San‐Lin Chung
Economics and Econometrics · 2009–2012
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 24 citations into it
- Accounting — 17 citations into it
Whom San‐Lin Chung trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Gabriel Pérez-Quirós
- Allan G. Timmermann
- Andrew Ang
- Eugene F. Fama
- John Y. Campbell
- Stefan Nagel
- Gregory W. Brown
Papers from San‐Lin Chung's perspective
Ordered by how strongly the researchers San‐Lin Chung trusts endorse each paper. Same corpus, a different order for every researcher.
- Firm Size and Cyclical Variations in Stock Returns
- The Cross‐Section of Expected Stock Returns
- The Pricing of Options and Corporate Liabilities
- The Cross-Section of Volatility and Expected Returns
- Forecasting Using Principal Components From a Large Number of Predictors
- Consumption, aggregate wealth and expected stock returns
- Nowcasting: the real time informational content of macroeconomic data releases
- Rare Disasters and Asset Markets in the Twentieth Century
- Real-Time Measurement of Business Conditions
- Stock Market Risk and Return: An Equilibrium Approach
Their papers
- When does investor sentiment predict stock returns (2012) — 270 citations
- Static Hedging and Pricing American Options (2009) — 48 citations