Robert D. Arnott

Finance · 1993–2003

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it; #5,651 of 10,518 by trust here, #4,599 by citations
• Strategy and Management — 8 citations into it
• Accounting — 6 citations into it; #4,645 of 8,970 by trust here, #4,788 by citations
• Economics and Econometrics — 6 citations into it; #12,223 of 23,481 by trust here, #11,468 by citations

Whom Robert D. Arnott trusts overall

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

1. Jacob K. Thomas
2. John Y. Campbell
3. Ivo Welch

Who trusts Robert D. Arnott overall

1. Abdulrahman A. M. Al-Twaijry
2. Clifford S. Asness
3. A. Y. Javid
4. P. Bostock
5. Claude B. Erb
6. Robina Iqbal

Papers from Robert D. Arnott's perspective

Ordered by how strongly the researchers Robert D. Arnott trusts endorse each paper. Same corpus, a different order for every researcher.

1. What Risk Premium Is “Normal”?
2. Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets
3. Stock Returns and Accounting Earnings
4. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
5. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
6. Book‐to‐Market Equity, Distress Risk, and Stock Returns
7. In Search of Distress Risk (Social Science Research Network)
8. Investment Plans and Stock Returns
9. A consumption-based model of the term structure of interest rates ☆
10. Interpretable Asset Markets

Their papers

• What Risk Premium Is “Normal”? (2002) — 274 citations
• Surprise! Higher Dividends = Higher Earnings Growth (2003) — 260 citations
• Rebalancing (1993)