robert A. Connolly
Finance · 2003–2008
A researcher in the Science corpus: 4 papers; trusts 14 researchers and is trusted by 19 researchers here, as inferred from the citation graph.
Subfields
- Finance — 28 citations into it; #2,571 of 10,518 by trust here, #2,604 by citations
- Economics and Econometrics — 26 citations into it; #5,250 of 23,481 by trust here, #6,470 by citations
- Statistics and Probability — 5 citations into it
Whom Robert A. Connolly trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- John D. Storey
- Andrew Ang
- L. Kodres
- Andrew W. Lo
- Trevor J. Hastie
- John Y. Campbell
- Jiang Wang
- Robert F. Whitelaw
- Eugene F. Fama
- Roger M. Edelen
Who trusts Robert A. Connolly overall
- Arzu Ozoguz
- Nikolaos Antonakakis
- Xiaoming Li
- Hossein Asgharian
- Lieven Baele
- Suk-Joong Kim
- Magnus Andersson
- Rangan Gupta
- Torben G. Andersen
- Chris Stivers
Papers from Robert A. Connolly's perspective
Ordered by how strongly the researchers Robert A. Connolly trusts endorse each paper. Same corpus, a different order for every researcher.
- Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
- A Rational Expectations Model of Financial Contagion
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- Stock Market Risk and Return: An Equilibrium Approach
- Delta-Hedged Gains and the Negative Market Volatility Risk Premium
- Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
- Generalized Additive Models
- Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
- Expected Option Returns
- Conflict Theory, Economic Conditions, and Homicide
Their papers
- Stock Market Uncertainty and the Stock-Bond Return Relation (2005) — 644 citations
- Commonality in the time-variation of stock-stock and stock-bond return comovements (2007) — 155 citations
- Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion (2003) — 154 citations
- Skill, Luck, and Streaky Play on the PGA Tour (2008) — 47 citations