Amir Ehsan Khandani

Finance · 2009–2010

A researcher in the Science corpus: 3 papers; trusts 15 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 52 citations into it; #3,955 of 10,518 by trust here, #1,586 by citations
• Economics and Econometrics — 47 citations into it; #14,752 of 23,481 by trust here, #7,096 by citations
• Accounting — 31 citations into it; #4,439 of 8,970 by trust here, #3,550 by citations
• Artificial Intelligence — 9 citations into it

Whom Amir Ehsan Khandani trusts overall

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

1. Andrew W. Lo
2. Y. Amihud
3. Niko Speybroeck
4. Amir F. Atiya
5. Tobias Adrian
6. Tarun Chordia
7. Eugene F. Fama
8. Javad Akbari Torkestani
9. Markus K. Brunnermeier
10. Hyun Song Shin

Who trusts Amir Ehsan Khandani overall

1. James E. Johndrow
2. Shihao Gu
3. John Y. Campbell
4. Sunipa Dev
5. Håvard Kvamme
6. F. Butaru
7. Junzhe Zhang
8. Christopher Krauss
9. Ronnie Sadka
10. Andrew W. Lo

Papers from Amir Ehsan Khandani's perspective

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

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
3. The Cross‐Section of Expected Stock Returns
4. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
5. Common risk factors in the returns on stocks and bonds
6. News Related to Future GDP Growth as Risk Factors in Equity Returns
7. Market liquidity and funding liquidity
8. Pattern Classification
9. Institutional Investors and Equity Prices
10. Credit rating analysis with support vector machines and neural networks: a market comparative study

Their papers

• What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data (2010) — 543 citations
• Systemic Risk and the Refinancing Ratchet Effect (2009) — 114 citations
• Consumer Credit Risk Models Via Machine-Learning Algorithms (2010) — 854 citations