M. D. Ceuster

Economics and Econometrics · 2000–2013

A researcher in the Science corpus: 4 papers; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 85 citations into it
• Finance — 78 citations into it
• Accounting — 31 citations into it

Whom M. D. Ceuster trusts overall

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

1. Y. Amihud
2. Andrew Ang
3. Mitchell A. Petersen
4. Geert Bekaert
5. Carol Alexander
6. Turan G. Bali
7. R. Hodrick
8. L. Aucremanne
9. Frank Smets
10. Fasika Damte Haile

Who trusts M. D. Ceuster overall

1. Söhnke M. Bartram
2. Patrick Augustin

Papers from M. D. Ceuster's perspective

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

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. Explaining the Rate Spread on Corporate Bonds
3. High idiosyncratic volatility and low returns: International and further U.S. evidence
4. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
5. The Cross-Section of Volatility and Expected Returns
6. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
7. Individual Equity Return Data from Thomson Datastream: Handle with Care!
8. Pricing Default Swaps: Empirical Evidence
9. Explaining credit default swap premia
10. The intersection of market and credit risk

Their papers

• A survey into the use of derivatives by large non‐financial firms operating in Belgium (2000) — 112 citations
• Are extreme returns priced in the stock market? European evidence. (2013) — 113 citations
• Estimating the spot rate curve using the Nelson-Siegel model A ridge regression approach (2013) — 53 citations
• What Determines Euro Area Bank CDS Spreads (2010) — 249 citations