Johan Waldén

Economics and Econometrics · 2007–2021

A researcher in the Science corpus: 6 papers; trusts 7 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 70 citations into it; #10,387 of 23,481 by trust here, #8,485 by citations
• Finance — 70 citations into it
• Management Science and Operations Research — 10 citations into it; #11,159 of 11,946 by trust here, #5,316 by citations
• Economics & Operations Research — 5 citations into it

Whom Johan Waldén trusts overall

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

1. Mark Newman
2. Peter C. B. Phillips
3. Xavier Gabaix
4. Eugene F. Fama
5. Javier Rojo
6. Rustam Ibragimov

Who trusts Johan Waldén overall

1. Rustam Ibragimov
2. Lorán Chollete

Papers from Johan Waldén's perspective

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

1. The Behavior of Stock-Market Prices
2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
3. Portfolio Selection
4. Detecting community structure in networks
5. The limits of diversification when losses may be large
6. The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance
7. Stock Options as Lotteries
8. Complex Graphs and Networks
9. Events that Shook the Market
10. The Cross-Section of Volatility and Expected Returns

Their papers

• Nondiversification Traps in Catastrophe Insurance Markets (2009) — 160 citations
• The limits of diversification when losses may be large (2007) — 167 citations
• Investor Networks in the Stock Market (2014) — 238 citations
• Social Transmission Bias and Investor Behavior (2021) — 135 citations
• Recovery with Unbounded Diffusion Processes (2017) — 48 citations
• Heavy-Tailed Distributions and Robustness in Economics and Finance (2015) — 147 citations