Johannes A. Skjeltorp

Finance · 2000–2011

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

Subfields

Whom Johannes A. Skjeltorp trusts overall

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

  1. Y. Amihud
  2. Rosario Nunzio Mantegna
  3. W. Kang
  4. Eugene F. Fama
  5. Robert F. Engle

Who trusts Johannes A. Skjeltorp overall

  1. C. Rösch

Papers from Johannes A. Skjeltorp's perspective

Ordered by how strongly the researchers Johannes A. Skjeltorp trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  2. The Pricing of Options and Corporate Liabilities
  3. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  4. Stock Market Declines and Liquidity
  5. Efficient Capital Markets : A Review of Theory and Empirical Work
  6. Stochastic process with ultraslow convergence to a Gaussian: The truncated Lévy flight.
  7. Market Liquidity and Trading Activity
  8. The Cross Section of Expected Stock Returns
  9. Generalized autoregressive conditional heteroskedasticity
  10. Individual Equity Return Data from Thomson Datastream: Handle with Care!

Their papers