Frankie Chau

Finance · 2014–2016

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Frankie Chau trusts overall

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

  1. Daniel B. Nelson
  2. P. Giot
  3. Shiu‐Sheng Chen
  4. Alexander Kurov
  5. A. Antoniou
  6. Huseyin Gulen
  7. Maik Schmeling
  8. Lawrence R. Glosten
  9. Luc Bauwens
  10. Lorenzo Cappiello

Papers from Frankie Chau's perspective

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

  1. Investor Sentiment and the Cross-Section of Stock Returns
  2. On Estimating the Expected Return on the Market: An Exploratory Investigation
  3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  4. Index futures and positive feedback trading : evidence from major stock exchanges.
  5. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  6. The short of it
  7. Multivariate GARCH Models: A Survey
  8. Inefficient Markets: An Introduction to Behavioral Finance
  9. Investor Sentiment and the Mean-Variance Relation
  10. Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns

Their papers