David Blitz

Finance · 2007–2017

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it
• Economics and Econometrics — 9 citations into it
• Accounting — 8 citations into it

Whom David Blitz trusts overall

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

1. Andrew Ang
2. Ralitsa Petkova
3. M. Statman
4. Eugene F. Fama
5. R. Hodrick
6. Lu Zhang
7. Yuhang Xing
8. Andrea Frazzini
9. Kenneth R. French
10. Denys Glushkov

Who trusts David Blitz overall

1. Malcolm P. Baker
2. Nardin L. Baker

Papers from David Blitz's perspective

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

1. Is Value Riskier than Growth
2. The Price of Sin: The Effects of Social Norms on Markets
3. A five-factor asset pricing model
4. The Wages of Social Responsibility
5. The Cross‐Section of Expected Stock Returns
6. Idiosyncratic Risk Matters
7. Idiosyncratic Risk and the Cross-Section of Expected Stock Returns
8. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
9. Differences of Opinion and the Cross Section of Stock Returns
10. Consumption, aggregate wealth and expected stock returns

Their papers

• Sin Stocks Revisited: Resolving the Sin Stock Anomaly (2017) — 116 citations
• The Volatility Effect in Emerging Markets (2013) — 161 citations
• The Volatility Effect (2007) — 329 citations