Toshiki Honda
2003
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Whom Toshiki Honda trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Toshiki Honda overall
Papers from Toshiki Honda's perspective
Ordered by how strongly the researchers Toshiki Honda trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
- The Equity Premium
- Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
- Betting Against Beta
- Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
- An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
- The Cross-Section of Volatility and Expected Returns
- Inefficient Markets: An Introduction to Behavioral Finance
- Subjective Probability: A Judgment of Representativeness
Their papers
- Optimal portfolio choice for unobservable and regime-switching mean returns (2003) — 137 citations