Robert R. Johnson
Finance · 2000–2003
A researcher in the Science corpus: 5 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it; #5,304 of 10,518 by trust here, #3,280 by citations
Whom Robert R. Johnson trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Robert R. Johnson overall
- Hossein Asgharian
- W. Hess
- Julia Belousova
- Lu Liu
- Abdelmounaim Lahrech
- Tatiana Andreeva
- Riadh Aloui
- Seema W. Narayan
- Claude B. Erb
Papers from Robert R. Johnson's perspective
Ordered by how strongly the researchers Robert R. Johnson trusts endorse each paper. Same corpus, a different order for every researcher.
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- International Asset Allocation With Regime Shifts
- Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
- International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences
- Volatility spillover effects from Japan and the US to the Pacific–Basin
- THE MISPRICING OF ABNORMAL ACCRUALS
- The Cross‐Section of Expected Stock Returns
- Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
- Book‐to‐Market Equity, Distress Risk, and Stock Returns
- Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis ☆
Their papers
- Tactical Asset Allocation and Commodity Futures (2002) — 128 citations
- Economic integration and stock market comovement in the Americas (2003) — 137 citations
- Asian Economic Integration and Stock Market Comovement (2002) — 192 citations
- Efficient use of commodity futures in diversified portfolios (2000) — 180 citations
- Indicators of Successful Companies (2003) — 143 citations