J. Szilágyi
Finance · 2008–2011
A researcher in the Science corpus: 2 papers; trusts 23 researchers and is trusted by 57 researchers here, as inferred from the citation graph.
Subfields
- Finance — 35 citations into it; #953 of 10,518 by trust here, #965 by citations
- Accounting — 29 citations into it; #764 of 8,970 by trust here, #1,053 by citations
- Economics and Econometrics — 11 citations into it
Whom J. Szilágyi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Eugene F. Fama
- Mark Grinblatt
- John M. Griffin
- Maria Vassalou
- Sudheer Chava
- John Y. Campbell
- Stefan Nagel
- Yuhang Xing
- Sheridan Titman
- Randolph B. Cohen
Who trusts J. Szilágyi overall
- Robert Novy-Marx
- Avanidhar Subrahmanyam
- Kewei Hou
- Michael J. Dempsey
- Diana Bonfim
- E. Akben-Selcuk
- Lorenzo Garlappi
- Maria Correia
- Doron Avramov
- Rob Stambaugh
Papers from J. Szilágyi's perspective
Ordered by how strongly the researchers J. Szilágyi trusts endorse each paper. Same corpus, a different order for every researcher.
- Book‐to‐Market Equity, Distress Risk, and Stock Returns
- Default Risk in Equity Returns
- The Persistence of Mutual Fund Performance
- The Cross-Section of Volatility and Expected Returns
- Multi-Period Corporate Default Prediction With Stochastic Covariates
- In Search of Distress Risk (Social Science Research Network)
- Credit Ratings and the Cross-Section of Stock Returns
- Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
- What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data
- Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
Their papers
- Predicting Financial Distress and the Performance of Distressed Stocks (2011) — 160 citations
- In Search of Distress Risk (2008) — 2,295 citations