Roger G. Ibbotson

Economics and Econometrics · 2000–2003

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #11,665 of 23,481 by trust here, #11,468 by citations
• Finance — 6 citations into it; #4,795 of 10,518 by trust here, #3,859 by citations

Whom Roger G. Ibbotson trusts overall

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

1. Ivo Welch
2. Eugene F. Fama

Who trusts Roger G. Ibbotson overall

1. Harry M. Markowitz
2. K. Brown
3. Lorenzo Garlappi
4. Claude B. Erb
5. E. Dimson
6. Cristian Tiu
7. Heiko Jacobs

Papers from Roger G. Ibbotson's perspective

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

1. The Equity Premium Puzzle
2. Views of Financial Economists on the Equity Premium and on Professional Controversies
3. Consumption, aggregate wealth and expected stock returns
4. Learning, Asset-Pricing Tests, and Market Efficiency
5. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
6. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
7. A Simple Model of Herd Behavior
8. Target Behavior and Financing: How Conclusive is the Evidence?
9. Why Don't Issuers Get Upset About Leaving Money on the Table in Ipos?
10. Tests of Equal Forecast Accuracy and Encompassing for Nested Models

Their papers

• A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability (2000) — 175 citations
• Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance? (2000) — 423 citations
• Long-Run Stock Returns: Participating in the Real Economy (2003) — 197 citations