Robert F. Dittmar

Finance · 2002–2013

A researcher in the Science corpus: 6 papers; trusts 27 researchers and is trusted by 60 researchers here, as inferred from the citation graph.

Subfields

• Finance — 46 citations into it; #637 of 10,518 by trust here, #616 by citations
• Economics and Econometrics — 31 citations into it; #1,445 of 23,481 by trust here, #2,388 by citations
• Accounting — 28 citations into it; #1,588 of 8,970 by trust here, #1,332 by citations
• Strategy and Management — 8 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Robert F. Dittmar trusts overall

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

1. Eugene F. Fama
2. Lars Peter Hansen
3. Jarrad Harford
4. Gustavo Grullon
5. Ravi Bansal
6. Kenneth R. French
7. John Y. Campbell
8. Malcolm P. Baker
9. J. Lewellen
10. M. Jagannathan

Who trusts Robert F. Dittmar overall

1. Turan G. Bali
2. Massimo Guidolin
3. Robert Serfling
4. Giovanni Barone Adesi
5. Ravi Bansal
6. Nicholas Barberis
7. Jessica A. Wachter
8. Allan G. Timmermann
9. Hanno Lustig
10. Peng Xiao

Papers from Robert F. Dittmar's perspective

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

1. The Cross‐Section of Expected Stock Returns
2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
3. Common risk factors in the returns on stocks and bonds
4. Stock Prices, Earnings and Expected Dividends
5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
6. Payout Policy in the 21st Century
7. Disappearing dividends: changing firm characteristics or lower propensity to pay?
8. Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
9. The Theory and Practice of Corporate Finance: Evidence from the Field
10. The Equity Share in New Issues and Aggregate Stock Returns

Their papers

• Consumption, Dividends, and the Cross Section of Equity Returns (2005) — 620 citations
• Cointegration and Consumption Risks in Asset Returns (2009) — 190 citations
• Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns (2002) — 853 citations
• Ex Ante Skewness and Expected Stock Returns (2013) — 780 citations
• The timing of financing decisions: An examination of the correlation in financing waves (2008) — 182 citations
• Risk Adjustment and Trading Strategies (2003) — 153 citations