D. Tang

Finance · with Subrahmanyam · 2007–2020

A researcher in the Science corpus: 8 papers; trusts 76 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom D. Tang trusts overall

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

  1. Mitchell A. Petersen
  2. Sudheer Chava
  3. Alex Edmans
  4. Hui Chi Chen
  5. S. B. Thompson
  6. John Y. Campbell
  7. Robert A. Jarrow
  8. Francis A. Longstaff
  9. Robert A. Korajczyk
  10. Laura Frieder

Who trusts D. Tang overall

  1. Serena Fatica
  2. Antje Berndt
  3. Farhad Taghizadeh‐Hesary
  4. Satish Kumar
  5. Roberto Panzica
  6. Iulian Obreja
  7. Naoyuki Yoshino
  8. Dipasha Sharma
  9. J. Annaert
  10. Han Phoumin

Papers from D. Tang's perspective

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

  1. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
  2. The Pricing of Options and Corporate Liabilities
  3. The Determinants of Credit Spread Changes
  4. Explaining the Rate Spread on Corporate Bonds
  5. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  6. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
  7. The Cross-Section of Volatility and Expected Returns
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
  10. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Their papers