Vikas Agarwal

Finance · 2000–2018

A researcher in the Science corpus: 9 papers; trusts 31 researchers and is trusted by 57 researchers here, as inferred from the citation graph.

Subfields

Whom Vikas Agarwal trusts overall

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

  1. William Fung
  2. David A. Hsieh
  3. Bing Liang
  4. Y. Amihud
  5. George O. Aragon
  6. Russ Wermers
  7. Mark Grinblatt
  8. Melvyn Teo
  9. Tarun Chordia
  10. Hsiu-lang Chen

Who trusts Vikas Agarwal overall

  1. Melvyn Teo
  2. Martin Eling
  3. Andrew J. Patton
  4. Nicolas P. B. Bollen
  5. William Fung
  6. Ilia D. Dichev
  7. Narayan Naik
  8. David A. Hsieh
  9. Veronika K. Pool
  10. Doron Avramov

Papers from Vikas Agarwal's perspective

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

  1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  2. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
  3. The Pricing of Options and Corporate Liabilities
  4. Hedge-Fund Benchmarks: Information Content and Biases
  5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  6. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
  7. Characteristics of Risk and Return in Risk Arbitrage
  8. The Persistence of Mutual Fund Performance
  9. Contagion as a Wealth Effect
  10. The Cross‐Section of Expected Stock Returns

Their papers