S. B. Thompson
Finance · with Campbell · 2006–2008
A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 64 researchers here, as inferred from the citation graph.
Subfields
- Finance — 26 citations into it; #545 of 10,518 by trust here, #865 by citations
- Economics and Econometrics — 19 citations into it; #14,638 of 23,481 by trust here, #11,468 by citations
- Accounting — 10 citations into it
- Strategy and Management — 10 citations into it
- Management Science and Operations Research — 6 citations into it; #416 of 11,946 by trust here, #515 by citations
Whom S. B. Thompson trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Halbert White
- Tuomo Vuolteenaho
- John Y. Campbell
- P. Bostock
- J. Lewellen
- Christopher Polk
- Charles M. Bishop
- Martin Lettau
- Geert Bekaert
- Walter N. Torous
Who trusts S. B. Thompson overall
- Ian Martin
- Paresh Kumar Narayan
- Joakim Westerlund
- John Y. Campbell
- Ji Hyung Lee
- Henri Nyberg
- Alexander Braun
- Dashan Huang
- Afees A. Salisu
- Gurdip Bakshi
Papers from S. B. Thompson's perspective
Ordered by how strongly the researchers S. B. Thompson trusts endorse each paper. Same corpus, a different order for every researcher.
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
- Consumption, aggregate wealth and expected stock returns
- Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
- The Equity Premium
- Neural networks for pattern recognition
- Artificial Neural Networks: Approximation and Learning Theory
- Forecasting Profitability and Earnings
- The Price Is (Almost) Right
- What Drives Firm-Level Stock Returns?
Their papers
- Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2008) — 2,578 citations
- Cross-sectional forecasts of the equity premium (2006) — 228 citations