Thomas Gehrig

Finance · 2006–2007

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Thomas Gehrig trusts overall

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

  1. Qi Chen
  2. Artyom Durnev
  3. Christopher J. Neely
  4. Mark P. Taylor

Who trusts Thomas Gehrig overall

  1. Lukas Menkhoff
  2. Mark P. Taylor
  3. Thornton Matheson
  4. Itay Goldstein
  5. Jacinta Chan Phooi M’ng
  6. Yingzi Zhu
  7. Philip Bond
  8. A. de Janvry
  9. Martin Brown

Papers from Thomas Gehrig's perspective

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

  1. Price Informativeness and Investment Sensitivity to Stock Price
  2. Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation
  3. Econometric Analysis of Cross Section and Panel Data
  4. Liquidity Black Holes
  5. Liquidity and Autocorrelations in Individual Stock Returns
  6. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  7. Mutual Fund Flows and Performance in Rational Markets (Journal of Political Economy)
  8. A Reality Check for Data Snooping
  9. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
  10. Density Estimation for Statistics and Data Analysis

Their papers